library(testthat) Sys.setenv('OMP_THREAD_LIMIT'=2) library(rlibkriging) ##library(rlibkriging, lib.loc="bindings/R/Rlibs") ##library(testthat) context("Check predict args (T,FALSE) are consistent") 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) r <- Kriging(y,X,"matern3_2","constant",FALSE,"none","LL", parameters=list(sigma2=0.2,theta=matrix(0.2))) x =seq(0,1,,101) pred_def_mean = r$predict(x)$mean pred_def_sd = r$predict(x)$stdev lines(x,pred_def_mean,col='blue') pred_TFF_mean = r$predict(x,TRUE,FALSE,FALSE)$mean pred_TFF_sd = r$predict(x,TRUE,FALSE,FALSE)$stdev lines(x,pred_TFF_mean,col='red') test_that(desc="predict(.,TRUE,FALSE,FALSE) is is the same that default one", expect_equal(pred_TFF_mean,pred_def_mean)) pred_TTF_mean = r$predict(x,TRUE,TRUE,FALSE)$mean pred_TTF_sd = r$predict(x,TRUE,TRUE,FALSE)$stdev lines(x,pred_TTF_mean,col='red') test_that(desc="predict(.,TRUE,TRUE,FALSE) is is the same that default one", expect_equal(pred_TTF_mean,pred_def_mean)) pred_TTT_mean = r$predict(x,TRUE,TRUE,TRUE)$mean pred_TTT_sd = r$predict(x,TRUE,TRUE,TRUE)$stdev lines(x,pred_TTT_mean,col='red') test_that(desc="predict(.,TRUE,TRUE,TRUE) is is the same that default one", expect_equal(pred_TTT_mean,pred_def_mean)) for (kernel in c("gauss","exp","matern3_2","matern5_2")) { context(paste0("Check predict 1D 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) k = DiceKriging::km(design=X,response=y,covtype = kernel,control = list(trace=F)) #library(rlibkriging) r <- Kriging(y,X,kernel,"constant",FALSE,"none","LL", parameters=list(sigma2=k@covariance@sd2,has_sigma2=TRUE, theta=matrix(k@covariance@range.val),has_theta=TRUE)) # m = as.list(r) ntest <- 100 Xtest <- as.matrix(runif(ntest)) ptest <- DiceKriging::predict(k,Xtest,type="UK",cov.compute = TRUE,checkNames=F) Yktest <- ptest$mean sktest <- ptest$sd cktest <- c(ptest$cov) Ytest <- predict(r,Xtest,TRUE,TRUE) plot(f) points(X,y) points(Xtest,Yktest,col='blue') points(Xtest,Ytest$mean,col='red') precision <- 1e-5 test_that(desc=paste0("pred mean is the same that DiceKriging one:\n ",paste0(collapse=",",Yktest),"\n ",paste0(collapse=",",Ytest$mean)), expect_equal(array(Yktest),array(Ytest$mean),tol = precision)) test_that(desc="pred sd is the same that DiceKriging one", expect_equal(array(sktest),array(Ytest$stdev) ,tol = precision)) test_that(desc="pred cov is the same that DiceKriging one", expect_equal(cktest,c(Ytest$cov) ,tol = precision)) plot(f) points(X,y) x=seq(0,1,,101) lines(x,predict(r,x)$mean,lty=2) polygon( c(x,rev(x)), c(predict(r,x)$mean-predict(r,x)$stdev, predict(r,rev(x))$mean+predict(r,rev(x))$stdev), col=rgb(0,0,0,.1),border=NA) # #for (i in 1:10) # lines(x,simulate(r,x=x,seed=i),col='grey') .x = seq(0.1,0.9,,101) p_allx = predict(r,.x,return_stdev=TRUE, return_cov=FALSE, return_deriv=TRUE) # plot(.x,p_allx$mean) # for (i in 1:length(.x)) # arrows(.x[i],p_allx$mean[i], .x[i]+0.1, p_allx$mean[i]+0.1*p_allx$mean_deriv[i]) # # plot(.x,p_allx$stdev) # for (i in 1:length(.x)) # arrows(.x[i], p_allx$stdev[i], # .x[i]+0.1, p_allx$stdev[i]+0.1*p_allx$stdev_deriv[i]) # for (i in 1:length(.x)) { # ref from DiceOptim::EI.grad newdata = .x[i] model = k T <- model@T X <- model@X z <- model@z u <- model@M covStruct <- model@covariance predx <- predict(object=model, newdata=newdata, type="UK", checkNames = FALSE,se.compute=TRUE,cov.compute=FALSE) kriging.mean <- predx$mean kriging.sd <- predx$sd v <- predx$Tinv.c c <- predx$c dc <- DiceKriging::covVector.dx(x=newdata, X=X, object=covStruct, c=c) #d = model@d #h=sqrt(.Machine$double.eps) #A <- matrix(newdata, nrow=d, ncol=d, byrow=TRUE) #Apos <- A+h*diag(d) #Aneg <- A-h*diag(d) #newpoints <- data.frame(rbind(Apos, Aneg)) #f.newdata <- model.matrix(model@trend.formula, data = newpoints) #f.deltax <- (f.newdata[1:d,]-f.newdata[(d+1):(2*d),])/(2*h) f.deltax <- DiceKriging::trend.deltax(x=newdata, model=model) W <- backsolve(t(T), dc, upper.tri=FALSE) kriging.mean.grad <- t(W)%*%z + t(model@trend.coef%*%f.deltax) tuuinv <- solve(t(u)%*%u) F.newdata <- model.matrix(model@trend.formula, data=as.data.frame(newdata)) kriging.sd2.grad <- t( -2*t(v)%*%W + 2*(F.newdata - t(v)%*%u )%*% tuuinv %*% (f.deltax - t(t(W)%*%u) )) kriging.sd.grad <- kriging.sd2.grad / (2*kriging.sd) p = predict(r,.x[i],return_stdev=TRUE, return_cov=FALSE, return_deriv=TRUE) test_that(desc=paste0("vect pred mean deriv is ok:\n ",paste0(collapse=",",p_allx$mean_deriv[i]),"\n ",paste0(collapse=",",p$mean_deriv)), expect_equal(array(p_allx$mean_deriv[i]),array(p$mean_deriv),tol = precision)) test_that(desc=paste0("vect pred sd deriv is ok:\n ",paste0(collapse=",",p_allx$stdev_deriv[i]),"\n ",paste0(collapse=",",p$stdev_deriv)), expect_equal(array(p_allx$stdev_deriv[i]),array(p$stdev_deriv),tol = precision)) arrows(.x[i],p$mean, .x[i]+0.1, p$mean+0.1*p$mean_deriv) arrows(.x[i],p$mean+p$stdev, .x[i]+0.1, p$mean+p$stdev+0.1*p$mean_deriv+0.1*p$stdev_deriv, col='darkgrey') test_that(desc=paste0("pred mean deriv is the same that DiceKriging one:\n ",paste0(collapse=",",kriging.mean.grad),"\n ",paste0(collapse=",",p$mean_deriv)), expect_equal(array(kriging.mean.grad),array(p$mean_deriv),tol = precision)) test_that(desc=paste0("pred sd deriv is the same that DiceKriging one:\n ",paste0(collapse=",",kriging.sd.grad),"\n ",paste0(collapse=",",p$stdev_deriv)), expect_equal(array(kriging.sd.grad),array(p$stdev_deriv),tol = precision)) } } #### dim > 1 for (kernel in c("gauss","exp","matern3_2","matern5_2")) { context(paste0("Check predict 1D for kernel ",kernel)) f <- function(X) apply(X, 1, function(x) prod(sin(2*pi*( x * (seq(0,1,l=1+length(x))[-1])^2 ))) ) .x=seq(0,1,,31); contour(.x,.x,matrix(f(expand.grid(.x,.x)),nrow=length(.x))) n <- 20 set.seed(123) X <- matrix(runif(2*n),ncol=2) y = f(X) points(X) k = DiceKriging::km(design=X,response=y,covtype = kernel,control = list(trace=F)) #library(rlibkriging) r <- Kriging(y,X,kernel,"constant",FALSE,"none","LL", parameters=list(sigma2=k@covariance@sd2,has_sigma2=TRUE, theta=matrix(k@covariance@range.val),has_theta=TRUE)) # m = as.list(r) f_predict = function(X) predict(r,data.matrix(X)) #DiceKriging::predict(k,X,type="UK",cov.compute = TRUE,checkNames=F) contour(.x,.x,matrix(f(expand.grid(.x,.x)),nrow=length(.x))) contour(.x,.x,matrix(f_predict(expand.grid(.x,.x))$mean,nrow=length(.x)),add=TRUE, col='blue') points(X,col='blue') ntest <- 100 Xtest <- matrix(runif(2*ntest),ncol=2) ptest <- DiceKriging::predict(k,Xtest,type="UK",cov.compute = TRUE,checkNames=F) Yktest <- ptest$mean sktest <- ptest$sd cktest <- c(ptest$cov) Ytest <- predict(r,Xtest,TRUE,TRUE) precision <- 1e-5 test_that(desc=paste0("pred mean is the same that DiceKriging one:\n ",paste0(collapse=",",Yktest),"\n ",paste0(collapse=",",Ytest$mean)), expect_equal(array(Yktest),array(Ytest$mean),tol = precision)) test_that(desc="pred sd is the same that DiceKriging one", expect_equal(array(sktest),array(Ytest$stdev) ,tol = precision)) test_that(desc="pred cov is the same that DiceKriging one", expect_equal(cktest,c(Ytest$cov) ,tol = precision)) .x = seq(0.1,0.9,,5) p_allx = predict(r,expand.grid(.x,.x), return_stdev=TRUE, return_cov=FALSE, return_deriv=TRUE) for (i in 1:length(.x)) { for (j in 1:length(.x)) { # ref from DiceOptim::EI.grad newdata = matrix(c(.x[i],.x[j]),ncol=2) # just check diagonal points model = k T <- model@T X <- model@X z <- model@z u <- model@M covStruct <- model@covariance predx <- predict(object=model, newdata=newdata, type="UK", checkNames = FALSE,se.compute=TRUE,cov.compute=FALSE) kriging.mean <- predx$mean kriging.sd <- predx$sd v <- predx$Tinv.c c <- predx$c dc <- DiceKriging::covVector.dx(x=newdata, X=X, object=covStruct, c=c) #d = model@d #h=sqrt(.Machine$double.eps) #A <- matrix(newdata, nrow=d, ncol=d, byrow=TRUE) #Apos <- A+h*diag(d) #Aneg <- A-h*diag(d) #newpoints <- data.frame(rbind(Apos, Aneg)) #f.newdata <- model.matrix(model@trend.formula, data = newpoints) #f.deltax <- (f.newdata[1:d,]-f.newdata[(d+1):(2*d),])/(2*h) f.deltax <- DiceKriging::trend.deltax(x=newdata, model=model) W <- backsolve(t(T), dc, upper.tri=FALSE) kriging.mean.grad <- t(W)%*%z + t(model@trend.coef%*%f.deltax) tuuinv <- solve(t(u)%*%u) F.newdata <- model.matrix(model@trend.formula, data=as.data.frame(newdata)) kriging.sd2.grad <- t( -2*t(v)%*%W + 2*(F.newdata - t(v)%*%u )%*% tuuinv %*% (f.deltax - t(t(W)%*%u) )) kriging.sd.grad <- kriging.sd2.grad / (2*kriging.sd) p = predict(r,c(.x[i],.x[j]),TRUE, return_cov=FALSE, return_deriv=TRUE) test_that(desc=paste0("vect pred mean deriv is ok:\n ",paste0(collapse=",",p_allx$mean_deriv[(j-1)*length(.x)+i,]),"\n ",paste0(collapse=",",p$mean_deriv)), expect_equal(array(p_allx$mean_deriv[(j-1)*length(.x)+i,]),array(p$mean_deriv),tol = precision)) test_that(desc=paste0("vect pred sd deriv is ok:\n ",paste0(collapse=",",p_allx$stdev_deriv[(j-1)*length(.x)+i,]),"\n ",paste0(collapse=",",p$stdev_deriv)), expect_equal(array(p_allx$stdev_deriv[(j-1)*length(.x)+i,]),array(p$stdev_deriv),tol = precision)) arrows(.x[i],.x[j],.x[i]+0.1*p$mean_deriv[1],.x[j]+0.1*p$mean_deriv[2], length = 0.1, col='blue') test_that(desc=paste0("pred mean deriv is the same that DiceKriging one:\n ",paste0(collapse=",",kriging.mean.grad),"\n ",paste0(collapse=",",p$mean_deriv)), expect_equal(array(kriging.mean.grad),array(p$mean_deriv),tol = precision)) test_that(desc=paste0("pred sd deriv is the same that DiceKriging one:\n ",paste0(collapse=",",kriging.sd.grad),"\n ",paste0(collapse=",",p$stdev_deriv)), expect_equal(array(kriging.sd.grad),array(p$stdev_deriv),tol = precision)) }} }