context("atan2a")
test_that("atan2a",{
require(numDeriv)
fn <- function(x,y) {
res <- atan2(x,y)
return(res)
}
R_func <- function(x) {
n <- length(x)/2
res <- 0
for (i in 1:n) {
res <- res + fn(x[2*(i-1)+1], x[2*i])
}
return(res^2)
}
x <- c(.2,.3,.4,.5)
R_val <- R_func(x)
R_grad <- grad(R_func, x, method.args=list(r=8))
R_hess <- hessian(R_func, x, method.args=list(r=8))
R_hess_spLT <- tril(drop0(R_hess, 1e-8))
c_list <- cppad_atan2a(x)
c_val <- c_list$val
c_grad <- c_list$grad
c_hess_dense <- c_list$hess.dense
c_hess_sp <- c_list$hess.sp
c_hess_spLT <- tril(drop0(c_list$hess.spLT, 1e-8))
expect_equal(c_val, R_val)
expect_equal(c_grad, R_grad, tolerance=1e-7)
expect_equal(drop0(c_hess_dense), drop0(R_hess, 1e-8), tolerance=1e-8)
expect_equal(c_hess_dense, c_hess_sp)
expect_equal(c_hess_spLT, tril(drop0(c_hess_sp, 1e-8)))
expect_equal(c_hess_spLT, R_hess_spLT, tolerance=1e-8)
})
context("atan2b")
test_that("atan2b",{
require(numDeriv)
## require(CppADutils)
fn1 <- function(x,y) {
res1 <- atan2(x,y)
return(res1)
}
fn2 <- function(a, b) {
res2 <- a^b
return(res2)
}
R_func <- function(x) {
n <- length(x)/2
res1 <- 0
res2 <- 0
for (i in 1:n) {
res1 <- res1 + fn1(x[2*(i-1)+1], x[2*i])
res2 <- res2 + fn2(x[2*(i-1)+1], x[2*i])
}
return(res1*res2)
}
x <- c(.2, .3, .4, .5)
R_val <- R_func(x)
R_grad <- grad(R_func, x, method.args=list(r=8))
R_hess <- hessian(R_func, x, method.args=list(r=8))
R_hess_spLT <- tril(drop0(R_hess, 1e-8))
c_list <- cppad_atan2b(x)
c_val <- c_list$val
c_grad <- c_list$grad
c_hess_dense <- c_list$hess.dense
c_hess_sp <- c_list$hess.sp
c_hess_spLT <- tril(drop0(c_list$hess.spLT, 1e-8))
expect_equal(c_val, R_val)
expect_equal(c_grad, R_grad, tolerance=1e-7)
expect_equal(drop0(c_hess_dense), drop0(R_hess, 1e-8), tolerance=1e-8)
expect_equal(c_hess_dense, c_hess_sp)
expect_equal(c_hess_spLT, tril(drop0(c_hess_sp, 1e-8)))
expect_equal(c_hess_spLT, R_hess_spLT, tolerance=1e-8)
})
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