Nothing
test_that("sampling from univariate normal", {
# Generate 1e4 samples from univariate Gaussian
params <- list(mean=42, sd=1)
distr <- "gaussian"
n <- 1e4
samples <- .distr_sample(params, distr, n)
# Compute empirical mean and sd
sam_mean <- mean(samples)
sam_sd <- sd(samples)
# Check how close empirical values are to the truth
m <- abs(sam_mean-42)/42
s <- abs(sam_sd-1)
expect_equal(m < 2e-3, TRUE)
expect_equal(s < 4e-2, TRUE)
})
test_that("sampling from univariate nbinom", {
# Generate 1e4 samples from negative binomial (size, prob)
params <- list(size=12,prob=0.8)
distr <- "nbinom"
n <- 1e4
samples <- .distr_sample(params, distr, n)
# Compute empirical mean
sam_mean <- mean(samples)
true_mean <- params$size*(1-params$prob)/params$prob
# Check how close empirical values are to the truth
m <- abs(sam_mean-true_mean)/true_mean
expect_equal(m < 3e-2, TRUE)
# Generate 1e4 samples from negative binomial (size, mu)
params <- list(size=12,mu=true_mean)
distr <- "nbinom"
n <- 1e4
samples <- .distr_sample(params, distr, n)
# Compute empirical mean
sam_mean <- mean(samples)
# Check how close empirical values are to the truth
m <- abs(sam_mean-params$mu)/params$mu
expect_equal(m < 3e-2, TRUE)
# Check if it returns an error when all 3 parameters are specified
params <- list(size=12,mu=true_mean,prob=0.8)
distr <- "nbinom"
n <- 1e4
expect_error(.distr_sample(params, distr, n))
# Check if it returns an error when size is not specified
params <- list(mu=true_mean,prob=0.8)
distr <- "nbinom"
n <- 1e4
expect_error(.distr_sample(params, distr, n))
})
test_that("sampling from univariate poisson", {
# Generate 1e4 samples from poisson
params <- list(lambda=10)
distr <- "poisson"
n <- 1e4
samples <- .distr_sample(params, distr, n)
# Compute empirical mean
sam_mean <- mean(samples)
# Check how close empirical values are to the truth
m <- abs(sam_mean-10)/10
expect_equal(m < 3e-2, TRUE)
})
test_that("sampling from multivariate normal", {
# Generate 1e4 samples from bivariate normal
mu=c(10,10)
Sigma= matrix(c(1,0.7,0.7,1),nrow = 2)
n <- 1e4
samples <- .MVN_sample(n, mu, Sigma)
# Compute empirical mean
sam_mean <- colMeans(samples)
# Check how close empirical values are to the truth
m <- abs(sam_mean-10)/10
expect_equal(all(m < 8e-3), TRUE)
})
test_that("MVN density works", {
# Create 3x3 covariance matrix
L <- matrix(0,nrow=3,ncol=3)
L[lower.tri(L,diag=TRUE)] <- c(0.9,0.8,0.5,0.9,0.2,0.6)
Sigma <- L%*%t(L)
# create mean vector
mu <- c(0,1,-1)
# matrix where to evaluate the MVN
xx <- matrix(c(0,2,1,
2,3,4,
0.5,0.5,0.5,
0,1,-1), ncol=3,byrow=TRUE)
res <- .MVN_density(x=xx,mu=mu,Sigma=Sigma)
true_val <- c(8.742644e-04, 1.375497e-11, 3.739985e-03, 1.306453e-01)
expect_equal(res,true_val,tolerance = "3e")
# Check if block-evaluation works
xx <- matrix(runif(3*1e4),ncol=3,byrow=TRUE)
res_chuncks <- .MVN_density(x=xx,mu=mu,Sigma=Sigma)
res_all <- .MVN_density(x=xx,mu=mu,Sigma=Sigma,max_size_x = 1e4)
expect_equal(res_chuncks,res_all)
})
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