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# Copyright (C) 2012 Yohan Chalabi
#
# This program 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 or 3 of
# the License (at your option).
#
# This program 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.
#
# A copy of the GNU General Public License is available at
# http://www.r-project.org/Licenses/
test.pgl <- function() {
tol <- 5 * .Machine$double.eps
###################################
# generate different sets of parameter values
iqr <- c(1, 2)
med <- c(-1, 0, 1)
chi <- c(-.75, -.5, -.25, 0, .25, .5, .75) # take care to include
xi <- unique(sort(.5 * (1. + c(chi, -chi)))) # special cases
params <- expand.grid(med, iqr, chi, xi)
params <- rbind(params,
c(0, 1, 0, .5 - 1/sqrt(5)), # special case
c(0, 1, 0, .5 - 2/sqrt(17)),
c(0, 1, 0, .5),
c(0, 1, 1, 0),
c(0, 1, -1, 0))
# special case with different location and scale
params <- rbind(params,
c(-1, 2, 0, .5 - 1/sqrt(5)),
c(-1, 2, 0, .5 - 2/sqrt(17)),
c(-1, 2, 0, .5),
c(-1, 2, 1, 0),
c(-1, 2, -1, 0))
params <- rbind(params,
c(1, 2, 0, .5 - 1/sqrt(5)),
c(1, 2, 0, .5 - 2/sqrt(17)),
c(1, 2, 0, .5),
c(1, 2, 1, 0),
c(1, 2, -1, 0))
###################################
# test precision with a large vector of probabilities
p <- seq(0, 1, len = 1e3)
testP <- apply(params, 1, function(pars) {
q <- qgl(p, pars)
pp <- pgl(q, pars)
max(abs((p - pp))) <= tol
})
checkTrue(all(testP))
###################################
# test with NaNs in vector of probabilities
for (i in 1:nrow(params)) {
pars <- as.numeric(params[i, ])
p <- c(0, NaN, .25, NaN, .5, NaN, .75, NaN, 1, NaN)
q <- qgl(p, pars)
# check if we really have NaNs back with pgl
checkIdentical(q[c(FALSE, TRUE)], rep(NaN, 5))
# and check that other values were not changed because of the
# NaNs
idx <- c(TRUE, FALSE)
checkEquals(pgl(q[idx], pars), p[idx], tol = tol)
}
###################################
# test with NaNs in vector of probabilities
for (i in 1:nrow(params)) {
pars <- as.numeric(params[i, ])
p <- c(0, NA, .25, NA, .5, NA, .75, NA, 1, NA)
q <- qgl(p, pars)
# check if we really have NAs back with pgl
checkIdentical(q[c(FALSE, TRUE)], rep(NA_real_, 5))
# and check that other values were not changed because of the
# NAs
idx <- c(TRUE, FALSE)
checkEquals(pgl(q[idx], pars), p[idx], tol = tol)
}
###################################
# test values that are equal or smaller than 0 quantile
for (i in seq_along(idx)) {
pars <- as.numeric(params[i, ])
qmin <- qgl(0, pars)
if (is.finite(qmin)) {
checkIdentical(0, pgl(qmin, pars))
qout <- if (qmin < 0) 1.1 * qmin else 0.9 * qmin
checkIdentical(0, pgl(qout, pars))
}
}
###################################
# test values that are equal or larger than 1 quantile
for (i in seq_along(idx)) {
pars <- as.numeric(params[i, ])
qmax <- qgl(1, pars)
if (is.finite(qmax)) {
checkIdentical(1, pgl(qmax, pars))
qout <- if (qmax > 0) 1.1 * qmax else 0.9 * qmax
checkIdentical(1, pgl(qout, pars))
}
}
###################################
# test invalid options that should produce NaNs and warnings
oo <- options(warn = -1)
on.exit(options(oo))
checkTrue(all(is.nan(pgl(c(0, 0, 0), iqr = 0))))
checkTrue(all(is.nan(pgl(c(0, 0, 0), iqr = -1))))
checkTrue(all(is.nan(pgl(c(0, 0, 0), chi = -1))))
checkTrue(all(is.nan(pgl(c(0, 0, 0), chi = 1))))
checkTrue(all(is.nan(pgl(c(0, 0, 0), chi = 2))))
checkTrue(all(is.nan(pgl(c(0, 0, 0), chi = -2))))
checkTrue(all(is.nan(pgl(c(0, 0, 0), xi = 0))))
checkTrue(all(is.nan(pgl(c(0, 0, 0), xi = 1))))
checkTrue(all(is.nan(pgl(c(0, 0, 0), xi = -1))))
checkTrue(all(is.nan(pgl(c(0, 0, 0), xi = 2))))
options(warn = 2)
checkException(pgl(c(0, 0, 0), iqr = 0), silent = TRUE)
checkException(pgl(c(0, 0, 0), iqr = -1), silent = TRUE)
checkException(pgl(c(0, 0, 0), chi = -1), silent = TRUE)
checkException(pgl(c(0, 0, 0), chi = 1), silent = TRUE)
checkException(pgl(c(0, 0, 0), chi = 2), silent = TRUE)
checkException(pgl(c(0, 0, 0), chi = -2), silent = TRUE)
checkException(pgl(c(0, 0, 0), xi = 0), silent = TRUE)
checkException(pgl(c(0, 0, 0), xi = 1), silent = TRUE)
checkException(pgl(c(0, 0, 0), xi = -1), silent = TRUE)
checkException(pgl(c(0, 0, 0), xi = 2), silent = TRUE)
options(oo)
}
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