cat(crayon::yellow("\ntest LLMs:")) # there is an expanded version test-devel-LMM.R TRACEv <- FALSE # TRACEv <- interactive() # oldmaxt <- spaMM.options(example_maxtime=60) if (spaMM.getOption("example_maxtime")>39) { data(scotlip) { cat("check negbin2...") (nb2 <- fitme(cases~1+offset(log(expec))+(1|id),family=negbin2(), data=scotlip, method=c("ML","obs")) )# -181.3871 # (nb2 <- fitme(cases~1+offset(log(expec))+(1|id),family=negbin2(), data=scotlip, prior.weights=rep(2,56)) ) pw ignored (nb2strict <- fitme(cases~1+offset(log(expec))+(1|id),family=negbin2(LLgeneric = FALSE), data=scotlip, method=c("ML","obs"))) # -181.3871 testthat::test_that("check negbin(2) mixed model", testthat::expect_true(diff(c(range(logLik(nb2),logLik(nb2strict),-181.3870997165374)))<1e-10)) if (FALSE) { # slow confint(nb,parm="(Intercept)") # with two fits approaching logLik(nb)-1.92073=-183.3078 confint(nb2,parm="(Intercept)") # practically equivalent result } tp <- fitme(I(1+cases)~1+(1|id),family=Tpoisson(), data=scotlip, method=c("ML")) # -182.0702 # that the canonical link so "obs" is not distinct. testthat::test_that("check Tpoisson() mixed model", testthat::expect_true(diff(c(range(logLik(tp),-182.07022358 )))<1e-5)) # small numerical issues for Tnegbin with large shape, which should converge to Tpoisson irrespective of obsInfo since log is canonical for poisson: fitme(I(1+cases)~1+(1|id),family=negbin(trunc=0, shape=1e10), data=scotlip, method=c("ML")) # -182.0711 after -182.0691 and -182.0708 (Hexp must be ~Hobs as shape -> infty) fitme(I(1+cases)~1+(1|id),family=negbin2(trunc=0, shape=1e10), data=scotlip, method=c("ML","obs")) # -182.0691 (tnb2 <- fitme(I(1+cases)~1+(1|id),family=negbin2(trunc=0), data=scotlip, method=c("ML","obs"))) # # -181.7404 testthat::test_that("check truncated negbin(2) mixed model", testthat::expect_true(diff(c(range(logLik(tnb2),-181.7403819160504 )))<1e-10)) (psqrt <- fitme(cases~1+(1|id),family=Poisson(link="sqrt"), data=scotlip, method=c("ML","obs"))) # -181.9246 testthat::test_that("check poisson(sqrt) mixed model", testthat::expect_true(diff(c(range(logLik(psqrt),-181.9246119586463 )))<1e-6)) tnb2sqrt <- fitme(I(1+cases)~1+(1|id),family=negbin2(link="sqrt", trunc=0), data=scotlip, method=c("ML","obs")) # -181.2723 testthat::test_that("check truncated negbin(2)(sqrt) mixed model", testthat::expect_true(diff(c(range(logLik(tnb2sqrt),-181.272264836057 )))<1e-10)) tpsqrt <- fitme(I(1+cases)~1+(1|id),family=Tpoisson(link="sqrt"), data=scotlip, method=c("ML","obs")) # -182.2697 tpsqrtnb2 <- fitme(I(1+cases)~1+(1|id),family=negbin2(link="sqrt", trunc=0, shape=1e6), data=scotlip, method=c("ML","obs")) # -182.2697 testthat::test_that("check truncated (sqrt) mixed model", testthat::expect_true(diff(c(range(logLik(tpsqrt),logLik(tpsqrtnb2),-182.269735148878 )))<1e-4)) } { cat("check negbin1 (incl. test resid.model in locally available file)...") ### negbin 1 ## Fixed-effect model (nb1llm <- fitme(cases~I(prop.ag/10)+offset(log(expec)),family=negbin1(shape=1/2.94), data=scotlip)) # -176.0048 # fitme(cases~I(prop.ag/10)+offset(log(expec)),family=negbin1(), data=scotlip) # (fitme(cases~I(prop.ag/10)+offset(log(expec)),family=negbin1(), data=scotlip, prior.weights=rep(2,56))) pw ignored testthat::test_that("check negbin1() LLM", testthat::expect_true(diff(c(range(logLik(nb1llm),-176.004792436594 )))<1e-10)) ## mixed model # Convenient example with negative weights for devel: nb1spc <- fitme(cases~1+(1|id),family=negbin1(), data=scotlip, verbose=c(TRACE=TRACEv)) # -181.6869 nb1dec <- fitme(cases~1+(1|id),family=negbin1(), data=scotlip, verbose=c(TRACE=TRACEv), control.HLfit=list(algebra="decorr")) # -181.6869 nb1spp <- fitme(cases~1+(1|id),family=negbin1(), data=scotlip, verbose=c(TRACE=TRACEv), control.HLfit=list(algebra="spprec")) # -181.6869 spaMM.options(Hobs_Matrix_method= "def_sXaug_Matrix_QRP_CHM_scaled") nb1QRP <- fitme(cases~1+(1|id),family=negbin1(), data=scotlip, verbose=c(TRACE=TRACEv)) # -181.6869 spaMM.options(Hobs_Matrix_method= "def_sXaug_Matrix_CHM_H_scaled") # default testthat::test_that("check negbin1 mixed model", testthat::expect_true(diff(c(range(logLik(nb1spc),logLik(nb1spp),logLik(nb1dec),logLik(nb1QRP),-181.6869459852397 )))<2e-6)) logLik(glm(cases~I(prop.ag/10)+offset(log(expec)),family=poisson(), data=scotlip, method="spaMM_glm.fit", control=list(trace=FALSE))) logLik(glm(cases~I(prop.ag/10)+offset(log(expec)),family=negbin1(shape=10000), data=scotlip, method="llm.fit", control=list(trace=FALSE))) if (file.exists((privtest <- "C:/home/francois/travail/stats/spaMMplus/spaMM/package/tests_other_pack/test-resid.model.R"))) { source(privtest) # negbin1 and negbin2: testing robustness to scaling of predictor variables, + local maximum issue in negbin2 fit } { # diverging shape param # negbin1 is coherent with the poisson fit : onb1 <- fitme(cases~1+offset(log(expec))+(1|id),family=negbin1(), data=scotlip) # -181.4601 spaMM.options(Hobs_Matrix_method= "def_sXaug_Matrix_QRP_CHM_scaled") onb1QRP <- fitme(cases~1+offset(log(expec))+(1|id),family=negbin1(), data=scotlip) # -181.4601 spaMM.options(Hobs_Matrix_method= "def_sXaug_Matrix_CHM_H_scaled") # default testthat::test_that("check negbin1 mixed model with diverging shape", # sensitive to .NB_shapeFn() testthat::expect_true(diff(c(range(logLik(onb1QRP),logLik(onb1QRP),-181.4600881552111 )))<1e-6)) # (2.691147e-07) } if (FALSE) { # remarkable problem of L-BFGS-B (tnb1 <- fitme(I(1+cases)~1+(1|id),family=negbin1(trunc=0), data=scotlip, verbose=c(TRACE=TRUE), control=list(optimizer="L-BFGS-B"), init=list(NB_shape=0.2123))) # -181.7984 } (tnb1 <- fitme(I(1+cases)~1+(1|id),family=negbin1(trunc=0), data=scotlip, verbose=c(TRACE=TRACEv), init=list())) # -181.7984 tnb1de <- fitme(I(1+cases)~1+(1|id),family=negbin1(trunc=0), data=scotlip, verbose=c(TRACE=TRACEv), init=list(),control.HLfit=list(algebra="decorr")) # -181.7984 tnb1sp <- fitme(I(1+cases)~1+(1|id),family=negbin1(trunc=0), data=scotlip, verbose=c(TRACE=TRACEv), init=list(),control.HLfit=list(algebra="spprec")) # -181.7984 testthat::test_that("check truncated negbin1()", testthat::expect_true(diff(c(range(logLik(tnb1),logLik(tnb1de),logLik(tnb1sp),-181.7984443645773 )))<2e-6)) { # Low-shape torture test: many nonSPD # the default method finds nonSPD matrices including at the attained fit. Then the Lev_M results are hard to characterize. tnb1 <- fitme(I(1+cases)~1+(1|id),family=negbin1(trunc=0,shape=0.076247), data=scotlip, verbose=c(TRACE=interactive()), fixed=list(lambda=2.20016)) tnb1de <- fitme(I(1+cases)~1+(1|id),family=negbin1(trunc=0,shape=0.076247), data=scotlip, verbose=c(TRACE=interactive()), fixed=list(lambda=2.20016), control.HLfit=list(algebra="decorr")) tnb1sp <- fitme(I(1+cases)~1+(1|id),family=negbin1(trunc=0,shape=0.076247), data=scotlip, verbose=c(TRACE=interactive()), fixed=list(lambda=2.20016), control.HLfit=list(algebra="spprec")) if (FALSE) { # Further, in QRP_CHM LevM does not use the same Hessian matrix. Effect was first seen in levM_v_h (iter 28 gainratio and newlik (hlik): use TRACE=2 to see it), and the final result differs. spaMM.options(Hobs_Matrix_method= "def_sXaug_Matrix_QRP_CHM_scaled") tnb1CHM <- fitme(I(1+cases)~1+(1|id),family=negbin1(trunc=0,shape=0.076247), data=scotlip, verbose=c(TRACE=TRUE), fixed=list(lambda=2.20016)) spaMM.options(Hobs_Matrix_method= "def_sXaug_Matrix_CHM_H_scaled") # default } } } { cat("check beta_resp (incl. resid.model)...") set.seed(123) beta_dat <- data.frame(y=runif(100),grp=sample(2,100,replace = TRUE), x_het=runif(100), y2=runif(100)) (beta_llm <- fitme(y ~1, family=beta_resp(), data= beta_dat)) # 0.08819 # (fitme(y ~1, family=beta_resp(), data= beta_dat, prior.weights=2+seq(100)/1000)) # equivalent to # (fitme(y ~1, family=beta_resp(), data= beta_dat, resid.model= ~ 1+offset(log(2+seq(100)/1000))) testthat::test_that("check beta LLM", testthat::expect_true(diff(c(range(logLik(beta_llm),0.08819266 )))<1e-6)) # 8 decimals were "correct" with .NBshapeFn/Inv using if/else. beta_llmm <- fitme(y ~1+(1|grp), family=beta_resp(), data= beta_dat) # 0.08908 beta_llmm_fix <- fitme(y ~1+(1|grp), family=beta_resp(prec=residVar(beta_llmm, which="fam_parm")), data= beta_dat) # 0.08908 testthat::test_that("check beta LLMM", testthat::expect_true(diff(c(range(logLik(beta_llmm),logLik(beta_llmm_fix),0.0890820607358 )))<1e-6)) beta_llmm_het <- fitme(y ~1+(1|grp), family=beta_resp(), data= beta_dat, resid.model= ~ x_het) # 0.08908 testthat::test_that("check LRT with beta_resp residual-dispersion (1)", # test of p-value... checks that correct df number (1) testthat::expect_true(abs(diff(c(LRT(beta_llmm,beta_llmm_het)$basicLRT$p_value,0.231086)))<1e-6)) testthat::test_that("check LRT with beta_resp residual-dispersion (2)", # test of p-value... checks that correct df number (2) testthat::expect_true(abs(diff(c(LRT(beta_llmm_fix,beta_llmm_het)$basicLRT$p_value,0.4881745)))<1e-6)) { ### check interactions with other packages # Here the one case where the family's own $simulate is called: beta_glm <- glm(y ~1, family=beta_resp(prec=1), data= beta_dat, method="llm.fit") str(simulate(beta_glm)) beta_glmw <- glm(y ~1, family=beta_resp(prec=1), data= beta_dat, method="llm.fit", weights = rep(1:2,50)) str(simulate(beta_glmw)) # see also test-DHARMa } { # mv fit, permutation test, with one resid.model for beta response (zut1 <- fitmv(list(list(y ~1+(1|grp), family=beta_resp(), resid.model = ~x_het), list(y2 ~1+(1|grp), family=beta_resp())), data= beta_dat)) (zut2 <- fitmv(list(list(y2 ~1+(1|grp), family=beta_resp()), list(y ~1+(1|grp), family=beta_resp(), resid.model = ~x_het)), data= beta_dat)) testthat::test_that("Permutation check for mv fit with resid.model for beta response", testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-8)) get_fittedPars(zut1) crit <- diff(range(numInfo(zut1)-numInfo(zut1,transf=TRUE))) # warnings OK for lambda at its lower bound testthat::test_that("numInfo(.,transf) for mv fit with resid.model for beta response", testthat::expect_true(crit<3e-6)) # example continued for prediction with missing data, in fitmv.Rd } } { cat("check betabin (incl. resid.model)...") data("crowder.seeds", package = "agridat") (bbin_llm_fix <- fitme(cbind(germ,n-germ) ~ gen+extract, data=crowder.seeds, family=betabin())) # fitme(cbind(germ,n-germ) ~ gen+extract, data=crowder.seeds, family=betabin(), prior.weights=rep(2,21)) { # local use of control.glm if (FALSE) { # Has been useful for diagnosing various problems: control.glm <- list(trace=TRUE) } else control.glm <- list() (bbin_llmm <- fitme(cbind(germ,n-germ) ~ gen+extract+(1|plate), data=crowder.seeds, family=betabin(), control.glm=control.glm)) # outer optim; # where beta's 'prec' is variable so llm.fit for inits uses prec=1e4; next fit's inits are for 'prec' set to 50.63. # Next fit is also distinct in using inner estim, with here a slow convergence and 5th decimal logL inaccuracy (bbin_llmm_fix <- fitme(cbind(germ,n-germ) ~ gen+extract+(1|plate), data=crowder.seeds, family=betabin(prec=residVar(bbin_llmm, which="fam_parm")), control.glm=control.glm, control.HLfit=list(max.iter=400))) } testthat::test_that("check betabin LLMM", # -55.83183 -55.83188 testthat::expect_true(diff(c(range(logLik(bbin_llmm),logLik(bbin_llmm_fix),-55.83185 )))<5e-5)) (bbin_llmm_het <- fitme(cbind(germ,n-germ) ~ gen+extract+(1|plate), data=crowder.seeds, family=betabin(), resid.model= ~ n)) # lambda ~0.0674, logL=-55.20475 crit <- abs(diff(c(LRT(bbin_llmm,bbin_llmm_het)$basicLRT$p_value,0.2627599))) testthat::test_that("check LRT with betabin residual-dispersion (1)", # test of p-value... checks that correct df number (1) testthat::expect_true(crit<1e-6)) crit <- abs(diff(c(LRT(bbin_llmm_fix,bbin_llmm_het)$basicLRT$p_value,0.5341241))) testthat::test_that("check LRT with betabin residual-dispersion (2)", # test of p-value... checks that correct df number (2) testthat::expect_true(crit<1e-6)) { ### check interactions with other packages # Here the one case where the family's own $simulate is called: (=> BinomialDen element necessary in result of glm(., method="llm.fit") ) bbin_glm <- glm(cbind(germ,n-germ) ~ gen+extract, family=betabin(prec=1), data=crowder.seeds, method="llm.fit") str(simulate(bbin_glm)) bbin_glmw <- glm(cbind(germ,n-germ) ~ gen+extract, family=betabin(prec=1), data=crowder.seeds, method="llm.fit", weights = rep(1:3,7)) str(simulate(bbin_glmw)) } { # mv fit, permutation test, with one resid.model for beta response (zut1 <- fitmv(list(list(cbind(germ,n-germ) ~ gen+extract+(1|plate), family=betabin(), resid.model = ~n), list(cbind(n-germ,germ) ~ gen+extract+(1|plate), family=betabin())), data= crowder.seeds)) (zut2 <- fitmv(list(list(cbind(n-germ,germ) ~ gen+extract+(1|plate), family=betabin()), list(cbind(germ,n-germ) ~ gen+extract+(1|plate), family=betabin(), resid.model = ~n)), data= crowder.seeds)) testthat::test_that("Permutation check for mv fit with resid.model for beta response", testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-8)) get_fittedPars(zut1) crit <- diff(range(numInfo(zut1)-numInfo(zut1,transf=TRUE))) # warnings OK for lambda at its lower bound testthat::test_that("numInfo(.,transf) for mv fit with resid.model for beta response", testthat::expect_true(crit<3e-5)) # accuracy depends on optimizer (with nth decimal effect on resid.model coefs) # and possibly even more with initial values (both in v4.2.19) # After more fixed: nloptr -> 2.271861e-05, bobyqa -> 1.877829e-05 { # prediction with missing data (mvfit <- fitmv(list(list(cbind(germ,n-germ) ~ gen+extract+(1|plate), family=betabin(), resid.model = ~n), list(cbind(n-germ,germ) ~ gen+extract+(1|plate), family=betabin())), data= crowder.seeds)) misspred <- crowder.seeds[1:3,] misspred$n[1] <- NA # missing info for residual variance of first submodel ## => prediction missing when this info is needed: # length(predict(mvfit, newdata=misspred)) # 6 values: missing info not needed for point predictions length(get_residVar(mvfit, newdata=misspred)) # 5 length(get_respVar(mvfit, newdata=misspred)) # 5 # Missing info not needed for predVar (**as opposed to respVar**) length(get_predVar(mvfit, newdata=misspred)) # 6 values # # Same logic for interval computations: # dim(attr(predict(mvfit, newdata=misspred, intervals="respVar"),"intervals")) # 5,2 dim(attr(predict(mvfit, newdata=misspred, intervals="predVar"),"intervals")) # 6,2 # # Same logic for simulate(): # length(simulate(mvfit, newdata=misspred)) # 5 as simulation requires residVar residVar(mvfit, newdata=misspred) - c(residVar(mvfit, newdata=misspred, submodel=1), residVar(mvfit, newdata=misspred, submodel=2)) # vector of 5 zeros } } } }