context("incbeta")
test_that("incbeta",{
require(numDeriv)
R_func <- function(x) {
n <- length(x)/3
res <- 0
for (i in 1:n) {
res <- res + pbeta(x[3*(i-1)+1], x[3*(i-1)+2], x[3*i])
}
return(res*res)
}
x <- c(0.8, 2.3, 4.4, 0.3, 2.0, 2.1)
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_incbeta(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(c_list$hess.spLT)
expect_equal(c_val, R_val)
expect_equal(c_grad, R_grad, tolerance=1e-5)
expect_equal(c_hess_dense, R_hess, tolerance=1e-6)
expect_equal(c_hess_dense, c_hess_sp)
expect_equal(c_hess_spLT, tril(drop0(c_hess_sp, 1e-8)))
expect_equal(c_hess_spLT, R_hess_spLT, tolerance=1e-6)
})
context("incbeta2")
test_that("incbeta2",{
require(numDeriv)
halft <- function(z, v, s) {
res <- lgamma((v+1)/2) - lgamma(v/2)
res <- res - 0.5*((v+1)*log(1+z^2/(v*s^2)) + log(pi * v)) - log(s)
res <- res + log(2)
return(res)
}
R_func <- function(x) {
n <- length(x)/3
res1 <- 0
res2 <- 0
for (i in 1:n) {
res1 <- res1 + pbeta(x[3*(i-1)+1], x[3*(i-1)+2], x[3*i])
res2 <- res2 + halft(x[3*(i-1)+1], x[3*(i-1)+2], x[3*i])
}
return(res1*res2)
}
x <- c(0.8, 2.3, 4.4, 0.3, 2.0, 2.1)
R_val <- R_func(x)
R_grad <- grad(R_func, x, method.args=list(r=8))
R_hess <- hessian(R_func, x, method.args=list(r=8))
R_hess_spLT <- tril(drop0(R_hess, 1e-8))
c_list <- cppad_incbeta2(x)
c_val <- c_list$val
c_grad <- c_list$grad
c_hess_dense <- c_list$hess.dense
c_hess_sp <- c_list$hess.sp
c_hess_spLT <- tril(c_list$hess.spLT)
expect_equal(c_val, R_val)
expect_equal(c_grad, R_grad, tolerance=1e-5)
expect_equal(c_hess_dense, R_hess, tolerance=1e-6)
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-6)
})
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