context("Check that getParamsDirs behaves as expected") test_that("on input of sufficient size, beta is estimated accurately enough", { n = 100000 d = 2 K = 2 Pr = c(0.5, 0.5) betas_ref = array( c(1,0,0,1 , 1,-2,3,1), dim=c(2,2,2) ) for (i in 1:(dim(betas_ref)[3])) { beta_ref = betas_ref[,,i] #all parameters are supposed to be of norm 1: thus, normalize beta_ref norm2 = sqrt(colSums(beta_ref^2)) beta_ref = beta_ref / norm2[col(beta_ref)] io = generateSampleIO(n, d, K, Pr, beta_ref) beta = getParamsDirs(io$X, io$Y, K) betas = .labelSwitchingAlign( array( c(beta_ref,beta), dim=c(d,K,2) ), compare_to="first", ls_mode="exact") #Some traces: 0 is not well estimated, but others are OK cat("\n\nReference parameter matrix:\n") print(beta_ref) cat("Estimated parameter matrix:\n") print(betas[,,2]) cat("Difference norm (Matrix norm ||.||_1, max. abs. sum on a column)\n") diff_norm = norm(beta_ref - betas[,,2]) cat(diff_norm,"\n") #NOTE: 0.5 is loose threshold, but values around 0.3 are expected... expect_that( diff_norm, is_less_than(0.5) ) } }) dateIndexToInteger = function(index, data) { index = index[1] if (is.numeric(index)) index = as.integer(index) if (is.integer(index)) return (index) if (inherits(index, "Date") || is.character(index)) { tryCatch(dt <- as.POSIXct(index), error=function(e) stop("Unrecognized index format")) #TODO: tz arg to difftime ? integerIndex <- round( (as.numeric( difftime(dt, data$getTime(1)) ))[1] ) + 1 if (integerIndex > 0 && integerIndex <= data$getSize()) { #WARNING: if series start at date >0h, result must be shifted date1 = as.POSIXlt(data$getTime(1)[1]) date2 = as.POSIXlt(data$getTime(2)[1]) shift = (date1$year==date2$year && date1$mon==date2$mon && date1$mday==date2$mday) return (integerIndex + ifelse(shift,1,0)) } stop("Date outside data range") } stop("Unrecognized index format") } #' @title integerIndexToDate #' #' @description Transform an integer index to date index (relative to data) #' #' @param index Date (or integer) index #' @param data Object of class \code{Data} #' #' @export integerIndexToDate = function(index, data)