inst/unitTests/runit.stats.R

In Rcpp: Seamless R and C++ Integration

#!/usr/bin/r -t
# -*- mode: R; tab-width: 4; -*-
#
# Copyright (C) 2010 - 2013  Dirk Eddelbuettel and Romain Francois
#
# This file is part of Rcpp.
#
# Rcpp 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.
#
# Rcpp 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 Rcpp.  If not, see <http://www.gnu.org/licenses/>.

.runThisTest <- Sys.getenv("RunAllRcppTests") == "yes"

if (.runThisTest) {

.setUp <- Rcpp:::unit_test_setup( "stats.cpp" )

test.stats.dbeta <- function() {
    vv <- seq(0, 1, by = 0.1)
    a <- 0.5; b <- 2.5
    checkEquals(runit_dbeta(vv, a, b),
                list(
                     NoLog = dbeta(vv, a, b),
                     Log   = dbeta(vv, a, b, log=TRUE)
                     ),
                msg = " stats.qbeta")
}

test.stats.dbinom <- function( ){
	v <- 1:10
	checkEquals(runit_dbinom(v) ,
                list(
                    false = dbinom(v, 10, .5),
                    true = dbinom(v, 10, .5, TRUE )
                ), msg = "stats.dbinom" )
}

test.stats.dunif <- function() {
    vv <- seq(0, 1, by = 0.1)
    checkEquals(runit_dunif(vv),
                list(
                    NoLog_noMin_noMax = dunif(vv),
                    NoLog_noMax = dunif(vv, 0),
                    NoLog = dunif(vv, 0, 1),
                     Log   = dunif(vv, 0, 1, log=TRUE),
                     Log_noMax   = dunif(vv, 0, log=TRUE)
                     #,Log_noMin_noMax   = dunif(vv, log=TRUE)  ## wrong answer
                     ),
                msg = " stats.dunif")
}

test.stats.dgamma <- function( ) {
    v <- 1:4
    checkEquals(runit_dgamma(v),
                list( NoLog = dgamma(v, 1.0, 1.0),
                      Log = dgamma(v, 1.0, 1.0, log = TRUE ),
                      Log_noRate = dgamma(v, 1.0, log = TRUE )
                ), msg = "stats.dgamma" )
}


test.stats.dpois <- function( ){
	v <- 0:5
	checkEquals(runit_dpois(v) ,
                list( false = dpois(v, .5),
                      true = dpois(v, .5, TRUE )
                ), msg = "stats.dpois" )
}

test.stats.dnorm <- function( ) {
    v <- seq(0.0, 1.0, by=0.1)
    checkEquals(runit_dnorm(v),
                list( false_noMean_noSd = dnorm(v),
                      false_noSd = dnorm(v, 0.0),
                      false = dnorm(v, 0.0, 1.0),
                      true = dnorm(v, 0.0, 1.0, log=TRUE ),
                      true_noSd = dnorm(v, 0.0, log=TRUE ),
                      true_noMean_noSd = dnorm(v, log=TRUE )
                ), msg = "stats.dnorm" )
}

test.stats.dt <- function( ) {
	v <- seq(0.0, 1.0, by=0.1)
    checkEquals(runit_dt(v),
                list( false = dt(v, 5),
                      true = dt(v, 5, log=TRUE ) # NB: need log=TRUE here
                ), msg = "stats.dt" )
}

test.stats.pbeta <- function( ) {
    a <- 0.5; b <- 2.5
    v <- qbeta(seq(0.0, 1.0, by=0.1), a, b)
    checkEquals(runit_pbeta(v, a, b),
                list(lowerNoLog = pbeta(v, a, b),
                     lowerLog   = pbeta(v, a, b,              log=TRUE),
                     upperNoLog = pbeta(v, a, b, lower=FALSE),
                     upperLog   = pbeta(v, a, b, lower=FALSE, log=TRUE)
                     ),
                msg = " stats.pbeta" )
    ## Borrowed from R's d-p-q-r-tests.R
    x <- c(.01, .10, .25, .40, .55, .71, .98)
    pbval <- c(-0.04605755624088, -0.3182809860569, -0.7503593555585,
               -1.241555830932, -1.851527837938, -2.76044482378, -8.149862739881)
    checkEqualsNumeric(runit_pbeta(x, 0.8, 2)$upperLog, pbval, msg = " stats.pbeta")
    checkEqualsNumeric(runit_pbeta(1-x, 2, 0.8)$lowerLog, pbval, msg = " stats.pbeta")
}

test.stats.pbinom <- function( ) {
    n <- 20
    p <- 0.5
    vv <- 0:n
    checkEquals(runit_pbinom(vv, n, p),
                list(lowerNoLog = pbinom(vv, n, p),
                     lowerLog   = pbinom(vv, n, p, log=TRUE),
                     upperNoLog = pbinom(vv, n, p, lower=FALSE),
                     upperLog   = pbinom(vv, n, p, lower=FALSE, log=TRUE)
                     ),
                msg = " stats.pbinom")
}

test.stats.pcauchy <- function( ) {
    location <- 0.5
    scale <- 1.5
    vv <- 1:5
    checkEquals(runit_pcauchy(vv, location, scale),
                list(lowerNoLog = pcauchy(vv, location, scale),
                     lowerLog   = pcauchy(vv, location, scale, log=TRUE),
                     upperNoLog = pcauchy(vv, location, scale, lower=FALSE),
                     upperLog   = pcauchy(vv, location, scale, lower=FALSE, log=TRUE)
                     ),
                msg = " stats.pcauchy")
}

test.stats.punif <- function( ) {
    v <- qunif(seq(0.0, 1.0, by=0.1))
    checkEquals(runit_punif(v),
                list(lowerNoLog = punif(v),
                     lowerLog   = punif(v, log=TRUE ),
                     upperNoLog = punif(v, lower=FALSE),
                     upperLog   = punif(v, lower=FALSE, log=TRUE)
                     ),
                msg = "stats.punif" )
    # TODO: also borrow from R's d-p-q-r-tests.R
}

test.stats.pf <- function( ) {
    v <- (1:9)/10
    checkEquals(runit_pf(v),
                list(lowerNoLog = pf(v, 6, 8, lower=TRUE, log=FALSE),
                     lowerLog   = pf(v, 6, 8, log=TRUE ),
                     upperNoLog = pf(v, 6, 8, lower=FALSE),
                     upperLog   = pf(v, 6, 8, lower=FALSE, log=TRUE)
                     ),
                msg = "stats.pf" )
}

test.stats.pnf <- function( ) {
    v <- (1:9)/10
    checkEquals(runit_pnf(v),
                list(lowerNoLog = pf(v, 6, 8, ncp=2.5, lower=TRUE, log=FALSE),
                     lowerLog   = pf(v, 6, 8, ncp=2.5, log=TRUE ),
                     upperNoLog = pf(v, 6, 8, ncp=2.5, lower=FALSE),
                     upperLog   = pf(v, 6, 8, ncp=2.5, lower=FALSE, log=TRUE)
                     ),
                msg = "stats.pnf" )
}

test.stats.pchisq <- function( ) {
    v <- (1:9)/10
    checkEquals(runit_pchisq(v),
                list(lowerNoLog = pchisq(v, 6, lower=TRUE, log=FALSE),
                     lowerLog   = pchisq(v, 6, log=TRUE ),
                     upperNoLog = pchisq(v, 6, lower=FALSE),
                     upperLog   = pchisq(v, 6, lower=FALSE, log=TRUE)
                     ),
                msg = "stats.pchisq" )
}

test.stats.pnchisq <- function( ) {
    v <- (1:9)/10
    checkEquals(runit_pnchisq(v),
                list(lowerNoLog = pchisq(v, 6, ncp=2.5, lower=TRUE, log=FALSE),
                     lowerLog   = pchisq(v, 6, ncp=2.5, log=TRUE ),
                     upperNoLog = pchisq(v, 6, ncp=2.5, lower=FALSE),
                     upperLog   = pchisq(v, 6, ncp=2.5, lower=FALSE, log=TRUE)
                     ),
                msg = "stats.pnchisq" )
}

test.stats.pgamma <- function( ) {
    v <- (1:9)/10
    checkEquals(runit_pgamma(v),
                list(lowerNoLog = pgamma(v, shape = 2.0),
                     lowerLog   = pgamma(v, shape = 2.0, log=TRUE ),
                     upperNoLog = pgamma(v, shape = 2.0, lower=FALSE),
                     upperLog   = pgamma(v, shape = 2.0, lower=FALSE, log=TRUE)
                     ),
                msg = "stats.pgamma" )
}


test.stats.pnorm <- function( ) {
    v <- qnorm(seq(0.0, 1.0, by=0.1))
    checkEquals(runit_pnorm(v),
                list(lowerNoLog = pnorm(v),
                     lowerLog   = pnorm(v, log=TRUE ),
                     upperNoLog = pnorm(v, lower=FALSE),
                     upperLog   = pnorm(v, lower=FALSE, log=TRUE)
                     ),
                msg = "stats.pnorm" )
    ## Borrowed from R's d-p-q-r-tests.R
    z <- c(-Inf,Inf,NA,NaN, rt(1000, df=2))
    z.ok <- z > -37.5 | !is.finite(z)
    pz <- runit_pnorm(z)
    checkEqualsNumeric(pz$lowerNoLog, 1 - pz$upperNoLog, msg = "stats.pnorm")
    checkEqualsNumeric(pz$lowerNoLog, runit_pnorm(-z)$upperNoLog, msg = "stats.pnorm")
    checkEqualsNumeric(log(pz$lowerNoLog[z.ok]), pz$lowerLog[z.ok], msg = "stats.pnorm")
    ## FIXME: Add tests that use non-default mu and sigma
}

test.stats.ppois <- function( ) {
    vv <- 0:20
    checkEquals(runit_ppois(vv),
                list(lowerNoLog = ppois(vv, 0.5),
                     lowerLog   = ppois(vv, 0.5,              log=TRUE),
                     upperNoLog = ppois(vv, 0.5, lower=FALSE),
                     upperLog   = ppois(vv, 0.5, lower=FALSE, log=TRUE)
                     ),
                msg = " stats.ppois")
}

test.stats.pt <- function( ) {
	v <- seq(0.0, 1.0, by=0.1)
    checkEquals(runit_pt(v),
                list(lowerNoLog = pt(v, 5),
                     lowerLog   = pt(v, 5,              log=TRUE),
                     upperNoLog = pt(v, 5, lower=FALSE),
                     upperLog   = pt(v, 5, lower=FALSE, log=TRUE) ),
                msg = "stats.pt" )
}

test.stats.pnt <- function( ) {
	v <- seq(0.0, 1.0, by=0.1)
    checkEquals(runit_pnt(v),
                list(lowerNoLog = pt(v, 5, ncp=7),
                     lowerLog   = pt(v, 5, ncp=7,              log=TRUE),
                     upperNoLog = pt(v, 5, ncp=7, lower=FALSE),
                     upperLog   = pt(v, 5, ncp=7, lower=FALSE, log=TRUE) ),
                msg = "stats.pnt" )
}

test.stats.qbinom <- function( ) {
    n <- 20
    p <- 0.5
    vv <- seq(0, 1, by = 0.1)
    checkEquals(runit_qbinom_prob(vv, n, p),
                list(lower = qbinom(vv, n, p),
                     upper = qbinom(vv, n, p, lower=FALSE)
                     ),
                msg = " stats.qbinom")
}

test.stats.qunif <- function( ) {
    checkEquals(runit_qunif_prob(c(0, 1, 1.1, -.1)),
                list(lower = c(0, 1, NaN, NaN),
                     upper = c(1, 0, NaN, NaN)
                     ),
                msg = "stats.qunif" )
    # TODO: also borrow from R's d-p-q-r-tests.R
}

test.stats.qnorm <- function( ) {
    checkEquals(runit_qnorm_prob(c(0, 1, 1.1, -.1)),
                list(lower = c(-Inf, Inf, NaN, NaN),
                     upper = c(Inf, -Inf, NaN, NaN)
                     ),
                msg = "stats.qnorm" )
    ## Borrowed from R's d-p-q-r-tests.R and Wichura (1988)
    checkEqualsNumeric(runit_qnorm_prob(c( 0.25,  .001,	 1e-20))$lower,
                       c(-0.6744897501960817, -3.090232306167814, -9.262340089798408),
                       msg = "stats.qnorm",
                       tol = 1e-15)

    checkEquals(runit_qnorm_log(c(-Inf, 0, 0.1)),
                list(lower = c(-Inf, Inf, NaN),
                     upper = c(Inf, -Inf, NaN)
                     ),
                msg = "stats.qnorm" )
    checkEqualsNumeric(runit_qnorm_log(-1e5)$lower, -447.1974945)
}

test.stats.qpois.prob <- function( ) {
    vv <- seq(0, 1, by = 0.1)
    checkEquals(runit_qpois_prob(vv),
                list(lower = qpois(vv, 0.5),
                     upper = qpois(vv, 0.5, lower=FALSE)
                     ),
                msg = " stats.qpois.prob")
}

test.stats.qt <- function( ) {
    v <- seq(0.05, 0.95, by=0.05)
    ( x1 <- runit_qt(v, 5, FALSE, FALSE) )
    ( x2 <- qt(v, df=5, lower=FALSE, log=FALSE) )
    checkEquals(x1, x2, msg="stats.qt.f.f")

    ( x1 <- runit_qt(v, 5, TRUE, FALSE) )
    ( x2 <- qt(v, df=5, lower=TRUE, log=FALSE) )
    checkEquals(x1, x2, msg="stats.qt.t.f")

	( x1 <- runit_qt(-v, 5, FALSE, TRUE) )
    ( x2 <- qt(-v, df=5, lower=FALSE, log=TRUE) )
    checkEquals(x1, x2, msg="stats.qt.f.t")

    ( x1 <- runit_qt(-v, 5, TRUE, TRUE) )
    ( x2 <- qt(-v, df=5, lower=TRUE, log=TRUE) )
    checkEquals(x1, x2, msg="stats.qt.t.t")

}

# TODO: test.stats.qgamma
# TODO: test.stats.(dq)chisq

}