tests/Stirling-etc.R

## Copyright (C) 2012 Marius Hofert, Ivan Kojadinovic, Martin Maechler, and Jun Yan
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
## FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.

## MM --- addition: to be put into  <pkg>/tests/*.R
##    --- diagnose the .libPaths setup and why the wrong lme4 is found ...
(.lP <- .libPaths())
(.ip <- installed.packages(lib.loc = .lP[1]))[,c("Version", "Priority", "Built")]
## (l.lme4 <- with(ll, results[results[,"Package"] == "lme4", , drop=FALSE]))
## sapply(l.lme4[,"LibPath"], function(lib) packageDescription("lme4", lib.loc=lib))
sessionInfo()
## ------ end{diagnose_libPaths}

require(copula)
(isLinux <- identical("Linux", Sys.info()[["sysname"]]))
(doExtras <- copula:::doExtras())
sessionInfo()

## From source(system.file("test-tools-1.R", package = "Matrix")) :
showSys.time <- function(expr) {
    ## prepend 'Time' for R CMD Rdiff
    st <- system.time(expr)
    writeLines(paste("Time", capture.output(print(st))))
    invisible(st)
}

### Stirling numbers of the 1st kind ###########################################

S1.10 <- c(0, -362880, 1026576, -1172700, 723680,
           -269325, 63273, -9450, 870, -45, 1)
stopifnot(sapply(0:10, Stirling1, n=10) == S1.10,
          Stirling1.all(10) == S1.10[-1])

options(str = strOptions(vec.len = 10, digits.d = 20)) # for ls.str() below

ls.str(copula:::.nacopEnv)
showSys.time(S  <- Stirling1(30, 7))# updating table -> typically not zero
showSys.time(S. <- Stirling1(30, 7))# lookup  -->  should be zero
stopifnot(identical(S, S.))

ls.str(copula:::.nacopEnv)

showSys.time(s1c <- Stirling1(100,10))
s1c
(s1 <- system.time(for(i in 1:20) S. <- Stirling1(100, 10))[[1]])
stopifnot(identical(S., s1c), !isLinux || s1 <= 0.020)
showSys.time(s2c <- Stirling1(200,190)); s2c
(s2 <- system.time(for(i in 1:20) S. <- Stirling1(200,190))[[1]])
stopifnot(identical(S., s2c), !isLinux || s2 <= 0.020)
## 0.010 occasionally barely fails (prints "0.010") on Martin's X201


### Stirling numbers of the 2nd kind ###########################################

S2.10 <- c(0, 1, 511, 9330, 34105, 42525, 22827, 5880, 750, 45, 1)
stopifnot(sapply(0:10, Stirling2, n=10, method="direct") == S2.10,
          sapply(0:10, Stirling2, n=10, method="lookup") == S2.10,
          Stirling2.all(10) == S2.10[-1])

ls.str(copula:::.nacopEnv)
showSys.time(S  <- Stirling2(30, 7))# updating table -> typically not zero
showSys.time(S. <- Stirling2(30, 7))# lookup  -->  should be zero
stopifnot(identical(S, S.),
          all.equal(S, Stirling2(30,7, method="direct"), tolerance=1e-15))

ls.str(copula:::.nacopEnv)

rbind(C.direct = system.time(Sd <- Stirling2(100,10, method="direct")),
      C.lookup = system.time(Sl <- Stirling2(100,10, method="lookup")))
## should be equal; and lookup time should be "zero" when called again:
(s3 <- system.time(for(i in 1:20) S. <- Stirling2(100, 10))[[1]])
stopifnot(all.equal(Sd, Sl, tolerance = 1e-15), !isLinux || s3 <= 0.020)
## 0.010 fails on good ole' Solaris when that is busy..
## Here, the direct method already overflows, but the "lookup" still works
rbind(C.direct = system.time(Sd <- Stirling2(200,190, method="direct")),
      C.lookup = system.time(Sl <- Stirling2(200,190, method="lookup")))
Sd ; Sl
(s4 <- system.time(for(i in 1:20) S. <- Stirling2(200,190))[[1]])
stopifnot(!isLinux || s4 <= 0.025)
# 0.010 occasionally barely fails (prints "0.010") on Martin's X201


### Eulerian Numbers ###########################################################

##' cheap "direct" version of Eulerian.all():
Euleri.A <- function(n)
    sapply(0:max(0,n-1), Eulerian, n=n, method="direct")
stopifnot(identical(Euler.l5 <- lapply(0:5, Euleri.A),
		    list(1,
			 1,
			 c(1, 1),
			 c(1, 4, 1),
			 c(1, 11, 11, 1),
			 c(1, 26, 66, 26, 1))))

p.Eul <- function(n) {
    plot(E1 <- Eulerian.all(n), log="y", yaxt="n",
         xlab = "k", ylab = bquote(A(.(n), k)),
         main = bquote("Eulerian numbers "* A(.(n), k)))
    if(require("sfsmisc"))
	eaxis(2, quantile(axTicks(2), (0:16)/16, type=3), at.small=numeric())
    else axis(2)
    lines(E2 <- Euleri.A(n), col="green3", type="o")
    invisible(cbind(E1=E1, E2=E2))
}

if(!dev.interactive(orNone=TRUE)) pdf("Eulerian-ex.pdf")

e60 <- p.Eul(60); all.equal(e60[,2],e60[,1], tolerance=0) ## 3.82e-09
e70 <- p.Eul(70); all.equal(e70[,2],e70[,1])      ## 2.97e-6
e90 <- p.Eul(90); all.equal(e90[,2],e90[,1])      ## 0.032
e100 <- p.Eul(100); all.equal(e100[,2],e100[,1])  ## 0.80028 --- visible in center
e110 <- p.Eul(110); all.equal(e110[,2],e110[,1])  ## 0.992   --- visible in center
e120 <- p.Eul(120); all.equal(e120[,2],e120[,1])  ## 1 -- problem in center
e150 <- p.Eul(150) ## clear problem in center -- close to overflow though
e170 <- p.Eul(170) ## clear problem in center -- close to overflow though
max(e170[,"E1"]) # 7.5964e+305 -- almost maximum
dev.off()

### Bernoulli  numbers =========================================================

##--- see  example(Bernoulli)  --->  ../man/Bernoulli.Rd ------
##---                                ~~~~~~~~~~~~~~~~~~~ ------

## BUT -- the algorithm is *really* not accurate enough ...
## ---> try to work with higher precision
## ---> Use package "Rmpfr"  and its own  Bernoulli() / Bernoulli.all()

## NB: The following does not print *unless* you evaluate it *outside*
##     the if(..) clause
if(doExtras && require("Rmpfr")) { ## note that it has its own Bernoulli() !
    if(!dev.interactive(orNone=TRUE)) pdf("Bernoulli-ex.pdf")
    ## Bernoulli.all(.. prec = <n> )  --> automatically uses 'Rmpfr' arithmetic
    showSys.time(B100 <- Bernoulli.all(100)) # still less than a milli second
    showSys.time(B100.250 <- as.numeric(Bernoulli.all(100, prec = 250)))
    ## 0.75 sec [Core i5 (2010)]
    re <- log(abs(1 - B100/B100.250))
    m <- cbind(Bn = B100, Bn.250 = B100.250, "-log10(rel.Err)" =
               -round(re/log(10), 2))
    rownames(m) <- paste("n=",0:100, sep="")
    m[1:5,]
    print(m[2*(1:15) -1,]) ## for n=10: still 8 correct digits

    showSys.time(B100.1k <- as.numeric(Bernoulli.all(100, prec = 1024)))
    ## The first 34 are "the same", but after [41],
    ## even 250 precBits were *not* sufficient:
    print(round(log10(abs(1 - B100.250/B100.1k))[seq(1,99,by=2)], 2))

    ## some accuracy investigation:
    nn <- 8:100; nn <- nn[nn %% 2 == 0]; nn
    B.asy  <- sapply(nn, copula::Bernoulli, method="asymp")
    B.sumB <- sapply(nn, copula::Bernoulli, method="sumBin")
    B.prec <- Rmpfr::Bernoulli(nn, precBits = 2048)
    relErr <- as.numeric(1 - B.asy  / B.prec)
    relE2 <-  as.numeric(1 - B.sumB / B.prec)

    matplot(nn, abs(cbind(relErr, relE2)), pch=1:2,
            main = "| rel.Error { Bernoulli(n) } |",
            xlab = expression(n), axes=FALSE,
            ylim = c(1e-15, 1e-4), log="y", type="b")
    sfsmisc::eaxis(1); sfsmisc::eaxis(2)
    legend("topright", c("asymp","sumBin"), bty="n", col=1:2, lty=1:2, pch=1:2)
    ##--> an optimal "hybrid" method will use "asymp" from about n ~= 20

    dev.off()
} ## end if(require("Rmpfr"))



### Polylogarithm Function #####################################################

EQ <- function(x,y, tol = 1e-15) all.equal(x,y, tolerance=tol)

x <- (0:127)/128 # < 1
stopifnot(EQ(polylog(s =  1,  x, n.sum=10000), -log(1-x)),
	  EQ(polylog(s = -1, .1, n.sum=	 100), 10/81),
	  EQ(polylog(s = -1, .1, "negI-s-Stirling"),       10/81),
	  EQ(polylog(x, -1, "negI-s-Stirling"), x /(1-x)^2),
	  EQ(polylog(x, -2, "negI-s-Stirling"), x*(1+x)/(1-x)^3),
	  EQ(polylog(x, -4, "negI-s-Stirling"), x*(1+x)*(1+x*(10+x)) / (1-x)^5),
	  identical(	      polylog	  (x, -4, "negI-s-Stirling"),
		    Vectorize(polylog,"z")(x, -4, "negI-s-Stirling")),
	  identical(	      polylog	  (x, -4, "sum", n.sum=10000),
		    Vectorize(polylog,"z")(x, -4, "sum", n.sum=10000)),
	  EQ(polylog(x, -1, "negI-s-Eulerian"), x /(1-x)^2),
	  EQ(polylog(x, -2, "negI-s-Eulerian"), x*(1+x)/(1-x)^3),
	  EQ(polylog(x, -4, "negI-s-Eulerian"), x*(1+x)*(1+x*(10+x)) / (1-x)^5),
          TRUE)

##--> now do plots etc in  ../man/polylog.Rd :
##                         ~~~~~~~~~~~~~~~~~


### Debye Functions ---- Better treat with (NA, NaN, Inf) than gsl's debye:
##  --------------- -> ../R/special-func.R
x <- c(NA, NaN, 0, 1e-100, 1e-10, .01, .1, 1:10, 20, 1e10, 1e100, Inf)
D1 <- copula:::debye1(x)
D2 <- copula:::debye2(x)
(isI <- which(x == Inf))
cbind(x, D1, D2)

stopifnot(is.na(c(D1[1],D2[1])), is.nan(c(D1[2],D2[2])),
          !is.na(D1[-(1:2)]), !is.nan(D1[-2]),
          !is.na(D2[-(1:2)]), !is.nan(D2[-2]),
          D1[isI] == 0,
          D2[isI] == 0)

### lsum() and lssum() --------------
 lsum <- copula:::lsum
lssum <- copula:::lssum
lsum0 <- function(lx) log(sum(exp(lx)))

lx1 <- 10*(-80:70) # is easy
lx2 <- 600:750     # lsum0() not ok [could work with rescaling]
lx3 <- -(750:900)  # lsum0() = -Inf - not good enough
m3 <- cbind(lx1,lx2,lx3)
lx6 <- lx5 <- lx4 <- lx3
lx4[149:151] <- -Inf ## = log(0)
lx5[150] <- Inf
lx6[1] <- NA_real_
m6 <- cbind(m3,lx4,lx5,lx6)
stopifnot(all.equal(lsum(lx1), lsum0(lx1)),
          all.equal((ls1 <- lsum(lx1)),  700.000045400960403, tol=8e-16),
          all.equal((ls2 <- lsum(lx2)),  750.458675145387133, tol=8e-16),
          all.equal((ls3 <- lsum(lx3)), -749.541324854612867, tol=8e-16),
          ## identical: matrix-version <==> vector versions
	  identical(lsum(lx4), ls3),
	  identical(lsum(lx4), lsum(head(lx4, -3))), # the last three were -Inf
	  identical(lsum(lx5), Inf),
	  identical(lsum(lx6), lx6[1]),
	  identical((lm3 <- lsum(m3)), c(lx1=ls1, lx2=ls2, lx3=ls3)),
	  identical(lsum(m6), c(lm3, lx4=ls3, lx5=Inf, lx6=lx6[1])),
          TRUE)

## TODO: lssum()   testing !!

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copula documentation built on Sept. 11, 2024, 7:48 p.m.