tests/test-misc.R

In SamplerCompare: A Framework for Comparing the Performance of MCMC Samplers

# From SamplerCompare, (c) 2010 Madeleine Thompson

# This script contains a couple miscellaneous tests.

library("SamplerCompare")

# Make sure the R-C glue for distributions works by creating C and
# R versions of the same 2-D Gaussian and making sure their log density
# and its gradient agree on a randomly chosen point.

N2.C <- make.c.dist(2, "Gauss2-C", "Gauss2_log_dens", c(1, 2, 0.8),
                    mean = c(1, 2))
N2.R <- make.gaussian(c(1, 2), rho = 0.8)
x <- runif(2)

stopifnot(abs(N2.C$log.density(x) - N2.R$log.density(x)) < 1e-08)
stopifnot(max(abs(N2.C$grad.log.density(x) - N2.R$grad.log.density(x))) < 1e-08)

# Make sure multivariate Gamma distributions have a log density
# that matches both dgamma and their gradient.

k <- c(1, 2)
theta <- c(3, 4)
ds <- make.mv.gamma.dist(k, theta)
x <- runif(2)
stopifnot(abs(sum(dgamma(x, k, scale = theta, log = TRUE)) -
              ds$log.density(x)) < 1e-5)
check.dist.gradient(ds, x)