| 1 | context("Check that getParamsDirs behaves as expected") |
| 2 | |
| 3 | test_that("on input of sufficient size, beta is estimated accurately enough", { |
| 4 | n = 100000 |
| 5 | d = 2 |
| 6 | K = 2 |
| 7 | Pr = c(0.5, 0.5) |
| 8 | |
| 9 | betas_ref = array( c(1,0,0,1 , 1,-2,3,1), dim=c(2,2,2) ) |
| 10 | for (i in 1:(dim(betas_ref)[3])) |
| 11 | { |
| 12 | beta_ref = betas_ref[,,i] |
| 13 | #all parameters are supposed to be of norm 1: thus, normalize beta_ref |
| 14 | norm2 = sqrt(colSums(beta_ref^2)) |
| 15 | beta_ref = beta_ref / norm2[col(beta_ref)] |
| 16 | |
| 17 | io = generateSampleIO(n, d, K, Pr, beta_ref) |
| 18 | beta = getParamsDirs(io$X, io$Y, K) |
| 19 | betas = .labelSwitchingAlign( |
| 20 | array( c(beta_ref,beta), dim=c(d,K,2) ), compare_to="first", ls_mode="exact") |
| 21 | |
| 22 | #Some traces: 0 is not well estimated, but others are OK |
| 23 | cat("\n\nReference parameter matrix:\n") |
| 24 | print(beta_ref) |
| 25 | cat("Estimated parameter matrix:\n") |
| 26 | print(betas[,,2]) |
| 27 | cat("Difference norm (Matrix norm ||.||_1, max. abs. sum on a column)\n") |
| 28 | diff_norm = norm(beta_ref - betas[,,2]) |
| 29 | cat(diff_norm,"\n") |
| 30 | |
| 31 | #NOTE: 0.5 is loose threshold, but values around 0.3 are expected... |
| 32 | expect_that( diff_norm, is_less_than(0.5) ) |
| 33 | } |
| 34 | }) |
| 35 | dateIndexToInteger = function(index, data) |
| 36 | { |
| 37 | index = index[1] |
| 38 | if (is.numeric(index)) |
| 39 | index = as.integer(index) |
| 40 | if (is.integer(index)) |
| 41 | return (index) |
| 42 | if (inherits(index, "Date") || is.character(index)) |
| 43 | { |
| 44 | tryCatch(dt <- as.POSIXct(index), error=function(e) stop("Unrecognized index format")) |
| 45 | #TODO: tz arg to difftime ? |
| 46 | integerIndex <- round( (as.numeric( difftime(dt, data$getTime(1)) ))[1] ) + 1 |
| 47 | if (integerIndex > 0 && integerIndex <= data$getSize()) |
| 48 | { |
| 49 | #WARNING: if series start at date >0h, result must be shifted |
| 50 | date1 = as.POSIXlt(data$getTime(1)[1]) |
| 51 | date2 = as.POSIXlt(data$getTime(2)[1]) |
| 52 | shift = (date1$year==date2$year && date1$mon==date2$mon && date1$mday==date2$mday) |
| 53 | return (integerIndex + ifelse(shift,1,0)) |
| 54 | } |
| 55 | stop("Date outside data range") |
| 56 | } |
| 57 | stop("Unrecognized index format") |
| 58 | } |
| 59 | |
| 60 | #' @title integerIndexToDate |
| 61 | #' |
| 62 | #' @description Transform an integer index to date index (relative to data) |
| 63 | #' |
| 64 | #' @param index Date (or integer) index |
| 65 | #' @param data Object of class \code{Data} |
| 66 | #' |
| 67 | #' @export |
| 68 | integerIndexToDate = function(index, data) |
| 69 | |