cat(crayon::yellow("\ntest-composite.R: ")) # more tests of composite in # "tests_private/VarCorr.R" (numeric LHS); # "extralong/test-composite-extra.R" (mv()); # spaMM.options(example_maxtime=21) if (FALSE) { # _F I X M E__ Interesting alternative numerical setings: only small effects on numerical precision, and some effects on speed (visibly on spherical fit) spaMM.options( nloptr=list(algorithm="NLOPT_LN_BOBYQA",xtol_rel=1e-5, print_level=0), # distinct xtol_rel xtol_abs_factors=c(rcLam=5e-6,rcCor=5e-5,others=5e-11,abs=1e-7), # distinct rcLam and rcCor doSeeMe=warning ) } doSeeMe <- spaMM.getOption("doSeeMe") if (spaMM.getOption("example_maxtime")>8) { { # testthat's on examples for composite-ranef. ## Data preparation data("blackcap") toy <- blackcap toy$ID <- gl(7,2) grp <- rep(1:2,7) toy$migStatus <- toy$migStatus +(grp==2) toy$loc <- rownames(toy) # to use as levels matching the corrMatrix dimnames toy$grp <- factor(grp) toy$bool <- toy$grp==1L toy$boolfac <- factor(toy$bool) toy$num <- seq(from=1, to=2, length.out=14) ## Build a toy corrMatrix as perturbation of identity matrix: n_rhs <- 14L eps <- 0.1 set.seed(123) rcov <- ((1-eps)*diag(n_rhs)+eps*rWishart(1,n_rhs,diag(n_rhs)/n_rhs)[,,1]) eigen(rcov)$values colnames(rcov) <- rownames(rcov) <- toy$loc ##### Illustrating the different LHS types ### is logical (TRUE/FALSE) => No induced random-coefficient C matrix; # corrMatrix affects only responses for which is TRUE: # (fit1 <- fitme(migStatus ~ bool + corrMatrix(bool|loc), data=toy, corrMatrix=rcov)) # # Matrix::image(get_ZALMatrix(fit)) predict(fit1) predict(fit1, newdata=fit1$data[14:1,])[14:1,] get_predVar(fit1) get_predVar(fit1, newdata=fit1$data[14:1,])[14:1] hatvalues(fit1) ### is a factor built from a logical => same a 'logical' case above: # (fit2 <- fitme(migStatus ~ boolfac + corrMatrix(boolfac|loc), data=toy, corrMatrix=rcov)) (crit <- diff(range(c(logLik(fit1),logLik(fit2))))) testthat::test_that(paste0("bool vs boolfac LHS: criterion was ",signif(crit,4)," >1e-12"), testthat::expect_true(crit<1e-12) ) # # Matrix::image(get_ZALMatrix(fit)) ### is a factor not built from a logical: # (grp|.) and (0+grp|.) lead to equivalent fits of the same composite model, # but contrasts are not used in the second case and the C matrices differ, # as for standard random-coefficient models. # (fit1 <- fitme(migStatus ~ grp + corrMatrix(grp|loc), data=toy, corrMatrix=rcov)) (fit2 <- fitme(migStatus ~ grp + corrMatrix(0+grp|loc), data=toy, corrMatrix=rcov)) (crit <- diff(range(c(logLik(fit1),logLik(fit2),-17.07165)))) testthat::test_that(paste0("grp vs 0+grp LHS: criterion was ",signif(crit,4)," >1e-4"), testthat::expect_true(crit<1e-4) ) # # => same fits, but different internal structures: Matrix::image(fit1$ZAlist[[1]]) # (contrasts used) Matrix::image(fit2$ZAlist[[1]]) # (contrasts not used) # Also compare ranef(fit1) versus ranef(fit2) # # ## One can fix the C matrix, as for standard random-coefficient terms # (fit1 <- fitme(migStatus ~ grp + corrMatrix(0+grp|loc),data=toy, corrMatrix=rcov, fixed=list(ranCoefs=list("1"=c(1,0.5,1))))) # # same result without contrasts hence different 'ranCoefs': # (fit2 <- fitme(migStatus ~ grp + corrMatrix(grp|loc), data=toy, corrMatrix=rcov, fixed=list(ranCoefs=list("1"=c(1,-0.5,1))))) (crit <- diff(range(c(logLik(fit1),logLik(fit2))))) testthat::test_that(paste0("grp vs 0+grp LHS, fixed ranCoefs: criterion was ",signif(crit,4)," >1e-12"), testthat::expect_true(crit<1e-12) ) ### is numeric (but not '0+numeric'): # composite model with C being 2*2 for Intercept and numeric variable # (fitme(migStatus ~ num + corrMatrix(num|loc), data=toy, corrMatrix=rcov)) ### is 0+numeric: no random-coefficient C matrix # as the Intercept is removed, but the correlated random effects # arising from the corrMatrix are multiplied by sqrt() # (fitme(migStatus ~ num + corrMatrix(0+num|loc), data=toy, corrMatrix=rcov)) } if (FALSE) { # next block has similar tests, and more data("sleepstudy", package="lme4") set.seed(123) #rcov18 <- (17*diag(18)+rWishart(1,18,diag(18)/18)[,,1])/18 rcov18 <- (diag(18)+rWishart(1,18,diag(18)/18)[,,1])/2 colnames(rcov18) <- rownames(rcov18) <- levels(sleepstudy$Subject) #eigen(rcov)$values # OK even for clearly non-unit rcov: (res1 <- fitme(Reaction ~ Days + corrMatrix(Days|Subject), data = sleepstudy, corrMatrix=rcov18)) (res2 <- fitme(Reaction ~ Days + corrMatrix(Days|Subject), data = sleepstudy, corrMatrix=rcov18, control.HLfit=list(sparse_precision=TRUE))) (res3 <- fitme(Reaction ~ Days + corrMatrix(Days|Subject), data = sleepstudy, corrMatrix=rcov18, control=list(refit=TRUE), control.HLfit=list(sparse_precision=TRUE))) (res4 <- fitme(Reaction ~ Days + corrMatrix(Days|Subject), data = sleepstudy, corrMatrix=rcov18, control=list(refit=TRUE), control.HLfit=list(sparse_precision=F))) (crit <- diff(range(c(logLik(res1),logLik(res2),logLik(res3),logLik(res4))))) FIXME <- testthat::test_that(paste0("sleepstudy spprec F/T and refit F/T: criterion was ",signif(crit,4)," >1e-09"), testthat::expect_true(crit<1e-09) ) if ( ! FIXME) doSeeMe("Do see me!") } { # spprec T/F, refit T/F; two corrMatrix terms vs ranCoefs; requireNamespace("nlme") data("Orthodont",package = "nlme") (fit <- fitme(distance ~ age+(age|Subject), data = Orthodont)) n_rhs <- 27L set.seed(123) rcov27 <- ((n_rhs-1L)*diag(n_rhs)+rWishart(1,n_rhs,diag(n_rhs)/n_rhs)[,,1])/n_rhs #eigen(rcov27)$values colnames(rcov27) <- rownames(rcov27) <- levels(Orthodont$Subject) (fit1 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=rcov27)) (fit2 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=rcov27, control=list(refit=list(ranCoefs=TRUE)))) #trace(spaMM:::.makeCovEst1,print=TRUE) (fit3 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=rcov27, control.HLfit=list(sparse_precision=TRUE))) (fit4 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=rcov27, control.HLfit=list(sparse_precision=TRUE), control=list(refit=list(ranCoefs=TRUE)))) (crit <- diff(range(c(logLik(fit1),logLik(fit2),logLik(fit3),logLik(fit4))))) FIXME <- testthat::test_that(paste0("Orthodont spprec F/T and refit F/T: criterion was ",signif(crit,4)," >1e-09"), testthat::expect_true(crit<1e-09) ) # was <1e09 until I changed as_precision to use chol2inv(chol()). Back to excellent precision much later if ( ! FIXME) doSeeMe("Do see me!") if (FALSE) { trace(spaMM:::.makeCovEst1,print=TRUE) (fit <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=rcov27, control.HLfit=list(sparse_precision=TRUE), control=list(refit=list(ranCoefs=TRUE, phi=TRUE)))) untrace(spaMM:::.makeCovEst1) } # : has had a periodic behavior, but appears to work now (with 27 .makeCovEst1 calls) (fit1 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=rcov27, fixed=list(phi=1.7,ranCoefs=list("1"=c(NA,-0,NA))))) (fit2 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=rcov27, fixed=list(phi=1.7,ranCoefs=list("1"=c(NA,-0,NA))),control.HLfit=list(sparse_precision=TRUE))) (fit3 <- fitme(distance ~ age+ corrMatrix(1|Subject)+corrMatrix(0+age|Subject), data = Orthodont, covStruct=list(corrMatrix=rcov27,corrMatrix=rcov27), fixed=list(phi=1.7),control.HLfit=list(sparse_precision=F))) (fit4 <- fitme(distance ~ age+ corrMatrix(1|Subject)+corrMatrix(0+age|Subject), data = Orthodont, covStruct=list(corrMatrix=rcov27,corrMatrix=rcov27), fixed=list(phi=1.7),control.HLfit=list(sparse_precision=T))) (crit <- diff(range(c(logLik(fit1),logLik(fit2),logLik(fit3),logLik(fit4))))) FIXME <- testthat::test_that(paste0("two corrMatrix terms vs ranCoefs: spprec F/T: criterion was ",signif(crit,4)," >1e-07"), testthat::expect_true(crit<1e-07) ) if ( ! FIXME) doSeeMe("Do see me!") predict(fit1)[1:6] predict(fit1, newdata=fit1$data[1:6,]) predict(fit1, newdata=fit1$data[6:1,])[6:1,] ## OK predict(fit4)[1:6] predict(fit4, newdata=fit1$data)[1:6,] predict(fit4, newdata=fit1$data[6:1,])[6:1,] wh <- "predVar" dsp <- TRUE (p1 <- get_predVar(fit1,which=wh, variances=list(disp=dsp))[1:6]) p1n <- get_predVar(fit1,which=wh, variances=list(disp=dsp), newdata=fit1$data[1:6,])[1:6] p2 <- get_predVar(fit2,which=wh, variances=list(disp=dsp))[1:6] ## OK p2n <- get_predVar(fit2,which=wh, variances=list(disp=dsp), newdata=fit1$data[1:6,])[1:6] (crit <- diff(range(c(p1-p1n,p1-p2,p1-p2n)))) FIXME <- testthat::test_that(paste0("predVar spprec F/T: criterion was ",signif(crit,4)," >1e-07"), testthat::expect_true(crit<1e-07) ) if ( ! FIXME) doSeeMe("Do see me!") (p3 <- get_predVar(fit3,which=wh, variances=list(disp=dsp))[1:6]) ## 3 vs 4 OK p3n <- get_predVar(fit3,which=wh, variances=list(disp=dsp), newdata=fit1$data[1:6,])[1:6] p4 <- get_predVar(fit4,which=wh, variances=list(disp=dsp))[1:6] p4n <- get_predVar(fit4,which=wh, variances=list(disp=dsp), newdata=fit1$data[1:6,])[1:6] (crit <- diff(range(c(p3-p3n,p3-p4,p4-p4n)))) FIXME <- testthat::test_that(paste0("not composite predVar spprec F/T: criterion was ",signif(crit,4)," >1e-08"), testthat::expect_true(crit<1e-08) ) if ( ! FIXME) doSeeMe("Do see me!") (crit <- diff(range(c(p1-p3)))) FIXME <- testthat::test_that(paste0("two corrMatrix terms vs ranCoefs (Important test .calc_logdisp_cov() code for ranCoefs!)", signif(crit,4)," >1e-05"), testthat::expect_true(crit<1e-05) ) if ( ! FIXME) doSeeMe("Do see me!") # clear predVar difference between fixing the corr or not in orrMatrix(age|Subject). get_predVar(fit1 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=rcov27, fixed=list(phi=1.7,ranCoefs=list("1"=c(NA,0.57546616,NA)))))[1:6] get_predVar(fit1 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=rcov27, fixed=list(phi=1.7,ranCoefs=list())))[1:6] if (FALSE) { # The difference disappears when fixing the lambdas: (fit1 <- fitme(distance ~ age+(age|Subject), data = Orthodont, #corrMatrix=rcov27, fixed=list(ranCoefs=list("1"=c(2,-0,2))))) (fit2 <- fitme(distance ~ age+(age|Subject), data = Orthodont, #corrMatrix=rcov27, fixed=list(ranCoefs=list("1"=c(2,-0,2))),control.HLfit=list(sparse_precision=TRUE))) (fit3 <- fitme(distance ~ age+ (1|Subject)+(0+age|Subject), data = Orthodont, #covStruct=list(corrMatrix=rcov27,corrMatrix=rcov27), fixed=list(lambda=c(2,2)),control.HLfit=list(sparse_precision=F))) (fit4 <- fitme(distance ~ age+ (1|Subject)+(0+age|Subject), data = Orthodont, #covStruct=list(corrMatrix=rcov27,corrMatrix=rcov27), fixed=list( lambda=c(2,2)),control.HLfit=list(sparse_precision=T))) } diag27 <- diag(27L) colnames(diag27) <- rownames(diag27) <- colnames(rcov27) (fit1 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=diag27, fixed=list(ranCoefs=list("1"=c(NA,0,NA))))) (fit2 <- fitme(distance ~ age+corrMatrix(age|Subject), data = Orthodont, corrMatrix=diag27, fixed=list(ranCoefs=list("1"=c(NA,-0,NA))),control.HLfit=list(sparse_precision=TRUE))) (fit3 <- fitme(distance ~ age+(age||Subject), data = Orthodont, fixed=list())) (fit4 <- fitme(distance ~ age+(age||Subject), data = Orthodont, fixed=list(),control.HLfit=list(sparse_precision=TRUE))) (crit <- diff(range(c(logLik(fit1),logLik(fit2),logLik(fit3),logLik(fit4))))) testthat::test_that(paste0("two uncorr corrMatrix() terms by ranCoefs: spprec F/T: criterion was ",signif(crit,4)," >5e-10"), testthat::expect_true(crit<5e-10) ) } }