test_that("Ornstein-Uhlenbeck kernel", {
x <- 1:10
d <- abs(outer(x, x, "-"))
alpha <- 5
ell <- 2
K <- ou_kernel(d, amplitude = alpha, length_scale = ell)
expect_equal(
K, alpha^2 * exp(- d / ell)
)
expect_equal(
dim(d), dim(K)
)
expect_true(
all(K > 0)
)
expect_true(
all(K <= alpha^2)
)
expect_error(
ou_kernel(-1, amplitude = 1, length_scale = 2)
)
expect_error(
ou_kernel(-Inf, amplitude = 1, length_scale = 2)
)
expect_error(
ou_kernel(0, amplitude = -1, length_scale = 2)
)
expect_error(
ou_kernel(0, amplitude = Inf, length_scale = 2)
)
expect_error(
ou_kernel(0, amplitude = 1, length_scale = -2)
)
expect_error(
ou_kernel(0, amplitude = 1, length_scale = Inf)
)
})
test_that("Exponentiated Quadratic kernel", {
x <- 1:10
d <- abs(outer(x, x, "-"))
alpha <- 5
ell <- 2
K <- exp_quad_kernel(d, amplitude = alpha, length_scale = ell)
expect_equal(
K, (alpha^2 )* exp(- (d^2 )/ (2 * (ell^2)))
)
expect_equal(
dim(d), dim(K)
)
expect_true(
all(K > 0)
)
expect_true(
all(K <= alpha^2)
)
expect_error(
exp_quad_kernel(-1, amplitude = 1, length_scale = 2)
)
expect_error(
exp_quad_kernel(-Inf, amplitude = 1, length_scale = 2)
)
expect_error(
exp_quad_kernel(0, amplitude = -1, length_scale = 2)
)
expect_error(
exp_quad_kernel(0, amplitude = Inf, length_scale = 2)
)
expect_error(
exp_quad_kernel(0, amplitude = 1, length_scale = -2)
)
expect_error(
exp_quad_kernel(0, amplitude = 1, length_scale = Inf)
)
})
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