R Under development (unstable) (2024-09-28 r87201 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) > > 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) Attaching package: 'DiceKriging' The following object is masked from 'package:rlibkriging': leaveOneOutFun > 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])$p.value > 0.001)) + } Test passed 🎉 Test passed 🥇 Test passed 😀 Test passed 🎉 Test passed 😀 Test passed 🎉 Test passed 😀 Test passed 🎊 Test passed 😸 Test passed 🥇 Test passed 🥇 > > for (i in 1:length(X_n)) { + if (lp$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,])$p.value > 0.001)) + } Test passed 🌈 Test passed 🌈 Test passed 🥇 Test passed 🎊 Test passed 🎉 Test passed 🌈 Test passed 😸 Test passed 😸 Test passed 🎉 Test passed 🌈 Test passed 🌈 Test passed 😀 Test passed 😀 Test passed 🥳 Test passed 😸 Test passed 😸 Test passed 🥳 Test passed 🎊 Test passed 🥳 Test passed 🥳 Test passed 🥳 Test passed 🥳 Test passed 😀 Test passed 🎉 Test passed 🎊 Test passed 🌈 Test passed 😸 Test passed 😀 Test passed 🎊 Test passed 😸 Test passed 🥇 > > # DiceKriging is not working for far X_n / X_o > for (i in which(X_n >= 0 & X_n <= 1)) { + if (dp$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)) + } + } 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 6.67 0.73 7.39