tests/testthat/test-npdWarningWLS.R

In OpenMx/OpenMx: Extended Structural Equation Modelling

library(OpenMx)
library(testthat)
context("npdWarningWLS")

set.seed(1)

#
# Step 2: set up simulation parameters 
# Note: nVariables>=3, nThresholds>=1, nSubjects>=nVariables*nThresholds (maybe more)
# and model should be identified
#
nVariables<-5
nFactors<-1
nThresholds<-3
nSubjects<-500
isIdentified<-function(nVariables,nFactors) as.logical(1+sign((nVariables*(nVariables-1)/2) -  nVariables*nFactors + nFactors*(nFactors-1)/2))
# if this function returns FALSE then model is not identified, otherwise it is.
isIdentified(nVariables,nFactors)

loadings <- matrix(.9,nrow=nVariables,ncol=nFactors)
residuals <- 1 - (loadings * loadings)
sigma <- loadings %*% t(loadings) + vec2diag(residuals)
mu <- matrix(0,nrow=nVariables,ncol=1)
# Step 3: simulate multivariate normal data
set.seed(1234)
continuousData <- mvtnorm::rmvnorm(n=nSubjects,mu,sigma)

# Step 4: chop continuous variables into ordinal data 
# with nThresholds+1 approximately equal categories, based on 1st variable
quants<-quantile(continuousData[,1],  probs = c((1:nThresholds)/(nThresholds+1)))
ordinalData<-matrix(0,nrow=nSubjects,ncol=nVariables)
for(i in 1:nVariables)
{
  ordinalData[,i] <- cut(as.vector(continuousData[,i]),c(-Inf,quants,Inf))
}

# Step 5: make the ordinal variables into R factors
ordinalData <- mxFactor(as.data.frame(ordinalData),levels=c(1:(nThresholds+1)))

dualData <- cbind(continuousData,ordinalData)

colnames(dualData) <- paste0('v', 1:ncol(dualData))

mxd <- omxCheckWarning(omxAugmentDataWithWLSSummary(mxData(dualData, 'raw'), type="ULS", fullWeight=FALSE,
	allContinuousMethod="marginals"),
                              "fake.data: marginal covariance matrix is non-positive definite")

cov <- mxd$observedStats$cov
omxCheckTrue(any(eigen(cov)$val < 0))