Commit | Line | Data |
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1e20780e BA |
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 |