cat(crayon::yellow("\ntest AR1:\n")) if (spaMM.getOption("example_maxtime")>4) { # set.seed(123) nobs <- 500 distm <- as.matrix(dist(1:nobs)) m <- (-0.4)^distm cholm <- t(chol(m)) eta <- 1+ cholm %*% rnorm(nobs) ## hglm_lambda=1 obs <- rpois(nobs,exp(eta)) try(plot(obs)) fake <- data.frame(obs=obs,age=1:nobs) fitar1 <- fitme(obs ~ 1+AR1(1|age),family=poisson(),data=fake,verbose=c(TRACE=0.5),method="REML") crit <- diff(range(logLik(fitar1), c(p_bv=-1269.060222885349))) try(testthat::test_that(paste0("criterion was ",signif(crit,4)," from 1269.060222885349"), testthat::expect_true(crit<1e-9))) # There should be better tests elsewhere: # fitar1_cF <- fitme(obs ~ 1+corrFamily(1|age),family=poisson(),data=fake,verbose=c(TRACE=0.5), # covStruct=list("1"=ARp()), method="REML") # crit <- diff(range(logLik(fitar1_cF),logLik(fitar1))) # try(testthat::test_that(paste0("logLik(fitar1_cF) was ",signif(crit,4)," logLik(fitar1)"), testthat::expect_true(crit<1e-9))) } ## same with nested AR1 within individual ## Large data necess for good estimation of ARphi and other params # quick version for routine tests if (TRUE) { rngcheck <- ("sample.kind" %in% names (formals(RNGkind))) if (rngcheck) suppressWarnings(RNGkind("Mersenne-Twister", "Inversion", "Rounding" )) ## necessary for the test on range(c(p1,p2,p3, 2.35717079935)) set.seed(123) age <- (rep(c(1:((Nage <- 30))),times=(Nind <- 30))) ind <- rep(c(1:Nind), each=(Nage)) distm <- as.matrix(dist(age)) blocks <- proxy::dist(ind,`==`) blocks[blocks==0] <- NA distm <- distm * as.matrix(blocks) ## nice hack distm[is.na(distm)] <- 1e100 ## temporary hack m <- (0.4)^distm ## intriguingly negative ARphi seems much easier to estimate than positive ones. cholm <- t(chol(m)) eta <- 1+ cholm %*% rnorm(Nage*Nind) ## encore lambda=1 obs <- rpois(Nind*Nage,exp(eta)) plot(obs) fake <- data.frame(obs=obs,age=age,ind=as.factor(ind+1L), ## as.factor( [all > 1] ) to test the dark side of uniqueGeo idx=seq_len(length(obs))) ## the sample() calls provides a check that permutations of the data have no effect ## checks the sparse->non-sparse case (assuming .determine_spprec() returns FALSE) pfake <- fake[20+sample(20),] zut <- corrHLfit(obs ~ 1+AR1(1|idx %in% ind),family=poisson(),data=pfake,ranFix=list(ARphi=0.7040234,lambda=0.7308)) ppfake <- fake[20+sample(20),] rezut <- corrHLfit(obs ~ 1+AR1(1|idx %in% ind),family=poisson(),data=ppfake,ranFix=list(ARphi=0.7040234,lambda=0.7308), control.HLfit=list(sparse_precision=TRUE)) pppfake <- fake[20+sample(20),] rerezut <- corrHLfit(obs ~ 1+AR1(1|idx %in% ind),family=poisson(),data=pppfake,ranFix=list(ARphi=0.7040234,lambda=0.7308), control.HLfit=list(sparse_precision=FALSE)) # The data are permuted between each fit, which could contribute to (in principle trivial) differences among fits testthat::expect_true(diff(range((c(logLik(zut),logLik(rezut),logLik(rerezut),-47.3130016607291))))<1e-8) ## check predict on each fit and subset of (permuted) data: p1 <- predict(zut,newdata=rezut$data[rownames(rezut$data)>30,])["39"] p2 <- predict(rezut,newdata=rerezut$data[rownames(rerezut$data)>30,])["39"] p3 <- predict(rerezut,newdata=zut$data[rownames(zut$data)>30,])["39"] crit <- diff(range(c(p1,p2,p3, 2.35717079935)))## last decimals sensitive to d_relV_b_tol if (spaMM.getOption("fpot_tol")>0) { testthat::test_that(paste0("criterion was ",signif(crit,6)," from 2.35717079935"), testthat::expect_true(crit<1e-10)) } else testthat::expect_true(crit<1e-10) if (rngcheck) RNGkind("Mersenne-Twister", "Inversion", "Rejection" ) } if (spaMM.getOption("example_maxtime")>6) { set.seed(123) age <- (rep(c(1:((Nage <- 30))),times=(Nind <- 30))) ind <- rep(c(1:Nind), each=(Nage)) distm <- as.matrix(dist(age)) blocks <- proxy::dist(ind,`==`) blocks[blocks==0] <- NA distm <- distm * as.matrix(blocks) ## nice hack distm[is.na(distm)] <- 1e100 ## temporary hack m <- (0.4)^distm ## intriguingly negative ARphi seems much easier to estimate than positive ones. cholm <- t(chol(m)) eta <- 1+ cholm %*% rnorm(Nage*Nind) ## encore lambda=1 obs <- rpois(Nind*Nage,exp(eta)) plot(obs) fake <- data.frame(obs=obs,age=age,ind=ind,idx=seq_len(length(obs))) ## the sample() provides a check that permutations of the data have no effect ## checks the sparse->non-sparse case (zut <- corrHLfit(obs ~ 1+AR1(1|idx %in% ind),family=poisson(),data=fake[20+sample(20),])) (rezut <- corrHLfit(obs ~ 1+AR1(1|idx %in% ind),family=poisson(),data=fake[20+sample(20),], control.HLfit=list(sparse_precision=TRUE))) rerezut <- corrHLfit(obs ~ 1+AR1(1|idx %in% ind),family=poisson(),data=fake[20+sample(20),], control.HLfit=list(sparse_precision=FALSE)) crit <- diff(range(c(logLik(zut),logLik(rezut),logLik(rerezut)))) if (spaMM.getOption("fpot_tol")>0) { testthat::test_that(paste0("criterion was ",signif(crit,6)," from -47.31300"), testthat::expect_true(crit<1e-8) ) } else testthat::expect_true(crit<1e-8) ## full data fit_ar1nested <- corrHLfit(obs ~ 1+AR1(1|age %in% ind),family=poisson(),data=fake,verbose=c(TRACE=interactive())) testthat::expect_equal(logLik(fit_ar1nested), c(p_bv=-2295.67792783)) } if (spaMM.getOption("example_maxtime")>0.5) { requireNamespace("nlme") data("Orthodont",package = "nlme") if (TRUE) { # fitme has (finally) become as fast as corrHLfit on this example checkinput <- fitme(distance ~ age + factor(Sex)+( 1 | Subject)+ AR1(1|age %in% Subject), fixed=list(phi=1e-6), data = Orthodont,method="REML") } else { checkinput <- corrHLfit(distance ~ age + factor(Sex)+( 1 | Subject)+ AR1(1|age %in% Subject), ranFix=list(phi=1e-6), data = Orthodont,HLmethod="REML") } testthat::expect_equal(logLik(checkinput), c(p_bv=-218.69839984)) # consistent with # lme(distance ~ age + factor(Sex),random = ~ 1 | Subject, cor=corCAR1(form=~age|Subject),data = Orthodont) # which is faster (FIXME: .assign_geoinfo_and_LMatrices_but_ranCoefs() for AR1 not efficient; more work needed to handle nested AR1 efficiently) # check of nested non-composite AR1: fitme(distance ~ age + AR1(0+age|age %in% Subject), fixed=list(phi=1e-6), data = Orthodont,method="REML") }