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Type 'q()' to quit R. > if(requireNamespace('DiceKriging', quietly = TRUE)) { + library(testthat) + Sys.setenv('OMP_THREAD_LIMIT'=2) + + library(DiceKriging) + library(rlibkriging) + + ##library(rlibkriging, lib.loc="bindings/R/Rlibs") + ##library(testthat) + + context("Fit: 1D") + + 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)) + k = NULL + r = NULL + k = DiceKriging::km(design=X,response=y,noise.var=rep(0.1^2,nrow(X)),covtype = "gauss",control = list(trace=F),nugget.estim=F,optim.method='BFGS', multistart=1 ) + r <- NoiseKriging(y,rep(0.1^2,nrow(X)), X, "gauss", optim = "BFGS") + l = as.list(r) + + ll = Vectorize(function(x) logLikelihoodFun(r,c(x,k@covariance@sd2))$logLikelihood) + plot(ll,xlim=c(0.000001,1)) + for (x in seq(0.000001,1,,11)){ + envx = new.env() + ll2x = logLikelihoodFun(r,c(x,k@covariance@sd2))$logLikelihood + gll2x = logLikelihoodFun(r,c(x,k@covariance@sd2),return_grad = T)$logLikelihoodGrad[1] + arrows(x,ll2x,x+.1,ll2x+.1*gll2x,col='red') + } + + theta_ref = optimize(ll,interval=c(0.001,1),maximum=T)$maximum + abline(v=theta_ref,col='black') + abline(v=as.list(r)$theta,col='red') + abline(v=k@covariance@range.val,col='blue') + + theta = k@covariance@range.val + ll_s2 = Vectorize(function(s2) r$logLikelihoodFun(c(theta,s2))$logLikelihood) + plot(ll_s2,xlim=c(0.001,.1),lwd=5) + llk_s2 = Vectorize(function(s2) {DiceKriging::logLikFun(model=k,c(theta,s2))}) + curve(llk_s2, add=TRUE, col='blue', lwd=3) + for (s2 in seq(0.001,.1,,5)){ + envx = new.env() + ll2x = r$logLikelihoodFun(c(theta,s2))$logLikelihood + gll2x = r$logLikelihoodFun(c(theta,s2),return_grad = T)$logLikelihoodGrad[,2] + arrows(s2,ll2x,s2+.1,ll2x+.1*gll2x,col='red') + } + + test_that(desc="Noise / Fit: 1D / fit of theta by DiceKriging is right", + expect_equal(theta_ref, k@covariance@range.val, tol= 1e-3)) + + test_that(desc="Noise / Fit: 1D / fit of theta by libKriging is right", + expect_equal(array(theta_ref), array(as.list(r)$theta), tol= 0.01)) + + ############################################################# + + context("Fit: 2D (Branin)") + + f = function(X) apply(X,1,DiceKriging::branin) + n <- 15 + set.seed(1234) + X <- cbind(runif(n),runif(n)) + y = f(X)+ 10*rnorm(nrow(X)) + k = NULL + r = NULL + k = DiceKriging::km(design=X,response=y,noise.var=rep(10^2,nrow(X)),covtype = "gauss",control = list(trace=F),nugget.estim=F,optim.method='BFGS', multistart=1 ) + r <- NoiseKriging(y, noise=rep(10^2,nrow(X)),X, "gauss", optim = "BFGS") + #plot(Vectorize(function(a) r$logLikelihoodFun(c(r$theta(),a))$logLikelihood)) + l = as.list(r) + + # save(list=ls(),file="fit-nugget-2d.Rdata") + + sigma2_k = k@covariance@sd2 + sigma2_r = as.list(r)$sigma2 + test_that(desc="Noise / Fit: 2D (Branin) / fit of LL by DiceKriging is same that libKriging", + expect_equal(k@logLik,r$logLikelihood(), tol= 1e-2)) + + ll = function(X) {if (!is.matrix(X)) X = matrix(X,ncol=2); + # print(dim(X)); + apply(X,1, + function(x) { + y=-logLikelihoodFun(r,c(unlist(x),sigma2_k))$logLikelihood + #print(y); + y})} + #DiceView::contourview(ll,xlim=c(0.1,2),ylim=c(0.1,2)) + x=seq(0.1,1,,5) + contour(x,x,matrix(ll(as.matrix(expand.grid(x,x))),nrow=length(x)),nlevels = 30) + + theta_ref = optim(par=matrix(c(.2,.5),ncol=2),ll,lower=c(0.1,0.1),upper=c(2,2),method="L-BFGS-B")$par + points(theta_ref,col='black') + points(as.list(r)$theta[1],as.list(r)$theta[2],col='red') + points(k@covariance@range.val[1],k@covariance@range.val[2],col='blue') + + test_that(desc="Noise / Fit: 2D (Branin) / fit of theta 2D is _quite_ the same that DiceKriging one", + expect_equal(ll(array(as.list(r)$theta)), ll(k@covariance@range.val), tol=1e-1)) + + + + ############################################################# + + context("Fit: 2D (Branin) multistart") + + f = function(X) apply(X,1,DiceKriging::branin) + n <- 15 + set.seed(1234) + X <- cbind(runif(n),runif(n)) + y = f(X) + 10*rnorm(nrow(X)) + k = NULL + r = NULL + + parinit = matrix(runif(10*ncol(X)),ncol=ncol(X)) + k <- tryCatch( # needed to catch warning due to %dopar% usage when using multistart + withCallingHandlers( + { + error_text <- "No error." + DiceKriging::km(design=X,response=y,noise.var=rep(10^2,nrow(X)),covtype = "gauss", parinit=parinit,control = list(trace=F),nugget.estim=F,optim.method='BFGS', multistart=1 ) + }, + warning = function(e) { + error_text <<- trimws(paste0("WARNING: ", e)) + invokeRestart("muffleWarning") + } + ), + error = function(e) { + return(list(value = NA, error_text = trimws(paste0("ERROR: ", e)))) + }, + finally = { + } + ) + r <- NoiseKriging(y,noise=rep(10^2,nrow(X)), X, "gauss", parameters=list(theta=parinit)) + l = as.list(r) + + # save(list=ls(),file="fit-nugget-multistart.Rdata") + + sigma2_k = k@covariance@sd2 + sigma2_r = as.list(r)$sigma2 + test_that(desc="Noise / Fit: 2D (Branin) multistart / fit of LL by DiceKriging is same that libKriging", + expect_equal(k@logLik,r$logLikelihood(), tol= 0.01)) + + ll = function(X) {if (!is.matrix(X)) X = matrix(X,ncol=2); + # print(dim(X)); + apply(X,1, + function(x) { + # print(dim(x)) + #print(matrix(unlist(x),ncol=2)); + y=-logLikelihoodFun(r,c(unlist(x),sigma2_k))$logLikelihood + #print(y); + y})} + #DiceView::contourview(ll,xlim=c(0.1,2),ylim=c(0.1,2)) + x=seq(0.01,10,,5) + contour(x,x,matrix(ll(as.matrix(expand.grid(x,x))),nrow=length(x)),xlim=c(0,1),ylim=c(0,10),nlevels = 30) + points(r$theta()[1],r$theta()[2],col='red', pch=20) + points(k@covariance@range.val[1],k@covariance@range.val[2],col='blue',pch=20) + + theta_ref = optim(par=matrix(c(.2,.5),ncol=2),ll,lower=c(0.1,0.1),upper=c(2,2),method="L-BFGS-B")$par + points(theta_ref,col='black') + points(as.list(r)$theta[1],as.list(r)$theta[2],col='red') + points(k@covariance@range.val[1],k@covariance@range.val[2],col='blue') + + test_that(desc="Noise / Fit: 2D (Branin) multistart / fit of theta 2D is _quite_ the same that DiceKriging one", + expect_equal(ll(array(as.list(r)$theta)), ll(k@covariance@range.val), tol= 1e-1)) + + + ################################################################################ + + context("Fit: 2D _not_ in [0,1]^2") + + # "unnormed" version of Branin: [0,1]x[0,15] -> ... + branin_15 <- function (x) { + x1 <- x[1] * 15 - 5 + x2 <- x[2] #* 15 + (x2 - 5/(4 * pi^2) * (x1^2) + 5/pi * x1 - 6)^2 + 10 * (1 - 1/(8 * pi)) * cos(x1) + 10 + } + + f = function(X) apply(X,1,branin_15) + n <- 15 + set.seed(1234) + X <- cbind(runif(n,0,1),runif(n,0,15)) + y = f(X) + 10*rnorm(nrow(X)) + k = NULL + r = NULL + k = DiceKriging::km(design=X,response=y,noise.var=rep(10^2,nrow(X)),covtype = "gauss",control = list(trace=F),nugget.estim=FALSE,optim="BFGS", multistart=1 )#,parinit = c(0.5,5)) + r <- NoiseKriging(y,noise=rep(10^2,nrow(X)), X, "gauss",, optim = "BFGS")#, parameters=list(theta=matrix(c(0.5,5),ncol=2))) + l = as.list(r) + + # save(list=ls(),file="fit-nugget-2d-not01.Rdata") + + sigma2_k = k@covariance@sd2 + sigma2_r = as.list(r)$sigma2 + test_that(desc="Noise / Fit: 2D _not_ in [0,1]^2 / fit of LL by DiceKriging is same that libKriging", + expect_equal(k@logLik,r$logLikelihood(), tol= 0.01)) + + ll_r = function(X) {if (!is.matrix(X)) X = matrix(X,ncol=2); + # print(dim(X)); + apply(X,1, + function(x) { + # print(dim(x)) + #print(matrix(unlist(x),ncol=2)); + -logLikelihoodFun(r,c(unlist(x),sigma2_k))$logLikelihood + #print(y); + })} + #DiceView::contourview(ll,xlim=c(0.1,2),ylim=c(0.1,2)) + x1=seq(0.001,2,,5) + x2=seq(0.001,30,,5) + contour(x1,x2,matrix(ll_r(as.matrix(expand.grid(x1,x2))),nrow=length(x1)),nlevels = 30,col='red') + points(as.list(r)$theta[1],as.list(r)$theta[2],col='red') + ll_r(t(as.list(r)$theta)) + + ll_k = function(X) {if (!is.matrix(X)) X = matrix(X,ncol=2); + apply(X,1,function(x) {-DiceKriging::logLikFun(c(x,sigma2_k),k)})} + contour(x1,x2,matrix(ll_k(as.matrix(expand.grid(x1,x2))),nrow=length(x1)),nlevels = 30,add=T) + points(k@covariance@range.val[1],k@covariance@range.val[2]) + ll_k(k@covariance@range.val) + + theta_ref = optim(par=matrix(c(.2,10),ncol=2),ll_r,lower=c(0.001,0.001),upper=c(2,30),method="L-BFGS-B")$par + points(theta_ref,col='black') + + test_that(desc="Noise / Fit: 2D _not_ in [0,1]^2 / fit of theta 2D is _quite_ the same that DiceKriging one", + expect_equal(ll_r(array(as.list(r)$theta)), ll_k(k@covariance@range.val), tol=1e-1)) + } Attaching package: 'rlibkriging' The following object is masked from 'package:DiceKriging': leaveOneOutFun The following objects are masked from 'package:base': load, save Test passed with 1 success 🎉. Test passed with 1 success 😀. Test passed with 1 success 😀. Test passed with 1 success 🎉. Test passed with 1 success 🌈. Test passed with 1 success 😀. Test passed with 1 success 😀. Test passed with 1 success 🎉. > > proc.time() user system elapsed 2.28 0.26 2.57