tests/testthat/test_proflik.R

In joeguinness/GpGp: Fast Gaussian Process Computation Using Vecchia's Approximation

# 
# context("Likelihood Functions")
# 
# 
# test_that("profile likelihoods improve likelihood", {
# 
#     n1 <- 15
#     n2 <- 15
#     n <- n1*n2
#     locs <- as.matrix( expand.grid( 1:n1, 1:n2 ) )
#     ord <- order_maxmin(locs)
#     locsord <- locs[ord,]
#     m <- 20
#     NNarray <- find_ordered_nn(locsord,m=m)
#     NNlist <- group_obs(NNarray)
# 
#     covparms <- c(2,40,0.8,0.01)
#     y <- fast_Gp_sim(covparms,"matern_isotropic",locsord)
#     X <- as.matrix(rep(1,n))
#     
#     # ungrouped
#     ll1 <- vecchia_loglik(covparms,"matern_isotropic",y,locsord,NNarray)
#     ll2 <- proflik_mean(covparms,"matern_isotropic",y, X, locsord,NNarray)
#     ll3 <- proflik_variance(covparms[2:4],"matern_isotropic",y,locsord,NNarray)
#     ll4 <- proflik_mean_variance(covparms[2:4],"matern_isotropic",y, X, locsord,NNarray)
#     
#     expect_true( ll2 > ll1 )
#     expect_true( ll3 > ll1 )
#     expect_true( ll4 > ll2 )
#     expect_true( ll4 > ll3 )
#     
#     # grouped
#     ll1 <- vecchia_loglik_grouped(covparms,"matern_isotropic",y,locsord,NNlist)
#     ll2 <- proflik_mean_grouped(covparms,"matern_isotropic",y, X, locsord,NNlist)
#     ll3 <- proflik_variance_grouped(covparms[2:4],"matern_isotropic",y,locsord,NNlist)
#     ll4 <- proflik_mean_variance_grouped(covparms[2:4],"matern_isotropic",y, X, locsord,NNlist)
#     
#     expect_true( ll2 > ll1 )
#     expect_true( ll3 > ll1 )
#     expect_true( ll4 > ll2 )
#     expect_true( ll4 > ll3 )
# 
# })