R Under development (unstable) (2024-09-15 r87152 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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) > kernel="gauss" > > for (kernel in c("exp","matern3_2","matern5_2","gauss")) { + context(paste0("Check logMargPost for kernel ",kernel)) + + f = function(x) 1-1/2*(sin(12*x)/(1+x)+2*cos(7*x)*x^5+0.7) + plot(f) + n <- 5 + set.seed(123) + X <- as.matrix(runif(n)) + y = f(X) + points(X,y) + + ##library(rlibkriging) + r <- NuggetKriging(y, X, kernel, objective="LMP", parameters=list(nugget=0,is_nugget_estim=TRUE)) + + eps = 0.00001 # used for comparison bw computed grad and num grad + precision = 0.01 + + alpha0=r$sigma2()/(r$sigma2()+r$nugget()) + ll2_theta = function(theta) logMargPostFun(r,c(theta,alpha0))$logMargPost + # second arg is alpha=1 for nugget=0 + plot(Vectorize(ll2_theta),ylab="LMP",xlab="theta",xlim=c(0.01,1)) + for (x in seq(0.01,1,,11)){ + envx = new.env() + ll2x = logMargPostFun(r,c(x,alpha0))$logMargPost[1] + gll2x = logMargPostFun(r,c(x,alpha0),return_grad = T)$logMargPostGrad[,1] + arrows(x,ll2x,x+.1,ll2x+.1*gll2x,col='red') + + ll2x_eps = logMargPostFun(r,c(x+eps,alpha0))$logMargPost[1] + test_that(desc=paste0("Numerical and analytical gradient are (almost) the same at theta=",x), + expect_equal((ll2x_eps-ll2x)/eps,gll2x,tol = precision)) + } + + theta0 = r$theta() + ll2_alpha = function(alpha) logMargPostFun(r,c(theta0,alpha))$logMargPost + plot(Vectorize(ll2_alpha),ylab="LMP",xlab="alpha",xlim=c(0.01,1)) + for (x in seq(0.01,0.99,,11)){ + envx = new.env() + ll2x = logMargPostFun(r,c(theta0,x))$logMargPost[1] + gll2x = logMargPostFun(r,c(theta0,x),return_grad = T)$logMargPostGrad[,2] + arrows(x,ll2x,x+.1,ll2x+.1*gll2x,col='red') + + ll2x_eps = logMargPostFun(r,c(theta0,x+eps))$logMargPost[1] + test_that(desc=paste0("Numerical and analytical gradient are (almost) the same at alpha=",x), + expect_equal((ll2x_eps-ll2x)/eps,gll2x,tol = precision)) + } + + + } Test passed 🥳 Test passed 🥳 Test passed 🎉 Test passed 😸 Test passed 🥇 Test passed 🌈 Test passed 🎉 Test passed 🎉 Test passed 😀 Test passed 🥳 Test passed 😸 Test passed 🥇 Test passed 😸 Test passed 😸 Test passed 😀 Test passed 🌈 Test passed 😀 Test passed 😀 Test passed 🥇 Test passed 😸 Test passed 🥳 Test passed 🎊 Test passed 🥳 Test passed 🥳 Test passed 🎉 Test passed 😸 Test passed 🥇 Test passed 🌈 Test passed 🎉 Test passed 🎉 Test passed 😀 Test passed 🥳 Test passed 😸 Test passed 🥇 Test passed 😸 Test passed 😸 Test passed 😀 Test passed 🌈 Test passed 😀 Test passed 😀 Test passed 🥇 Test passed 😸 Test passed 🥳 Test passed 🎊 Test passed 🥳 Test passed 🥳 Test passed 🎉 Test passed 😸 Test passed 🥇 Test passed 🌈 Test passed 🎉 Test passed 🎉 Test passed 😀 Test passed 🥳 Test passed 😸 Test passed 🥇 Test passed 😸 Test passed 😸 Test passed 😀 Test passed 🌈 Test passed 😀 Test passed 😀 Test passed 🥇 Test passed 😸 Test passed 🥳 Test passed 🎊 Test passed 🥳 Test passed 🥳 Test passed 🎉 Test passed 😸 Test passed 🥇 Test passed 🌈 Test passed 🎉 Test passed 🎉 Test passed 😀 Test passed 🥳 Test passed 😸 Test passed 🥇 Test passed 😸 Test passed 😸 Test passed 😀 Test passed 🌈 Test passed 😀 Test passed 😀 Test passed 🥇 Test passed 😸 Test passed 🥳 Test passed 🎊 > > proc.time() user system elapsed 6.98 0.57 7.54