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| 1 | + |
| 2 | +## Copyright (C) 2010 - 2019 Dirk Eddelbuettel and Romain Francois |
| 3 | +## |
| 4 | +## This file is part of Rcpp. |
| 5 | +## |
| 6 | +## Rcpp is free software: you can redistribute it and/or modify it |
| 7 | +## under the terms of the GNU General Public License as published by |
| 8 | +## the Free Software Foundation, either version 2 of the License, or |
| 9 | +## (at your option) any later version. |
| 10 | +## |
| 11 | +## Rcpp is distributed in the hope that it will be useful, but |
| 12 | +## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 13 | +## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
| 14 | +## GNU General Public License for more details. |
| 15 | +## |
| 16 | +## You should have received a copy of the GNU General Public License |
| 17 | +## along with Rcpp. If not, see <http://www.gnu.org/licenses/>. |
| 18 | + |
| 19 | +.runThisTest <- Sys.getenv("RunAllRcppTests") == "yes" |
| 20 | + |
| 21 | +if (!.runThisTest) exit_file("Skipping, set 'RunAllRcppTests=yes' to run.") |
| 22 | + |
| 23 | +library(Rcpp) |
| 24 | +sourceCpp("cpp/stats.cpp") |
| 25 | + |
| 26 | +# test.stats.dbeta <- function() { |
| 27 | +vv <- seq(0, 1, by = 0.1) |
| 28 | +a <- 0.5; b <- 2.5 |
| 29 | +expect_equal(runit_dbeta(vv, a, b), |
| 30 | + list(NoLog = dbeta(vv, a, b), Log = dbeta(vv, a, b, log=TRUE)), |
| 31 | + info = " stats.qbeta") |
| 32 | + |
| 33 | +# test.stats.dbinom <- function( ){ |
| 34 | +v <- 1:10 |
| 35 | +expect_equal(runit_dbinom(v) , |
| 36 | + list(false = dbinom(v, 10, .5), true = dbinom(v, 10, .5, TRUE )), info = "stats.dbinom" ) |
| 37 | + |
| 38 | +# test.stats.dunif <- function() { |
| 39 | +vv <- seq(0, 1, by = 0.1) |
| 40 | +expect_equal(runit_dunif(vv), |
| 41 | + list(NoLog_noMin_noMax = dunif(vv), |
| 42 | + NoLog_noMax = dunif(vv, 0), |
| 43 | + NoLog = dunif(vv, 0, 1), |
| 44 | + Log = dunif(vv, 0, 1, log=TRUE), |
| 45 | + Log_noMax = dunif(vv, 0, log=TRUE) |
| 46 | + ##,Log_noMin_noMax = dunif(vv, log=TRUE) ## wrong answer |
| 47 | + ), |
| 48 | + info = " stats.dunif") |
| 49 | + |
| 50 | +# test.stats.dgamma <- function( ) { |
| 51 | +v <- 1:4 |
| 52 | +expect_equal(runit_dgamma(v), |
| 53 | + list(NoLog = dgamma(v, 1.0, 1.0), |
| 54 | + Log = dgamma(v, 1.0, 1.0, log = TRUE ), |
| 55 | + Log_noRate = dgamma(v, 1.0, log = TRUE )), |
| 56 | + info = "stats.dgamma" ) |
| 57 | + |
| 58 | +# test.stats.dpois <- function( ){ |
| 59 | +v <- 0:5 |
| 60 | +expect_equal(runit_dpois(v) , |
| 61 | + list( false = dpois(v, .5), true = dpois(v, .5, TRUE )), |
| 62 | + info = "stats.dpois" ) |
| 63 | + |
| 64 | +# test.stats.dnorm <- function( ) { |
| 65 | +v <- seq(0.0, 1.0, by=0.1) |
| 66 | +expect_equal(runit_dnorm(v), |
| 67 | + list(false_noMean_noSd = dnorm(v), |
| 68 | + false_noSd = dnorm(v, 0.0), |
| 69 | + false = dnorm(v, 0.0, 1.0), |
| 70 | + true = dnorm(v, 0.0, 1.0, log=TRUE ), |
| 71 | + true_noSd = dnorm(v, 0.0, log=TRUE ), |
| 72 | + true_noMean_noSd = dnorm(v, log=TRUE )), |
| 73 | + info = "stats.dnorm" ) |
| 74 | + |
| 75 | +# test.stats.dt <- function( ) { |
| 76 | +v <- seq(0.0, 1.0, by=0.1) |
| 77 | +expect_equal(runit_dt(v), |
| 78 | + list(false = dt(v, 5), |
| 79 | + true = dt(v, 5, log=TRUE ) # NB: need log=TRUE here |
| 80 | + ), info = "stats.dt" ) |
| 81 | + |
| 82 | +# test.stats.pbeta <- function( ) { |
| 83 | +a <- 0.5; b <- 2.5 |
| 84 | +v <- qbeta(seq(0.0, 1.0, by=0.1), a, b) |
| 85 | +expect_equal(runit_pbeta(v, a, b), |
| 86 | + list(lowerNoLog = pbeta(v, a, b), |
| 87 | + lowerLog = pbeta(v, a, b, log=TRUE), |
| 88 | + upperNoLog = pbeta(v, a, b, lower=FALSE), |
| 89 | + upperLog = pbeta(v, a, b, lower=FALSE, log=TRUE)), info = " stats.pbeta" ) |
| 90 | +## Borrowed from R's d-p-q-r-tests.R |
| 91 | +x <- c(.01, .10, .25, .40, .55, .71, .98) |
| 92 | +pbval <- c(-0.04605755624088, -0.3182809860569, -0.7503593555585, |
| 93 | + -1.241555830932, -1.851527837938, -2.76044482378, -8.149862739881) |
| 94 | +expect_equal(runit_pbeta(x, 0.8, 2)$upperLog, pbval, info = " stats.pbeta") |
| 95 | +expect_equal(runit_pbeta(1-x, 2, 0.8)$lowerLog, pbval, info = " stats.pbeta") |
| 96 | + |
| 97 | +# test.stats.pbinom <- function( ) { |
| 98 | +n <- 20 |
| 99 | +p <- 0.5 |
| 100 | +vv <- 0:n |
| 101 | +expect_equal(runit_pbinom(vv, n, p), |
| 102 | + list(lowerNoLog = pbinom(vv, n, p), |
| 103 | + lowerLog = pbinom(vv, n, p, log=TRUE), |
| 104 | + upperNoLog = pbinom(vv, n, p, lower=FALSE), |
| 105 | + upperLog = pbinom(vv, n, p, lower=FALSE, log=TRUE)), |
| 106 | + info = " stats.pbinom") |
| 107 | + |
| 108 | +# test.stats.pcauchy <- function( ) { |
| 109 | +location <- 0.5 |
| 110 | +scale <- 1.5 |
| 111 | +vv <- 1:5 |
| 112 | +expect_equal(runit_pcauchy(vv, location, scale), |
| 113 | + list(lowerNoLog = pcauchy(vv, location, scale), |
| 114 | + lowerLog = pcauchy(vv, location, scale, log=TRUE), |
| 115 | + upperNoLog = pcauchy(vv, location, scale, lower=FALSE), |
| 116 | + upperLog = pcauchy(vv, location, scale, lower=FALSE, log=TRUE)), |
| 117 | + info = " stats.pcauchy") |
| 118 | + |
| 119 | +# test.stats.punif <- function( ) { |
| 120 | +v <- qunif(seq(0.0, 1.0, by=0.1)) |
| 121 | +expect_equal(runit_punif(v), |
| 122 | + list(lowerNoLog = punif(v), |
| 123 | + lowerLog = punif(v, log=TRUE ), |
| 124 | + upperNoLog = punif(v, lower=FALSE), |
| 125 | + upperLog = punif(v, lower=FALSE, log=TRUE)), |
| 126 | + info = "stats.punif" ) |
| 127 | + # TODO: also borrow from R's d-p-q-r-tests.R |
| 128 | + |
| 129 | +# test.stats.pf <- function( ) { |
| 130 | +v <- (1:9)/10 |
| 131 | +expect_equal(runit_pf(v), |
| 132 | + list(lowerNoLog = pf(v, 6, 8, lower=TRUE, log=FALSE), |
| 133 | + lowerLog = pf(v, 6, 8, log=TRUE ), |
| 134 | + upperNoLog = pf(v, 6, 8, lower=FALSE), |
| 135 | + upperLog = pf(v, 6, 8, lower=FALSE, log=TRUE)), |
| 136 | + info = "stats.pf" ) |
| 137 | + |
| 138 | +# test.stats.pnf <- function( ) { |
| 139 | +v <- (1:9)/10 |
| 140 | +expect_equal(runit_pnf(v), |
| 141 | + list(lowerNoLog = pf(v, 6, 8, ncp=2.5, lower=TRUE, log=FALSE), |
| 142 | + lowerLog = pf(v, 6, 8, ncp=2.5, log=TRUE ), |
| 143 | + upperNoLog = pf(v, 6, 8, ncp=2.5, lower=FALSE), |
| 144 | + upperLog = pf(v, 6, 8, ncp=2.5, lower=FALSE, log=TRUE)), |
| 145 | + info = "stats.pnf" ) |
| 146 | + |
| 147 | +# test.stats.pchisq <- function( ) { |
| 148 | +v <- (1:9)/10 |
| 149 | +expect_equal(runit_pchisq(v), |
| 150 | + list(lowerNoLog = pchisq(v, 6, lower=TRUE, log=FALSE), |
| 151 | + lowerLog = pchisq(v, 6, log=TRUE ), |
| 152 | + upperNoLog = pchisq(v, 6, lower=FALSE), |
| 153 | + upperLog = pchisq(v, 6, lower=FALSE, log=TRUE)), |
| 154 | + info = "stats.pchisq" ) |
| 155 | + |
| 156 | +# test.stats.pnchisq <- function( ) { |
| 157 | +v <- (1:9)/10 |
| 158 | +expect_equal(runit_pnchisq(v), |
| 159 | + list(lowerNoLog = pchisq(v, 6, ncp=2.5, lower=TRUE, log=FALSE), |
| 160 | + lowerLog = pchisq(v, 6, ncp=2.5, log=TRUE ), |
| 161 | + upperNoLog = pchisq(v, 6, ncp=2.5, lower=FALSE), |
| 162 | + upperLog = pchisq(v, 6, ncp=2.5, lower=FALSE, log=TRUE)), |
| 163 | + info = "stats.pnchisq" ) |
| 164 | + |
| 165 | +# test.stats.pgamma <- function( ) { |
| 166 | +v <- (1:9)/10 |
| 167 | +expect_equal(runit_pgamma(v), |
| 168 | + list(lowerNoLog = pgamma(v, shape = 2.0), |
| 169 | + lowerLog = pgamma(v, shape = 2.0, log=TRUE ), |
| 170 | + upperNoLog = pgamma(v, shape = 2.0, lower=FALSE), |
| 171 | + upperLog = pgamma(v, shape = 2.0, lower=FALSE, log=TRUE)), |
| 172 | + info = "stats.pgamma" ) |
| 173 | + |
| 174 | +# test.stats.pnorm <- function( ) { |
| 175 | +v <- qnorm(seq(0.0, 1.0, by=0.1)) |
| 176 | +expect_equal(runit_pnorm(v), |
| 177 | + list(lowerNoLog = pnorm(v), |
| 178 | + lowerLog = pnorm(v, log=TRUE ), |
| 179 | + upperNoLog = pnorm(v, lower=FALSE), |
| 180 | + upperLog = pnorm(v, lower=FALSE, log=TRUE)), |
| 181 | + info = "stats.pnorm" ) |
| 182 | +## Borrowed from R's d-p-q-r-tests.R |
| 183 | +z <- c(-Inf,Inf,NA,NaN, rt(1000, df=2)) |
| 184 | +z.ok <- z > -37.5 | !is.finite(z) |
| 185 | +pz <- runit_pnorm(z) |
| 186 | +expect_equal(pz$lowerNoLog, 1 - pz$upperNoLog, info = "stats.pnorm") |
| 187 | +expect_equal(pz$lowerNoLog, runit_pnorm(-z)$upperNoLog, info = "stats.pnorm") |
| 188 | +expect_equal(log(pz$lowerNoLog[z.ok]), pz$lowerLog[z.ok], info = "stats.pnorm") |
| 189 | +## FIXME: Add tests that use non-default mu and sigma |
| 190 | + |
| 191 | +# test.stats.ppois <- function( ) { |
| 192 | +vv <- 0:20 |
| 193 | +expect_equal(runit_ppois(vv), |
| 194 | + list(lowerNoLog = ppois(vv, 0.5), |
| 195 | + lowerLog = ppois(vv, 0.5, log=TRUE), |
| 196 | + upperNoLog = ppois(vv, 0.5, lower=FALSE), |
| 197 | + upperLog = ppois(vv, 0.5, lower=FALSE, log=TRUE)), |
| 198 | + info = " stats.ppois") |
| 199 | + |
| 200 | +# test.stats.pt <- function( ) { |
| 201 | +v <- seq(0.0, 1.0, by=0.1) |
| 202 | +expect_equal(runit_pt(v), |
| 203 | + list(lowerNoLog = pt(v, 5), |
| 204 | + lowerLog = pt(v, 5, log=TRUE), |
| 205 | + upperNoLog = pt(v, 5, lower=FALSE), |
| 206 | + upperLog = pt(v, 5, lower=FALSE, log=TRUE) ), |
| 207 | + info = "stats.pt" ) |
| 208 | + |
| 209 | +# test.stats.pnt <- function( ) { |
| 210 | +v <- seq(0.0, 1.0, by=0.1) |
| 211 | +expect_equal(runit_pnt(v), |
| 212 | + list(lowerNoLog = pt(v, 5, ncp=7), |
| 213 | + lowerLog = pt(v, 5, ncp=7, log=TRUE), |
| 214 | + upperNoLog = pt(v, 5, ncp=7, lower=FALSE), |
| 215 | + upperLog = pt(v, 5, ncp=7, lower=FALSE, log=TRUE) ), |
| 216 | + info = "stats.pnt" ) |
| 217 | + |
| 218 | +# test.stats.qbinom <- function( ) { |
| 219 | +n <- 20 |
| 220 | +p <- 0.5 |
| 221 | +vv <- seq(0, 1, by = 0.1) |
| 222 | +expect_equal(runit_qbinom_prob(vv, n, p), |
| 223 | + list(lower = qbinom(vv, n, p), |
| 224 | + upper = qbinom(vv, n, p, lower=FALSE)), |
| 225 | + info = " stats.qbinom") |
| 226 | + |
| 227 | +# test.stats.qunif <- function( ) { |
| 228 | +expect_equal(runit_qunif_prob(c(0, 1, 1.1, -.1)), |
| 229 | + list(lower = c(0, 1, NaN, NaN), |
| 230 | + upper = c(1, 0, NaN, NaN)), |
| 231 | + info = "stats.qunif" ) |
| 232 | + # TODO: also borrow from R's d-p-q-r-tests.R |
| 233 | + |
| 234 | +# test.stats.qnorm <- function( ) { |
| 235 | +expect_equal(runit_qnorm_prob(c(0, 1, 1.1, -.1)), |
| 236 | + list(lower = c(-Inf, Inf, NaN, NaN), |
| 237 | + upper = c(Inf, -Inf, NaN, NaN)), |
| 238 | + info = "stats.qnorm" ) |
| 239 | +## Borrowed from R's d-p-q-r-tests.R and Wichura (1988) |
| 240 | +expect_equal(runit_qnorm_prob(c( 0.25, .001, 1e-20))$lower, |
| 241 | + c(-0.6744897501960817, -3.090232306167814, -9.262340089798408), |
| 242 | + info = "stats.qnorm", |
| 243 | + tol = 1e-15) |
| 244 | + |
| 245 | +expect_equal(runit_qnorm_log(c(-Inf, 0, 0.1)), |
| 246 | + list(lower = c(-Inf, Inf, NaN), |
| 247 | + upper = c(Inf, -Inf, NaN)), |
| 248 | + info = "stats.qnorm" ) |
| 249 | +expect_equal(runit_qnorm_log(-1e5)$lower, -447.1974945) |
| 250 | + |
| 251 | +# test.stats.qpois.prob <- function( ) { |
| 252 | +vv <- seq(0, 1, by = 0.1) |
| 253 | +expect_equal(runit_qpois_prob(vv), |
| 254 | + list(lower = qpois(vv, 0.5), |
| 255 | + upper = qpois(vv, 0.5, lower=FALSE)), |
| 256 | + info = " stats.qpois.prob") |
| 257 | + |
| 258 | +# test.stats.qt <- function( ) { |
| 259 | +v <- seq(0.05, 0.95, by=0.05) |
| 260 | +( x1 <- runit_qt(v, 5, FALSE, FALSE) ) |
| 261 | +( x2 <- qt(v, df=5, lower=FALSE, log=FALSE) ) |
| 262 | +expect_equal(x1, x2, info="stats.qt.f.f") |
| 263 | + |
| 264 | +( x1 <- runit_qt(v, 5, TRUE, FALSE) ) |
| 265 | +( x2 <- qt(v, df=5, lower=TRUE, log=FALSE) ) |
| 266 | +expect_equal(x1, x2, info="stats.qt.t.f") |
| 267 | + |
| 268 | +( x1 <- runit_qt(-v, 5, FALSE, TRUE) ) |
| 269 | +( x2 <- qt(-v, df=5, lower=FALSE, log=TRUE) ) |
| 270 | +expect_equal(x1, x2, info="stats.qt.f.t") |
| 271 | + |
| 272 | +( x1 <- runit_qt(-v, 5, TRUE, TRUE) ) |
| 273 | +( x2 <- qt(-v, df=5, lower=TRUE, log=TRUE) ) |
| 274 | +expect_equal(x1, x2, info="stats.qt.t.t") |
| 275 | + |
| 276 | + |
| 277 | +## TODO: test.stats.qgamma |
| 278 | +## TODO: test.stats.(dq)chisq |
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