build/R3.6.3-win64/RcppEigen/tinytest/test_fastLm.R

#!/usr/bin/r -t
#
# Copyright (C) 2011 - 2019  Douglas Bates, Dirk Eddelbuettel and Romain Francois
#
# This file is part of RcppEigen
#
# RcppEigen is free software: you can redistribute it and/or modify it
# under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 2 of the License, or
# (at your option) any later version.
#
# RcppEigen is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with RcppEigen.  If not, see <http://www.gnu.org/licenses/>.

library(RcppEigen)

#test.fastLm <- function() {
data(trees, package="datasets")
flm0 <- fastLmPure(cbind(1, log(trees$Girth)), log(trees$Volume), 0L)
flm1 <- fastLmPure(cbind(1, log(trees$Girth)), log(trees$Volume), 1L)
flm2 <- fastLmPure(cbind(1, log(trees$Girth)), log(trees$Volume), 2L)
flm3 <- fastLmPure(cbind(1, log(trees$Girth)), log(trees$Volume), 3L)
flm4 <- fastLmPure(cbind(1, log(trees$Girth)), log(trees$Volume), 4L)
flm5 <- fastLmPure(cbind(1, log(trees$Girth)), log(trees$Volume), 5L)

fit       <- lm(log(Volume) ~ log(Girth), data=trees)
fitCoef   <- unname(coef(fit))
fitStdErr <- unname(coef(summary(fit))[, "Std. Error", drop = TRUE])

expect_equal(flm0$coefficients , fitCoef,   info="fastLm0.coef")
expect_equal(flm0$se           , fitStdErr, info="fastLm0.stderr")
expect_equal(flm1$coefficients , fitCoef,   info="fastLm1.coef")
expect_equal(flm1$se           , fitStdErr, info="fastLm1.stderr")
expect_equal(flm2$coefficients , fitCoef,   info="fastLm2.coef")
expect_equal(flm2$se           , fitStdErr, info="fastLm2.stderr")
expect_equal(flm3$coefficients , fitCoef,   info="fastLm3.coef")
expect_equal(flm3$se           , fitStdErr, info="fastLm3.stderr")
expect_equal(flm4$coefficients , fitCoef,   info="fastLm0.coef")
expect_equal(flm4$se           , fitStdErr, info="fastLm0.stderr")
expect_equal(flm5$coefficients , fitCoef,   info="fastLm0.coef")
expect_equal(flm5$se           , fitStdErr, info="fastLm0.stderr")


#test.fastLm.formula <- function() {
data(trees, package="datasets")
flm <- fastLm(log(Volume) ~ log(Girth), data=trees)
fit <- lm(log(Volume) ~ log(Girth), data=trees)

expect_equal(flm$coefficients, coef(fit), info="fastLm.formula.coef")
expect_equal(as.numeric(flm$se), as.numeric(coef(summary(fit))[,2]),
            info="fastLm.formula.stderr")
kylehamilton/MAJOR documentation built on May 27, 2021, 5:48 a.m.