context("lgamma1p")
test_that("lgamma1p",{
require(numDeriv)
fn <- function(x) {lgamma(1+x)}
R_func <- function(x) {
n <- length(x)/2
res <- 0
for (i in 1:n) {
res <- res + fn(x[2*(i-1)+1]) * fn(x[2*i])
}
return(res)
}
x <- c(2, .3, 4.4, 3.3, 4, 8)
R_val <- R_func(x)
R_grad <- grad(R_func, x)
R_hess <- hessian(R_func, x, method.args=list(r=8))
R_hess_spLT <- tril(drop0(R_hess, 1e-8))
c_list <- cppad_lgamma1p(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)
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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