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 = 1e-6)
# 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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