library(testthat) Sys.setenv('OMP_THREAD_LIMIT'=2) library(rlibkriging) ##library(rlibkriging, lib.loc="bindings/R/Rlibs") ##library(testthat) f <- function(x) { 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7) } plot(f, xlim = c(-1, 2), ylim = c(0, 1)) n <- 5 X_o <- seq(from = 0, to = 1, length.out = n) noise = 0.2^2 set.seed(1234) y_o <- f(X_o) + rnorm(n, sd = sqrt(noise)) points(X_o, y_o) lk <- NoiseKriging(y = matrix(y_o, ncol = 1), noise = matrix(rep(noise, n), ncol = 1), X = matrix(X_o, ncol = 1), kernel = "gauss", regmodel = "constant", optim = "none", #normalize = TRUE, parameters = list(theta = matrix(0.1), sigma2=0.09)) library(DiceKriging) dk <- km(response = matrix(y_o, ncol = 1), design = matrix(X_o, ncol = 1), covtype = "gauss", formula = ~1, noise.var = rep(noise, n), nugget.estim=FALSE, #optim = "none", #normalize = TRUE, coef.cov = lk$theta()[1,1], coef.trend = lk$beta(), coef.var = lk$sigma2()) ## Predict & simulate X_n = seq(-1,2,,31) #sort(unique(c(X_o,seq(0,1,,31)))) dp = predict(dk, newdata = data.frame(X = X_n), type="UK", checkNames=FALSE) lines(X_n,dp$mean,col='blue') polygon(c(X_n,rev(X_n)),c(dp$mean+2*dp$sd,rev(dp$mean-2*dp$sd)),col=rgb(0,0,1,0.2),border=NA) lp = lk$predict(X_n) # libK predict lines(X_n,lp$mean,col='red') polygon(c(X_n,rev(X_n)),c(lp$mean+2*lp$stdev,rev(lp$mean-2*lp$stdev)),col=rgb(1,0,0,0.2),border=NA) ls = lk$simulate(100, 123, X_n) # libK simulate for (i in 1:min(100,ncol(ls))) { lines(X_n,ls[,i],col=rgb(1,0,0,.1),lwd=4) } ds = simulate(dk, nsim = ncol(ls), newdata = data.frame(X = X_n), type="UK", checkNames=FALSE, cond=TRUE, noise.sim = 1e-10) for (i in 1:min(100,nrow(ds))) { lines(X_n,ds[i,],col=rgb(0,0,1,.1),lwd=4) } # DiceKriging is not working for far X_n / X_o for (i in which(X_n >= 0 & X_n <= 1)) { if (dp$sd[i] > 1e-3) # otherwise means that density is ~ dirac, so don't test test_that(desc=paste0("DiceKriging simulate sample ( ~N(",mean(ds[,i]),",",sd(ds[,i]),") ) follows predictive distribution ( =N(",dp$mean[i],",",dp$sd[i],") ) at ",X_n[i]), expect_true(ks.test(ds[,i], "pnorm", mean = dp$mean[i],sd = dp$sd[i])$p.value > 0.001)) } for (i in 1:length(X_n)) { if (lp$stdev[i,] > 1e-3) # otherwise means that density is ~ dirac, so don't test test_that(desc=paste0("libKriging simulate sample ( ~N(",mean(ls[i,]),",",sd(ls[i,]),") ) follows predictive distribution ( =N(",lp$mean[i,],",",lp$stdev[i,],") ) at ",X_n[i]), expect_true(ks.test(ls[i,], "pnorm", mean = lp$mean[i,],sd = lp$stdev[i,])$p.value > 0.001)) } # DiceKriging is not working for far X_n / X_o for (i in which(X_n >= 0 & X_n <= 1)) { if (dp$sd[i] > 1e-3) {# otherwise means that density is ~ dirac, so don't test plot(density(ds[,i])) lines(density(ls[i,]),col='red') test_that(desc=paste0("DiceKriging/libKriging simulate samples ( ~N(",mean(ds[,i]),",",sd(ds[,i]),") / ~N(",mean(ls[i,]),",",sd(ls[i,]),") ) matching at ",X_n[i]), expect_true(ks.test(ds[,i], ls[i,])$p.value > 0.001)) } }