tests/test-samplers.R

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

# This script makes sure that all the samplers exported in NAMESPACE
# can draw a 500-state sample from a simple 2D Gaussian implemented
# in both R and C, and that they generate results that are not horribly
# wrong.

# Since this has to run every time the package is checked, the chain
# length must be short.

library("SamplerCompare")

all.samplers <- list(
  shrinking.rank.sample, nonadaptive.crumb.sample,
  stepout.slice.sample, interval.slice.sample, hyperrectangle.sample,
  nograd.hyperrectangle.sample, arms.sample, cov.match.sample,
  multivariate.metropolis.sample, univar.metropolis.sample,
  adaptive.metropolis.sample, univar.eigen.sample, cheat.univar.eigen.sample,
  oblique.hyperrect.sample, cheat.oblique.hyperrect.sample)

results <- compare.samplers(700, list(N2weakcor.dist), all.samplers,
                       burn.in = 0.7)
stopifnot(max(results$err) < 1)

# A version of N2weakcor.dist implemented in C.
N2weakcor.dist.C <- make.c.dist(
    2, "Gauss2-C", "Gauss2_log_dens", c(N2weakcor.dist$mean, 0.8),
    mean = N2weakcor.dist$mean, cov = N2weakcor.dist$cov)

results <- compare.samplers(
    700, list(N2weakcor.dist.C), all.samplers, burn.in = 0.7)
stopifnot(max(results$err) < 1)