Package v.1.0 ready to be sent to CRAN
[morpheus.git] / pkg / tests / testthat / test-jointDiag.R
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1context("jointDiag::ajd")
2
3#auxiliary to test diagonality
4.computeMuCheckDiag = function(X, Y, K, jd_method, β_ref)
5{
2b3a6af5 6 d <- ncol(X)
6dd5c2ac 7 #TODO: redundant code, same as computeMu() main method. Comments are stripped
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8 M3 <- .Moments_M3(X,Y)
9 M2_t <- array(dim=c(d,d,d))
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10 for (i in 1:d)
11 {
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12 ρ <- c(rep(0,i-1),1,rep(0,d-i))
13 M2_t[,,i] <- .T_I_I_w(M3,ρ)
6dd5c2ac 14 }
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15 jd <- jointDiag::ajd(M2_t, method=jd_method)
16 V <- if (jd_method=="uwedge") jd$B else solve(jd$A)
17 M2_t <- array(dim=c(d,d,K))
6dd5c2ac 18 for (i in 1:K)
2b3a6af5 19 M2_t[,,i] <- .T_I_I_w(M3,V[,i])
6dd5c2ac 20 #END of computeMu() code
cbd88fe5 21
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22 max_error <- 1.0 #TODO: tune ?
23 invβ <- MASS::ginv(β_ref)
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24 for (i in 1:K)
25 {
2b3a6af5 26 shouldBeDiag <- invβ %*% M2_t[,,i] %*% t(invβ)
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27 expect_that(
28 mean( abs(shouldBeDiag[upper.tri(shouldBeDiag) | lower.tri(shouldBeDiag)]) ),
29 is_less_than(max_error) )
30 }
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31}
32
33test_that("'jedi' and 'uwedge' joint-diagonalization methods return a correct matrix",
34{
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35 n <- 10000
36 d_K <- list( c(2,2), c(5,3), c(20,13) )
cbd88fe5 37
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38 for (dk_index in 1:length(d_K))
39 {
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40 d <- d_K[[dk_index]][1]
41 K <- d_K[[dk_index]][2]
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42 #NOTE: sometimes large errors if pr is not balanced enough (e.g. random);
43 # same note for β. However we could be more random than that...
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44 β_ref <- rbind(diag(K),matrix(0,nrow=d-K,ncol=K))
45 io <- generateSampleIO(n, p=rep(1/K,K-1), β=β_ref, rep(0,K), link="logit")
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46 .computeMuCheckDiag(io$X, io$Y, K, jd_method="uwedge", β_ref)
47 #TODO: some issues with jedi method (singular system)
48 #.computeMuCheckDiag(io$X, io$Y, K, jd_method="jedi", β_ref)
49 }
cbd88fe5 50})