Nothing
.setUp <-function () {
#library(MASS)
.setUpDf <- within( list(),{
x <- seq(0,1,length.out=41)[-c(1,41)]; #x[1] = x[1] + .Machine$double.eps; x[length(x)] <- x[length(x)]- .Machine$double.eps
lx <- logit(x)
})
attach(.setUpDf)
}
.tearDown <- function () {
#detach(.setUpDf)
detach()
}
test.inverseSame <- function(){
xnorm <- logit(x)
xinv <- invlogit(xnorm)
checkEquals(x, xinv)
}
test.plogitnorm <- function(){
px <- plogitnorm(x) #percentiles
checkEquals( pnorm(lx), px)
px2 <- plogitnorm(x,mu=2,sigma=1)
checkEquals( pnorm(lx,mean=2,sd=1), px2)
#plot( px ~ x)
#plot( px ~ logit(x))
#lines( pnorm( logit(x)) ~ logit(x) )
}
test.twCoefLogitnorm <- function(){
theta <- twCoefLogitnorm(0.7,0.9,perc=0.999)
px <- plogitnorm(x,mu=theta[1],sigma=theta[2]) #percentiles function
dx <- dlogitnorm(x,mu=theta[1],sigma=theta[2]) #density function
#plot(px~x); abline(v=c(0.7,0.9)); abline(h=c(0.5,0.975))
#plot(dx~x); abline(v=c(0.7,0.9))
# upper percentile at 0.9
checkEquals(which.min(abs(px-0.999)), which(x==0.9) )
checkEquals(which.min(abs(px-0.5)), which.min(abs(x-0.7)) )
# mode at 0.7
#checkEquals(which(abs(x-0.7)<.Machine$double.eps), which.max(dx) )
}
test.twCoefLogitnormN <- function(){
quant=c(0.7,0.8,0.9)
perc=c(0.5,0.75,0.975)
(theta <- twCoefLogitnormN( quant=quant, perc=perc ))
#px <- plogitnorm(x,mu=theta[1],sigma=theta[2]) #percentiles function
#dx <- dlogitnorm(x,mu=theta[1],sigma=theta[2]) #density function
#plot(px~x); abline(v=quant,col="gray"); abline(h=perc,col="gray")
}
test.twCoefLogitnormMLE <- function(){
theta <- twCoefLogitnormMLE(0.7,0.9,perc=0.975)
px <- plogitnorm(x,mu=theta[1],sigma=theta[2]) #percentiles function
dx <- dlogitnorm(x,mu=theta[1],sigma=theta[2]) #density function
#plot(px~x); abline(v=c(0.7,0.9)); abline(h=c(0.5,0.975))
#plot(dx~x); abline(v=c(0.7,0.9))
# upper percentile at 0.9
checkEquals(which.min(abs(px-0.975)), which(x==0.9) )
# mode at 0.7
checkEquals(which.min(abs(x-0.7)), which.max(dx) )
}
test.twCoefLogitnormE <- function(){
theta <- twCoefLogitnormE(0.7,0.9)
px <- plogitnorm(x,mu=theta[1],sigma=theta[2]) #percentiles function
dx <- dlogitnorm(x,mu=theta[1],sigma=theta[2]) #density function
#plot(px~x); abline(v=c(0.7,0.9)); abline(h=c(0.5,0.975))
#plot(dx~x); abline(v=c(0.7,0.9))
# upper percentile at 0.9
checkEquals(which.min(abs(px-0.975)), which(x==0.9) )
# mean at 0.7
checkEqualsNumeric( momentsLogitnorm(mu=theta[1],sigma=theta[2])["mean"], 0.7, tolerance=1e-3)
z <- rlogitnorm(1e5, mu=theta[1],sigma=theta[2])
checkEqualsNumeric(0.7, mean(z), tolerance=5e-3 )
}
.tmp.f <- function(){
px <- plogitnorm(x) #percentiles
plot( px ~ x )
plot( qlogitnorm(px) ~ x ) #one to one line
plot( dlogitnorm(x,mu=0.9) ~ x, type="l" )
abline( v=qlogitnorm(c(0.025,0.5,0.975), mu=0.9))
}
.tmp.f <- function(){
library(MASS)
?fitdistr #not implemented
quant = c(0.6,0.9)
perc = c(0.5,0.975)
theta0=c(mu=0,sigma=1)
method="BFGS"
#mtrace(ofLogitnorm)
#popt <- as.list(tmp$par)
popt <- as.list(coefLogitnorm(quant))
popt2 <- as.list(coefLogitnorm(quant, perc=c(0.5,0.9995)))
ofLogitnorm(popt,quant,perc)
plot( dlogitnorm(x,mu=popt$mu,sigma=popt$sigma) ~ x, type="l" )
abline( v=qlogitnorm(c(0.025,0.5,0.975),mu=popt$mu,sigma=popt$sigma))
lines( dlogitnorm(x,mu=popt2$mu,sigma=popt2$sigma) ~ x, type="l", col="maroon" )
abline( v=qlogitnorm(c(0.5,0.9995),mu=popt2$mu,sigma=popt2$sigma), col="maroon")
popt <- as.list(coefLogitnorm(c(0.9, 0.9995), perc=c(0.5,0.9995)))
plot( dlogitnorm(x,mu=popt$mu,sigma=popt$sigma) ~ x, type="l" )
abline( v=qlogitnorm(c(0.025,0.5,0.975),mu=popt$mu,sigma=popt$sigma))
}
.tmp.f <- function(){
#visualize the objective functions surface
quant = c(0.6,0.9)
perc = c(0.5,0.975)
perc = c(0.5,0.9995)
perc=c(0.5,upperBoundProb)
quant = parms.var[varDist=="logitnorm",c("qMedian","qUpper")]
quant = parms.var["epsF",c("qMedian","qUpper")]
quant = parms.var["epsG",c("qMedian","qUpper")]
quant = parms.var["epsP",c("qMedian","qUpper")]
tmp.n <- 80
tmp.mu <- seq(0,1,length.out=tmp.n)
tmp.sigma <- seq(0.01,2.5,length.out=tmp.n)
tmp <- as.matrix(expand.grid( mu=tmp.mu, sigma=tmp.sigma))
tmp.of <- apply(tmp,1,ofLogitnorm, quant=quant,perc=perc )
tmp.ofm <- matrix(tmp.of, nrow=tmp.n )
image(tmp.mu, tmp.sigma, tmp.ofm)
image(tmp.mu, tmp.sigma, exp(-0.5*tmp.ofm)) #very flat
image(tmp.mu, tmp.sigma, exp(-0.5*1/(1/800)*tmp.ofm)) #distort by decreasing Temp *1/T
tmp.o <- coefLogitnorm(quant=quant, perc=perc, returnDetails=TRUE)
tmp.o
popt <- as.list(tmp.o$par)
points( popt$mu, popt$sigma)
windows()
unlist(popt)
plot( dlogitnorm(x,mu=popt$mu,sigma=popt$sigma) ~ x, type="l" )
abline( v=qlogitnorm(perc,mu=popt$mu,sigma=popt$sigma))
lines( dlogitnorm(x,mu=popt$mu,sigma=1) ~ x, type="l", col="maroon" )
abline( v=qlogitnorm(c(0.025,0.5,0.975),mu=popt$mu,sigma=1), col="maroon")
}
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