tests/testthat/test_lgammaexp.R

In braunm/CppADutils: utils for using CppAD in packages

context("lgammaexp")

test_that("lgammaexp",{
    require(numDeriv)
    fn <- function(x) {lgamma(exp(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, 1.4, 1.3, -.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_lgammaexp(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-5)
    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-5)   
})