library(testthat) Sys.setenv('OMP_THREAD_LIMIT'=2) library(rlibkriging) ##library(rlibkriging, lib.loc="bindings/R/Rlibs") ##library(testthat) for (kernel in c("exp","matern3_2","matern5_2","gauss")) { context(paste0("Check LogLikelihood for kernel ",kernel)) #rlibkriging:::optim_log(3) #kernel="exp" f = function(x) 1-1/2*(sin(12*x)/(1+x)+2*cos(7*x)*x^5+0.7) n <- 5 set.seed(123) X <- as.matrix(runif(n)) y = f(X) + 0.1*rnorm(nrow(X)) tmin=0.01 tmax=1 k = DiceKriging::km(design=X,response=y,noise.var=rep(0.1^2,nrow(X)),covtype = kernel,control = list(trace=F)) ll_k = function(theta_sigma2) apply(theta_sigma2,1,function(...)DiceKriging::logLikFun(...,k)) x=seq(tmin,tmax,,51) contour(x,x,matrix(ll_k(as.matrix(expand.grid(x,x))),nrow=length(x)),nlevels = 30) for (x1 in seq(tmin,tmax,,11)){ for (x2 in seq(tmin,tmax,,11)){ envx = new.env() llx = DiceKriging::logLikFun(c(x1,x2),k,envx) gllx = DiceKriging::logLikGrad(c(x1,x2),k,envx) arrows(x1,x2,x1+0.01*gllx[1],x2+0.01*gllx[2]) }} ##library(rlibkriging) r <- NoiseKriging(y,noise=rep(0.1^2,nrow(X)), X, kernel) ll_r = function(theta_sigma2) logLikelihoodFun(r,theta_sigma2)$logLikelihood x=seq(tmin,tmax,,51) contour(x,x,matrix(ll_r(as.matrix(expand.grid(x,x))),nrow=length(x)),nlevels = 30) for (x1 in seq(tmin,tmax,,11)){ for (x2 in seq(tmin,tmax,,11)){ envx = new.env() llx = logLikelihoodFun(r,c(x1,x2))$logLikelihood gllx = logLikelihoodFun(r,c(x1,x2),return_grad = T)$logLikelihoodGrad arrows(x1,x2,x1+.01*gllx[1],x2+.01*gllx[2]) }} precision <- 1e-8 # the following tests should work with it, since the computations are analytical x=c(.5,.5) xenv=new.env() test_that(desc="logLik is the same that DiceKriging one", expect_equal(logLikelihoodFun(r,x)$logLikelihood,DiceKriging::logLikFun(x,k,xenv),tolerance = precision)) test_that(desc="logLik Grad is the same that DiceKriging one", expect_equal(logLikelihoodFun(r,x,return_grad=T)$logLikelihoodGrad,t(DiceKriging::logLikGrad(x,k,xenv)),tolerance= precision)) }