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library(bayesplot)
context("MCMC: misc. functions")
source(test_path("data-for-mcmc-tests.R"))
# melt_mcmc ----------------------------------------------------------------
test_that("melt_mcmc does not convert integer parameter names to integers #162", {
mat2 <- mat[, 1:2]
colnames(mat2) <- c("1", "2")
long_mat <- melt_mcmc(mat2)
expect_s3_class(long_mat$Parameter, "factor")
arr2 <- arr[, , 1:2]
dimnames(arr2)[[3]] <- c("1", "2")
long_arr <- melt_mcmc(prepare_mcmc_array(arr2))
expect_s3_class(long_arr$Parameter, "factor")
dframe2 <- dframe[, 1:2]
colnames(dframe2) <- c("1", "2")
long_df <- melt_mcmc(as.matrix(dframe2))
expect_s3_class(long_df$Parameter, "factor")
})
# 3-D array helpers --------------------------------------------------------
test_that("is_mcmc_array works", {
expect_false(is_mcmc_array(mat))
expect_false(is_mcmc_array(dframe))
expect_false(is_mcmc_array(dframe_multiple_chains))
expect_false(is_mcmc_array(arr))
arr2 <- set_mcmc_dimnames(arr, parnames = dimnames(arr)[[3]])
expect_mcmc_array(arr2)
})
test_that("parameter_names works", {
x <- example_mcmc_draws()
expect_identical(parameter_names(x), dimnames(x)[[3]])
dimnames(x) <- list(a = NULL, b = NULL, c = letters[1:dim(x)[3]])
expect_identical(parameter_names(x), dimnames(x)[[3]])
dimnames(x) <- NULL
expect_error(parameter_names(x), "No parameter names found")
expect_error(parameter_names(x[, 1, ]), "No parameter names found")
})
test_that("has_multiple_chains works", {
expect_error(has_multiple_chains(mat), "is_3d_array")
expect_error(has_multiple_chains(dframe_multiple_chains), "is_3d_array")
expect_error(has_multiple_chains(chainlist), "is_3d_array")
expect_true(has_multiple_chains(arr))
arr2 <- set_mcmc_dimnames(arr, parnames = dimnames(arr)[[3]])
expect_true(has_multiple_chains(arr2))
arr1chain2 <- set_mcmc_dimnames(arr1chain, parnames = dimnames(arr1chain)[[3]])
expect_false(has_multiple_chains(arr1chain2))
})
test_that("has_multiple_params works", {
expect_error(has_multiple_params(mat), "is_3d_array")
expect_error(has_multiple_params(dframe_multiple_chains), "is_3d_array")
expect_true(has_multiple_params(arr), "is_3d_array")
arr2 <- set_mcmc_dimnames(arr, parnames = dimnames(arr)[[3]])
expect_true(has_multiple_params(arr2))
arr2 <- arr2[, , 3, drop = FALSE]
expect_false(has_multiple_params(arr2))
})
# data frame with ‘chain’ variable ----------------------------------------
test_that("is_df_with_chain works", {
expect_false(is_df_with_chain(arr))
expect_false(is_df_with_chain(mat))
expect_false(is_df_with_chain(chainlist))
expect_false(is_df_with_chain(dframe))
expect_true(is_df_with_chain(dframe_multiple_chains))
mat2 <- cbind(mat, chain = dframe_multiple_chains$chain)
expect_false(is_df_with_chain(mat2))
dframe_multiple_chains2 <-
cbind(dframe_multiple_chains, Chain = dframe_multiple_chains$chain)
dframe_multiple_chains2$chain <- NULL
expect_true(is_df_with_chain(dframe_multiple_chains2))
})
test_that("validate_df_with_chain works", {
expect_error(validate_df_with_chain(mat), "is_df_with_chain")
dframe_multiple_chains2 <-
cbind(dframe_multiple_chains, Chain = dframe_multiple_chains$chain)
dframe_multiple_chains2$chain <- NULL
expect_identical(validate_df_with_chain(dframe_multiple_chains),
dframe_multiple_chains2)
dframe_multiple_chains2$Chain <-
factor(dframe_multiple_chains2$Chain, labels = letters[1:4])
a <- validate_df_with_chain(dframe_multiple_chains2)
expect_type(a$Chain, "integer")
# no warning raised when using tibbles (#160)
tbl <- tibble::tibble(parameter=rnorm(n=40), Chain=rep(1:4, each=10))
a <- validate_df_with_chain(tbl)
expect_type(a$Chain, "integer")
})
test_that("df_with_chain2array works", {
a <- df_with_chain2array(dframe_multiple_chains)
expect_mcmc_array(a)
expect_error(df_with_chain2array(dframe), "is_df_with_chain")
})
# list of chains ----------------------------------------------------------
test_that("is_chain_list works", {
expect_false(is_chain_list(arr))
expect_false(is_chain_list(mat))
expect_false(is_chain_list(dframe))
expect_false(is_chain_list(dframe_multiple_chains))
expect_true(is_chain_list(chainlist))
expect_true(is_chain_list(chainlist1))
expect_true(is_chain_list(chainlist1chain))
})
test_that("validate_chain_list works", {
expect_identical(validate_chain_list(chainlist), chainlist)
expect_identical(validate_chain_list(chainlist1), chainlist1)
expect_identical(validate_chain_list(chainlist1chain), chainlist1chain)
chainlist2 <- chainlist
colnames(chainlist2[[1]]) <- colnames(chainlist[[1]])
colnames(chainlist2[[1]])[1] <- "AAA"
expect_error(validate_chain_list(chainlist2), "parameters for each chain")
chainlist3 <- chainlist
colnames(chainlist3[[1]]) <- c("", colnames(chainlist[[1]])[-1])
expect_error(validate_chain_list(chainlist3), "Some parameters are missing names")
chainlist[[1]] <- chainlist[[1]][-1, ]
expect_error(validate_chain_list(chainlist),
"Each chain should have the same number of iterations")
})
test_that("chain_list2array works", {
expect_mcmc_array(chain_list2array(chainlist))
expect_mcmc_array(chain_list2array(chainlist1))
expect_mcmc_array(chain_list2array(chainlist1chain))
})
# transformations ---------------------------------------------------------
test_that("validate_transformations throws correct works", {
trans <- list(x = "exp", 'beta[1]' = function(x) x^2, sigma = log)
expect_silent(
validate_transformations(trans, pars = c("x", "beta[1]", "sigma"))
)
trans2 <- trans
trans2[[1]] <- match.fun(trans[[1]])
expect_equal(
validate_transformations(trans, pars = c("x", "beta[1]", "sigma")),
trans2
)
})
test_that("validate_transformations throws correct errors", {
expect_error(
validate_transformations(list("log", exp)),
"must be a _named_ list"
)
expect_error(
validate_transformations(list(x = "log", function(x) x^2)),
"Each element of 'transformations' must have a name"
)
expect_error(
validate_transformations(list(x = "log", 'beta[2]' = exp),
pars = c("x", "beta[1]")),
regexp = "don't match parameter names: beta[2]", fixed = TRUE
)
})
test_that("apply_transformations works", {
trans <- list('beta[1]' = "exp", sigma = function(x) x^2)
arr_trans <- apply_transformations(arr, transformations = trans)
expect_equal(arr_trans[,, "sigma"], arr[,, "sigma"]^2)
expect_equal(arr_trans[,, "beta[1]"], exp(arr[,, "beta[1]"]))
mat_trans <- apply_transformations(mat, transformations = trans)
expect_equal(mat_trans[, "sigma"], mat[, "sigma"]^2)
expect_equal(mat_trans[, "beta[1]"], exp(mat[, "beta[1]"]))
})
test_that("transformations recycled properly if not a named list", {
# if transformations is a single string naming a function
x <- prepare_mcmc_array(arr, regex_pars = "beta", transformations = "exp")
expect_identical(parameter_names(x), c("exp(beta[1])", "exp(beta[2])"))
# if transformations is a single function
x <- prepare_mcmc_array(arr, pars = c("beta[1]", "sigma"), transformations = exp)
expect_identical(parameter_names(x), c("t(beta[1])", "t(sigma)"))
})
# prepare_mcmc_array ------------------------------------------------------
test_that("prepare_mcmc_array errors if NAs", {
arr[1,1,1] <- NA
expect_error(prepare_mcmc_array(arr), "NAs not allowed")
})
test_that("prepare_mcmc_array processes non-array input types correctly", {
# errors are mostly covered by tests of the many internal functions above
# data frame with no Chain column (treat as 1 chain or merged chains)
a1 <- prepare_mcmc_array(dframe)
expect_s3_class(a1, "mcmc_array")
expect_equal(dim(a1), c(nrow(dframe), 1, ncol(dframe)))
expect_equal(parameter_names(a1), colnames(dframe))
# data frame with Chain column
a2 <- prepare_mcmc_array(dframe_multiple_chains)
expect_s3_class(a2, "mcmc_array")
n_chain <- max(dframe_multiple_chains$chain)
expect_equal(dim(a2), c(nrow(dframe) / n_chain, n_chain, ncol(dframe)))
expect_equal(parameter_names(a2), colnames(dframe))
# list of matrices with multiple chains
a3 <- prepare_mcmc_array(chainlist)
expect_s3_class(a3, "mcmc_array")
expect_equal(dim(a3), c(nrow(chainlist[[1]]), length(chainlist), ncol(chainlist[[1]])))
expect_equal(parameter_names(a3), colnames(chainlist[[1]]))
# object with acceptable as.array method
if (requireNamespace("rstanarm", quietly = TRUE)) {
fit <- suppressWarnings(rstanarm::stan_glm(mpg ~ wt, data = mtcars, chains = 2, iter = 500, refresh = 0))
a4 <- prepare_mcmc_array(fit)
expect_s3_class(a4, "mcmc_array")
expect_equal(a4, prepare_mcmc_array(as.array(fit)))
expect_equal(dim(a4), c(250, 2, 3))
expect_equal(parameter_names(a4), c("(Intercept)", "wt", "sigma"))
}
# object with unacceptable as.array method
fit2 <- lm(mpg ~ wt, data = mtcars)
expect_error(prepare_mcmc_array(fit2), "Arrays should have 2 or 3 dimensions.")
})
test_that("prepare_mcmc_array tidy parameter selection is same as traditional selection", {
pars_all <- c(
"(Intercept)", "beta[1]", "beta[2]", "sigma",
"b[(Intercept) XX:1]", "b[(Intercept) XX:2]", "b[(Intercept) XX:3]",
"b[(Intercept) ZZ:1]", "b[(Intercept) ZZ:2]", "b[(Intercept) ZZ:3]"
)
colnames(mat) <- pars_all
# check easier parameters
pars_char_1 <- c("(Intercept)", "beta[1]", "beta[2]", "sigma")
pars_tidy_1a <- vars(`(Intercept)`, `beta[1]`, `beta[2]`, sigma)
pars_tidy_1b <- vars(`(Intercept)`, contains("beta"), sigma)
pars_tidy_1c <- vars("(Intercept)", param_range("beta", 1:2), "sigma")
expect_identical(prepare_mcmc_array(mat, pars = pars_tidy_1a),
prepare_mcmc_array(mat, pars = pars_char_1))
expect_identical(prepare_mcmc_array(mat, pars = pars_tidy_1b),
prepare_mcmc_array(mat, pars = pars_char_1))
expect_identical(prepare_mcmc_array(mat, pars = pars_tidy_1c),
prepare_mcmc_array(mat, pars = pars_char_1))
# check multilevel parameters
pars_char_2 <- c("b[(Intercept) XX:1]", "b[(Intercept) ZZ:1]",
"b[(Intercept) XX:3]", "b[(Intercept) ZZ:3]")
pars_tidy_2a <- vars(param_glue("b[(Intercept) {var}:{lev}]",
var = c("XX", "ZZ"), lev = c(1, 3)))
expect_identical(prepare_mcmc_array(mat, pars = pars_tidy_2a),
prepare_mcmc_array(mat, pars = pars_char_2))
})
test_that("tidy parameter selection throws correct errors", {
expect_error(mcmc_hist(mat, pars = vars(contains("nonsense"))),
"No parameters were found matching those names")
expect_error(param_range("alpha", 1:3, vars = list("a", "b", "c")),
"'vars' must be NULL or a character vector.")
expect_error(param_glue("alpha[{lev}]", lev = 1:3, vars = 1:3,
"'vars' must be NULL or a character vector."))
})
# rhat and neff helpers ---------------------------------------------------
test_that("diagnostic_factor.rhat works", {
rhats <- new_rhat(c(low = 0.99, low = 1, low = 1.01,
ok = 1.06, ok = 1.09, ok = 1.1,
high = 1.2, high = 1.7))
r <- diagnostic_factor(unname(rhats))
expect_equivalent(r, as.factor(names(rhats)))
expect_identical(levels(r), c("low", "ok", "high"))
})
test_that("diagnostic_factor.neff_ratio works", {
ratios <- new_neff_ratio(c(low = 0.05, low = 0.01,
ok = 0.2, ok = 0.49,
high = 0.51, high = 0.99, high = 1))
r <- diagnostic_factor(unname(ratios))
expect_equivalent(r, as.factor(names(ratios)))
expect_identical(levels(r), c("low", "ok", "high"))
})
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