cat(crayon::yellow("\ntest of prediction variance:")) ## two ranefs with estimated lambdas: data("blackcap") rngcheck <- ("sample.kind" %in% names (formals(RNGkind))) if (rngcheck) suppressWarnings(RNGkind("Mersenne-Twister", "Inversion", "Rounding" )) set.seed(123) somegrp <- cbind(blackcap,grp=sample(2,14,replace=TRUE)) if (rngcheck) RNGkind("Mersenne-Twister", "Inversion", "Rejection" ) #somegrp <- cbind(blackcap,grp=c(rep(1,7),rep(2,7))) ## to test cov mat with nonzero var of grp effect { # Checks that $phi.Fix was correctly set up (otherwise phi might still be fixed in fit but not considered as such in post-fit) chkphiFix <- corrHLfit(migStatus ~ 1 + (1|grp) +Matern(1|longitude+latitude),data=somegrp, fixed=list(nu=4,rho=0.4,phi=0.05)) testthat::expect_true(attr(chkphiFix$phi.object$phi_outer,"type")=="fix") chkphiFix <- fitme(migStatus ~ 1 + (1|grp) +Matern(1|longitude+latitude),data=somegrp, fixed=list(nu=4,rho=0.4,phi=0.05)) testthat::expect_true(attr(chkphiFix$phi.object$phi_outer,"type")=="fix") chkphiFix <- HLCor(migStatus ~ 1 + (1|grp) +Matern(1|longitude+latitude),data=somegrp, fixed=list(nu=4,rho=0.4,phi=0.05)) testthat::expect_true(attr(chkphiFix$phi.object$phi_outer,"type")=="fix") chkphiFix <- HLfit(migStatus ~ 1 + (1|grp) ,data=somegrp, fixed=list(nu=4,rho=0.4,phi=0.05)) testthat::expect_true(attr(chkphiFix$phi.object$phi_outer,"type")=="fix") ## I added a similar test in test-mv-extra } tworanefs <- corrHLfit(migStatus ~ 1 + (1|grp) +Matern(1|longitude+latitude),data=somegrp, ranFix=list(nu=4,rho=0.4,phi=0.05)) # expected <- c("Gibraltar"=0.04880579, "CapeVerde"=0.04884620, "SouthernFrance"=0.04197530, # "LaPalma"=0.03337928, "Madeira"=0.04360190) # before change of convergence crit in HLfit_body v3.13.17 expected <- c("Gibraltar"=0.04941506, "CapeVerde"=0.04891898, "SouthernFrance"=0.04479092, "LaPalma"=0.03877590, "Madeira"=0.04361358) p1 <- get_predVar(tworanefs)[1:5] crit <- diff(range(p1 - expected)) testthat::test_that(paste0("get_predVar(tworanefs)[1:5]: criterion was ",signif(crit,4)," >1e-8"), testthat::expect_true(crit<1e-8) ) p1p <- get_predVar(tworanefs,newdata=somegrp[1:5,]) testthat::expect_true(diff(range(p1p -p1))<1e-10) ranefstwo <- corrHLfit(migStatus ~ 1 +Matern(1|longitude+latitude)+ (1|grp),data=somegrp, ranFix=list(nu=4,rho=0.4,phi=0.05)) p2 <- get_predVar(ranefstwo,newdata=somegrp[1:5,]) testthat::expect_true(diff(range(p1-p2))<1e-10) twolambda <- corrHLfit(migStatus ~ 1 + Matern(1|longitude+latitude) +Matern(1|longitude+latitude),data=blackcap, ranFix=list(corrPars=list("1"=list(nu=4,rho=0.4),"2"=list(nu=4,rho=0.4)),phi=0.05)) ## but in that case the exact loglamInfo is exactly singular! ## (this makes sense: ones cannot separately estimate the two lambda's) ## any attempt at computing a non-singular loglamInfo will amplify floating point error. onelambda <- corrHLfit(migStatus ~ 1 + Matern(1|longitude+latitude),data=blackcap, ranFix=list(nu=4,rho=0.4,phi=0.05)) if ("dgCMatrix" %in% how(twolambda, verbose=FALSE)$MME_method) { # if QRmethod="sparse" was requested testthat::expect_true(diff(range(get_predVar(twolambda)[1:5]-get_predVar(onelambda)[1:5]))<1e-5) } else { crit <- diff(range(get_predVar(twolambda)[1:5]-get_predVar(onelambda)[1:5])) try(testthat::test_that(paste0("singular 'twolambda' model: criterion was ",signif(crit,4)," >1e-7"), testthat::expect_true(crit<1e-7) ## affected by .Rcpp_backsolve() )) } # as_tcrossfac_list with newdata blackfit <- fitme(migStatus ~ 1 + (1|grp) +Matern(1|longitude+latitude),data=somegrp) newdat <- with(somegrp,data.frame(latitude=latitude+5,longitude=longitude+5,grp=grp^2)) tcrossfac_list <- get_predVar(blackfit, newdata=newdat, variances=list(as_tcrossfac_list=TRUE)) var1 <- Reduce("+",lapply(tcrossfac_list,tcrossprod)) var2 <- get_predVar(blackfit, newdata=newdat, variances=list(cov=TRUE)) testthat::expect_true(diff(range(var1-var2))<1e-07) # difference is ~imprecision on eigenvalue of one Evar term not exactly symmPosDef # examples from Booth & Hobert 1998 JASA data("clinics") fitobject <- HLfit(cbind(npos,nneg)~treatment+(1|clinic),family=binomial(),data=clinics,HLmethod="ML") res <- sqrt(get_predVar(fitobject)) # res: cf row 2, table 6; some discrepancies (surely stemming from point estimates). testthat::expect_equal(res[6],c("6"=0.7316108),tolerance=2e-4) res <- get_respVar(fitobject,variances=list(cov=TRUE)) testthat::expect( !is.null(dim(res)),"is.null(dim())") ## check that a matrix is returned testthat::expect_equal(res[6,6],0.1061096,tolerance=2e-4) ## check that dmudeta scaling is taken in account. if(requireNamespace("rsae", quietly = TRUE)) { data("landsat", package = "rsae") fitobject <- HLfit(HACorn ~ PixelsCorn + PixelsSoybeans + (1|CountyName),data=landsat[-33,],HLmethod="ML") newXandZ <- unique(data.frame(PixelsCorn=landsat$MeanPixelsCorn, PixelsSoybeans=landsat$MeanPixelsSoybeans, # replacement by Mean... CountyName=landsat$CountyName)) (res <- get_predVar(fitobject,newdata=newXandZ)) testthat::expect_equal(res[12],c("32"=27.80684),tolerance=2e-4) (res <- get_predVar(fitobject,newdata=newXandZ,variances=list(disp=FALSE))) ## sum of cols nu and beta in Table 7 testthat::expect_equal(res[12],c("32"=26.56215),tolerance=2e-4) ## comparison dense vs. spprec with use_spprec_qr on an REML non-spatial fit # (bc spprec does not handle Matern and use_spprec_qr affects only REML) fitdense <- HLfit(HACorn ~ PixelsCorn + PixelsSoybeans + (1|CountyName),data=landsat[-33,],HLmethod="REML", control.HLfit=list(sparse_precision=FALSE)) oldop2 <- spaMM.options(use_spprec_QR=TRUE) # trace(spaMM:::.calc_spprec_hatval_ZX_by_QR,tracer=quote(print(".calc_spprec_hatval_ZX_by_QR"))) # trace(spaMM:::.calc_Md2hdvb2_info_spprec_by_QR,tracer=quote(print(".calc_Md2hdvb2_info_spprec_by_QR"))) fitsparse <- HLfit(HACorn ~ PixelsCorn + PixelsSoybeans + (1|CountyName),data=landsat[-33,],HLmethod="REML") spaMM.options(oldop2) testthat::expect_true(diff(range(get_predVar(fitdense,newdata=newXandZ)-get_predVar(fitsparse,newdata=newXandZ)))<1e-8) testthat::expect_true(diff(range(get_predVar(fitdense,newdata=newXandZ,variances=list(disp=FALSE)) - get_predVar(fitsparse,newdata=newXandZ,variances=list(disp=FALSE))))<1e-8) } else { cat( "package 'rsae' not available, cannot run prediction variance test.\n" ) } # simple LM set.seed(123) if (TRUE) { n <- 100 k <- rep(1:(n/10), each=10) } else { n <- 100000 # used to profile .leveragesWrap() k <- rep(1:200, each=500) # design mat 100000*200 } data.test <- data.frame(y=rnorm(n, mean=k), x=factor(k)) hlfit <- HLfit(y ~ x, data=data.test) p <- predict(hlfit, newdata=data.frame(x=unique(data.test$x)), variances=list(respVar=TRUE)) testthat::expect_equal(length(attr(p, "residVar")),10L) testthat::expect_equal(attr(p, "residVar")[1],c(`1`=0.8347247),tolerance=1e-6) testthat::expect_equal(attr(p, "predVar")[1],c(`1`=0.08347247),tolerance=1e-6) testthat::expect_equal(attr(p, "respVar")[1],c(`1`=0.918197),tolerance=1e-6) ## also tests that a single level of the factor in the newdata is not a problem pp <- predict(hlfit, newdata=data.test[1,], variances=list(respVar=TRUE)) testthat::expect_equal(pp[1],c(`1`=1.074626),tolerance=1e-6) # can capture errors missed by other tests: (cPredVar on fixed-effect model; gamma()) gammafit <- fitme(Sepal.Length ~ Petal.Length, data = iris, method = "REML", family=Gamma(log)) get_cPredVar(gammafit, nsim = 3) v1 <- residVar(gammafit, which="var") v2 <- attr(predict(gammafit,variances=list(residVar=TRUE)),"residVar") testthat::expect_true(diff(range(v1-v2))<1e-7) # distinct from residVar(gammafit, which="phi") ## multiple tests with two ranefs set.seed(123) data("Loaloa") ll <- cbind(Loaloa,idx=sample(2,size=nrow(Loaloa),replace=TRUE)) hl <- HLCor(cbind(npos,ntot-npos)~1+Matern(1|longitude+latitude)+(1|idx),data=ll, family=binomial(),ranPars=list(nu=0.5,rho=1/0.7),HLmethod="PQL/L") # verif single point input p1 <- predict(hl,variances=list(respVar=TRUE)) p2 <- predict(hl,newdata=ll[1,],variances=list(respVar=TRUE)) testthat::expect_equal(attr(p1,"respVar")[1],attr(p2,"respVar")[1]) testthat::expect_equal(p1[1],p2[1]) # verif 'subsetting' mechanism including Evar (hence new levels of ranef) lll <- ll lll$idx <- lll$idx+1 lll$latitude <- lll$latitude+1 p4 <- predict(hl,newdata=lll[1:101,],variances=list(respVar=TRUE)) p5 <- predict(hl,newdata=lll[101:102,],variances=list(respVar=TRUE)) testthat::expect_equal(attr(p4,"respVar")[101],attr(p5,"respVar")[1]) testthat::expect_equivalent(p4[101],p5[1]) ## _equivalent does not check names and other attributes # verif binding with blocking pp <- predict(hl, newdata = lll[1:6,], binding = "pred", blocksize=3) #testthat::test_that("Fails if predict(hl, binding = < chr >, blocksize=.) does not return a data frame", testthat::expect_true(is.data.frame(pp)) # ) ## dontrun example from help(predict): ## prediction with distinct given phi's in different locations: data("blackcap") set.seed(123) varphi <- cbind(blackcap,logphi=runif(14)) vphifit <- corrHLfit(migStatus ~ 1 + Matern(1|longitude+latitude), resid.model = list(formula=~0+offset(logphi)), data=varphi, ranFix=list(nu=4,rho=0.4)) # eg to catch catch problems with wrong application of a-la-Bates formula: testthat::expect_equal(logLik(vphifit),c(p_bv=-20.04856),tol=1e-5) p1 <- suppressWarnings(get_respVar(vphifit,newdata=data.frame(latitude=1,longitude=1,logphi=1))) testthat::expect_equal(p1,c(`1`=2.844421),tol=1e-5) # for predVar computation, phi is not needed # (and could have been specified through ranFix): p1 <- suppressWarnings(get_predVar(vphifit,newdata=data.frame(latitude=1,longitude=1))) testthat::expect_equal(p1,c(`1`=0.1261386),tol=1e-5) ## exact value sensitive to spaMM_tol$Xtol_abs # verif get_predCov_var_fix() p1 <- get_predVar(vphifit,variances=list(cov=TRUE))[14,] fix_X_ZAC.object <- preprocess_fix_corr(vphifit,fixdata=blackcap) p2 <- get_predCov_var_fix(vphifit,newdata=blackcap[14,],fix_X_ZAC.object=fix_X_ZAC.object) testthat::expect_true(max(abs(range(p1-p2)))<1e-12) # Another check of get_predCov_var_fix, but with rho mapping: checkmap <- fitme(migStatus ~ 1 + Matern(1|longitude+latitude+means), data=blackcap, fixed=list(nu=0.5,phi=0.1), init=list(rho=c(1,1)), control.dist=list(rho.mapping=c(1,1,2))) p1 <- get_predVar(checkmap,variances=list(cov=TRUE))[14,] fix_X_ZAC.object <- preprocess_fix_corr(checkmap,fixdata=blackcap) p2 <- get_predCov_var_fix(checkmap,newdata=blackcap[14,],fix_X_ZAC.object=fix_X_ZAC.object) testthat::expect_true(max(abs(range(p1-p2)))<1e-12) # # verif calc_logdisp_cov runs after outer optimisation => now tested in many other places # fitfit <- fitme(migStatus ~ 1 + Matern(1|longitude+latitude), # data=blackcap, fixed=list(nu=4,rho=0.4)) # get_respVar(fitfit,newdata=data.frame(latitude=1,longitude=1)) # check corret handling of offset in predictions check_off <- cbind(blackcap,off=runif(14)) voff <- corrHLfit(migStatus ~ 1 + offset(off) + Matern(1|longitude+latitude), data=check_off, ranFix=list(nu=4,rho=0.4)) p1 <- predict(voff) p2 <- predict(voff, newdata=check_off) testthat::expect_true(max(abs(range(p1-p2)))<1e-12) # voff <- corrHLfit(migStatus ~ 0 + offset(off) + Matern(1|longitude+latitude), data=check_off, ranFix=list(nu=4,rho=0.4)) p1 <- predict(voff) p2 <- predict(voff, newdata=check_off) testthat::expect_true(max(abs(range(p1-p2)))<1e-12) # cat("(Check formula w/o fixed effect, Note expected:)") voff <- corrHLfit(migStatus ~ offset(off) + Matern(1|longitude+latitude), data=check_off, ranFix=list(nu=4,rho=0.4)) p3 <- predict(voff) p4 <- predict(voff, newdata=check_off) testthat::expect_true(max(abs(range(p3-p4)))<1e-12) testthat::expect_true(max(abs(range(p1-p4)))<1e-12) # Check of different syntaxes to get naive term # Note that naive depend on the L matrix root and thus not comparable across equivalent fits (e.g. sparse/dense prec) fitobject <- corrHLfit(migStatus ~ 1 + Matern(1|longitude+latitude),data=blackcap, ranFix=list(nu=1,rho=0.1, phi=0.1)) (naive1 <- get_predVar(fitobject,which="naive")) (naive2 <- get_predVar(fitobject,newdata=fitobject$data, which="naive")) fix_X_ZAC.object <- preprocess_fix_corr(fitobject,fixdata=fitobject$data) (naive3 <- diag(get_predCov_var_fix(fitobject,newdata=blackcap,fix_X_ZAC.object=fix_X_ZAC.object,variances=list(predVar=TRUE,naive=TRUE,cov=TRUE)))) (naive4 <- (get_predCov_var_fix(fitobject,newdata=blackcap,fix_X_ZAC.object=fix_X_ZAC.object,variances=list(predVar=TRUE,naive=TRUE,cov=FALSE)))) testthat::expect_true(max(abs(range(naive2-naive1)))<1e-12) testthat::expect_true(max(abs(range(naive3-naive1)))<1e-12) testthat::expect_true(max(abs(range(naive4-naive1)))<1e-12) # as_tcrossfac_list fit1 <- HLfit(x1~1+(1|x2),data=data.frame(x1=c(1,10,1),x2=c(1,1,2)), family=poisson) tcrossfac_list <- get_predVar(fit1, variances=list(as_tcrossfac_list=TRUE)) var1 <- tcrossprod(tcrossfac_list[[1L]])+ tcrossprod(tcrossfac_list[[2L]]) var2 <- get_predVar(fit1, variances=list(cov=TRUE)) testthat::expect_true(diff(range(var1-var2))<1e-12)