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Type 'q()' to quit R. > library(testthat) > Sys.setenv('OMP_THREAD_LIMIT'=2) > library(rlibkriging) Attaching package: 'rlibkriging' The following objects are masked from 'package:base': load, save > > ##library(rlibkriging, lib.loc="bindings/R/Rlibs") > ##library(testthat) > > # f <- function(X) apply(X, 1, function(x) prod(sin((x-.5)^2))) > f <- function(X) apply(X, 1, function(x) + prod(sin(2*pi*( x * (seq(0,1,l=1+length(x))[-1])^2 ))) + ) > n <- 20 > set.seed(123) > X <- cbind(runif(n),runif(n)) > y <- f(X) + rnorm(n,0,0.1) > d = ncol(X) > > x=seq(0,1,,5) > contour(x,x,matrix(f(as.matrix(expand.grid(x,x))),nrow=length(x)),nlevels = 30) > points(X) > > r <- NoiseKriging(y, noise=rep(0.1^2,nrow(X)), X,"gauss",parameters = list(theta=matrix(runif(40),ncol=2),sigma2=1)) > l= as.list(r) > #ll = function(X) { > # logLikelihoodFun(r,X,return_grad=F)$logLikelihood > #} > #contour(x,x,matrix(ll(cbind(as.matrix(expand.grid(x,x)), r$sigma2())),nrow=length(x)),nlevels = 30) > #gll = function(X) { > # logLikelihoodFun(r,X,return_grad=T)$logLikelihoodGrad > #} > #for (ix in 1:21) { > #for (iy in 1:21) { > # xx = c(ix/21,iy/21) > # g = gll(xx) > # arrows(xx[1],xx[2],xx[1]+g[1]/1000,xx[2]+g[2]/1000,col='grey',length=0.05) > #} > #} > > context("noise / print") > > p = capture.output(print(r)) > > > context("noise / logLikelihood") > > ll = function(Theta){apply(Theta,1,function(theta) logLikelihoodFun(r,c(theta,l$sigma2))$logLikelihood)} > t=seq(0.01,2,,5) > contour(t,t,matrix(ll(as.matrix(expand.grid(t,t))),nrow=length(t)),nlevels = 30) > points(as.list(r)$theta[1],as.list(r)$theta[2]) > > for (.t1 in t) for (.t2 in t) { + llg = logLikelihoodFun(r,c(.t1,.t2,l$sigma2),return_grad=T)$logLikelihoodGrad + if (sum(llg[1:2]^2)<0.01) next + arrows(.t1,.t2, .t1+0.001*llg[1],.t2+0.001*llg[2],col='red') + } > > # logLikelihoodFun(r,t(as.list(r)$theta)) > > test_that("noise / logLikelihoodFun returned", + expect_equal(names(logLikelihoodFun(r,runif(d+1))),c("logLikelihood"))) Test passed 😸 > test_that("noise / logLikelihoodFun logLikelihoodGrad returned", + expect_equal(names(logLikelihoodFun(r,runif(d+1),return_grad=TRUE)),c("logLikelihood","logLikelihoodGrad"))) Test passed 🎊 > > test_that("noise / logLikelihoodFun dim", + expect_equal(dim(logLikelihoodFun(r,rbind(runif(d+1),runif(d+1)))$logLikelihood),c(2,1))) Test passed 🥳 > test_that("noise / logLikelihoodGrad dim", + expect_equal(dim(logLikelihoodFun(r,rbind(runif(d+1),runif(d+1)),return_grad=TRUE)$logLikelihoodGrad),c(2,d+1))) Test passed 🌈 > > > context("noise / predict") > > test_that("noise / predict mean stdev returned", + expect_equal(names(predict(r,runif(d))),c("mean","stdev"))) Test passed 🎉 > test_that("noise / predict mean returned", + expect_equal(names(predict(r,runif(d),return_stdev=FALSE)),c("mean"))) Test passed 😸 > test_that("noise / predict mean stdev cov returned", + expect_equal(names(predict(r,runif(d),return_cov=TRUE)),c("mean","stdev","cov"))) Test passed 😸 > > test_that("noise / predict mean dim", + expect_equal(dim(predict(r,rbind(runif(d),runif(d)))$mean),c(2,1))) Test passed 🎊 > test_that("noise / predict stdev dim", + expect_equal(dim(predict(r,rbind(runif(d),runif(d)))$stdev),c(2,1))) Test passed 🎊 > test_that("noise / predict cov dim", + expect_equal(dim(predict(r,rbind(runif(d),runif(d)),return_cov=TRUE)$cov),c(2,2))) Test passed 🎊 > > > context("noise / simulate") > > test_that("noise / simulate dim", + expect_equal(dim(simulate(r,x=rbind(runif(d),runif(d)), with_noise=NULL)),c(2,1))) Test passed 🥇 > test_that("noise / simulate nsim dim", + expect_equal(dim(simulate(r,x=rbind(runif(d),runif(d)),nsim=10, with_noise=NULL)),c(2,10))) Test passed 🎉 > > expect_not_equal = function(x,y,...) + expect_false(isTRUE(all.equal(x, y))) > test_that("noise / simulate mean X", + expect_not_equal(mean(simulate(r,nsim = 100, x=X[1,]+0.00005, with_noise=NULL)),y[1],tolerance = 0.01)) Test passed 🌈 > set.seed(12345) > x = runif(d) > test_that("noise / simulate mean", + expect_equal(mean(simulate(r,nsim = 100, x=x, with_noise=NULL)),predict(r,x)$mean[1],tolerance = 0.01)) Test passed 🥳 > test_that("noise / simulate sd", + expect_equal(sd(simulate(r,nsim = 100, x=x, with_noise=NULL)),predict(r,x)$stdev[1],tolerance = 0.01)) Test passed 🌈 > > > context("noise / update") > > set.seed(1234) > X2 = matrix(runif(d*10),ncol=d) > y2 = f(X2) + rnorm(nrow(X2),0,0.1) > x=seq(0,1,,5) > contour(x,x,matrix(f(as.matrix(expand.grid(x,x))),nrow=length(x)),nlevels = 30) > points(X) > points(X2,col='red') > > r20 <- NoiseKriging(c(y,y2), c(y-f(X),y2-f(X2))^2,rbind(X,X2),"gauss") > ll = function(X) { + logLikelihoodFun(r20,X,return_grad=F)$logLikelihood + } > contour(x,x,matrix(ll(cbind(as.matrix(expand.grid(x,x)),r$sigma2())),nrow=length(x)),nlevels = 30) > gll = function(X) { + logLikelihoodFun(r20,X,return_grad=T)$logLikelihoodGrad + } > xy = seq(0,1,,5) > for (ix in 1:length(xy)) { + for (iy in 1:length(xy)) { + xx = c(ix/length(xy),iy/length(xy),r$sigma2()) + g = gll(xx) + arrows(xx[1],xx[2],xx[1]+g[1]/1000,xx[2]+g[2]/1000,col='grey',length=0.05) + } + } > > > > t=seq(0.01,2,,5) > contour(t,t,matrix(ll(cbind(as.matrix(expand.grid(t,t)),r$sigma2())),nrow=length(t)),nlevels = 30) > points(as.list(r)$theta[1],as.list(r)$theta[2],pch=20) > > #cat("!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!","\n") > #cat(paste0(collapse="\n",p),"\n") > #cat(r$logLikelihood(),"\n") > # > #rlibkriging:::optim_log(1) > > set.seed(1234) > r2 <- NoiseKriging(c(y,y2), noise=rep(0.1^2,nrow(X)+nrow(X2)),rbind(X,X2),"gauss", parameters = list(theta=matrix(as.list(r)$theta,ncol=2),sigma2=1)) > ll2 = function(Theta){apply(Theta,1,function(theta) logLikelihoodFun(r2,c(theta,as.list(r2)$sigma2))$logLikelihood)} > contour(t,t,matrix(ll2(as.matrix(expand.grid(t,t))),nrow=length(t)),nlevels = 30,add=T,col='red') > points(as.list(r2)$theta[1],as.list(r2)$theta[2],col='red',pch=20) > > p2 = capture.output(print(r2)) > > update(object=r,y2,rep(0.1^2,nrow(X2)),X2) > llu = function(Theta){apply(Theta,1,function(theta) logLikelihoodFun(r, c(theta,as.list(r2)$sigma2) )$logLikelihood)} > contour(t,t,matrix(llu(as.matrix(expand.grid(t,t))),nrow=length(t)),nlevels = 30,add=T,col='blue') > points(as.list(r)$theta[1],as.list(r)$theta[2],col='blue',pch=20) > > pu = capture.output(print(r)) > > test_that("noise / update", + expect_false(all(p == pu))) Test passed 🌈 > > # cat(paste0(collapse="\n",p2),"\n") > # cat(r2$logLikelihood(),"\n") > # cat(paste0(collapse="\n",capture.output(print( r2$logLikelihoodFun(c(r2$theta(),r2$sigma2()/(r2$sigma2()+r2$noise())),TRUE) ))),"\n") > # cat(paste0(collapse="\n",pu),"\n") > # cat(r$logLikelihood(),"\n") > # cat(paste0(collapse="\n",capture.output(print( r$logLikelihoodFun(c(r$theta(),r$sigma2()/(r$sigma2()+r$noise())),TRUE) ))),"\n") > > test_that("noise / update almost converge", + expect_equal(as.list(r2)$theta, as.list(r)$theta, tolerance = 2E-2)) Test passed 🥳 > > proc.time() user system elapsed 2.21 0.21 2.42