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library(bayesplot)
context("PPC: loo")
options(useFancyQuotes = FALSE)
if (requireNamespace("rstanarm", quietly = TRUE) &&
requireNamespace("loo", quietly = TRUE)) {
suppressPackageStartupMessages(library(rstanarm))
suppressPackageStartupMessages(library(loo))
ITER <- 1000
CHAINS <- 3
fit <- stan_glm(mpg ~ wt + am, data = mtcars,
iter = ITER, chains = CHAINS,
refresh = 0)
y <- fit$y
yrep <- posterior_predict(fit)
suppressWarnings(
psis1 <- psis(-log_lik(fit), cores = 2)
)
lw <- weights(psis1)
suppressWarnings(
pits <- rstantools::loo_pit(yrep, y, lw)
)
}
test_that("ppc_loo_pit gives deprecation warning but still works", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_warning(p1 <- ppc_loo_pit(y, yrep, lw), "deprecated")
expect_gg(p1)
})
test_that("ppc_loo_pit_overlay returns ggplot object", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_gg(ppc_loo_pit_overlay(y, yrep, lw, samples = 25))
expect_gg(ppc_loo_pit_overlay(y, yrep, psis_object = psis1, samples = 25))
})
test_that("ppc_loo_pit_overlay warns about binary data", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_warning(
ppc_loo_pit_overlay(rep(1, length(y)), yrep, lw),
"not recommended for binary data"
)
})
test_that("ppc_loo_pit_overlay works with boundary_correction=TRUE", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_message(p1 <- ppc_loo_pit_overlay(y, yrep, lw, boundary_correction = TRUE),
"continuous observations")
expect_gg(p1)
})
test_that("ppc_loo_pit_overlay works with boundary_correction=FALSE", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
p1 <- ppc_loo_pit_overlay(y, yrep, lw, boundary_correction = FALSE)
expect_gg(p1)
})
test_that("ppc_loo_pit_qq returns ggplot object", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_gg(p1 <- ppc_loo_pit_qq(y, yrep, lw))
expect_gg(p2 <- ppc_loo_pit_qq(y, yrep, psis_object = psis1))
expect_equal(p1$labels$x, "Uniform")
expect_equal(p1$data, p2$data)
expect_gg(p3 <- ppc_loo_pit_qq(y, yrep, lw, compare = "normal"))
expect_equal(p3$labels$x, "Normal")
})
test_that("ppc_loo_pit functions work when pit specified instead of y,yrep,lw", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_gg(ppc_loo_pit_qq(pit = pits))
expect_message(
p1 <- ppc_loo_pit_qq(y = y, yrep = yrep, lw = lw, pit = pits),
"'pit' specified so ignoring 'y','yrep','lw' if specified"
)
expect_message(
p2 <- ppc_loo_pit_qq(pit = pits)
)
expect_equal(p1$data, p2$data)
expect_gg(p1 <- ppc_loo_pit_overlay(pit = pits))
expect_message(
ppc_loo_pit_overlay(y = y, yrep = yrep, lw = lw, pit = pits),
"'pit' specified so ignoring 'y','yrep','lw' if specified"
)
})
test_that("ppc_loo_intervals returns ggplot object", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_gg(ppc_loo_intervals(y, yrep, psis_object = psis1))
expect_gg(g <- ppc_loo_intervals(y, yrep, psis_object = psis1, order = "median"))
expect_s3_class(g$data$x, "factor")
expect_equal(nlevels(g$data$x), length(g$data$x))
# subset argument
expect_gg(g <- ppc_loo_intervals(y, yrep, psis_object = psis1, subset = 1:25))
expect_equal(nrow(g$data), 25)
})
test_that("ppc_loo_ribbon returns ggplot object", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_gg(ppc_loo_ribbon(y, yrep, psis_object = psis1, prob = 0.7, alpha = 0.1))
expect_gg(g <- ppc_loo_ribbon(y, yrep, psis_object = psis1, subset = 1:25))
expect_equal(nrow(g$data), 25)
})
test_that("ppc_loo_intervals/ribbon work when 'intervals' specified", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
intervals <- t(apply(yrep, 2, quantile, probs = c(0.1, 0.25, 0.5, 0.75, 0.9)))
expect_gg(ppc_loo_intervals(y, intervals = intervals))
expect_gg(ppc_loo_ribbon(y, intervals = intervals))
expect_message(ppc_loo_ribbon(y, intervals = intervals),
"'intervals' specified so ignoring 'yrep', 'psis_object', 'subset', if specified")
expect_message(ppc_loo_intervals(y, yrep, psis_object = psis1, intervals = intervals),
"'intervals' specified so ignoring 'yrep', 'psis_object', 'subset', if specified")
})
test_that("ppc_loo_intervals/ribbon work when 'intervals' has 3 columns", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
intervals <- t(apply(yrep, 2, quantile, probs = c(0.1, 0.5, 0.9)))
expect_gg(ppc_loo_intervals(y, intervals = intervals))
expect_gg(ppc_loo_ribbon(y, intervals = intervals))
})
test_that("errors if dimensions of yrep and lw don't match", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_error(
ppc_loo_pit_overlay(y, yrep, lw[, 1:5]),
"identical(dim(yrep), dim(lw)) is not TRUE",
fixed = TRUE
)
})
test_that("error if subset is bigger than num obs", {
skip_if_not_installed("rstanarm")
skip_if_not_installed("loo")
expect_error(.psis_subset(psis1, 1:1000), "too many elements")
expect_error(
ppc_loo_intervals(y, yrep, psis_object = psis1, subset = 1:1000),
"length(y) >= length(subset) is not TRUE",
fixed = TRUE
)
})
# Visual tests ------------------------------------------------------------
source(test_path("data-for-ppc-tests.R"))
set.seed(123)
test_that("ppc_loo_pit_overlay renders correctly", {
skip_on_cran()
skip_if_not_installed("vdiffr")
skip_if_not_installed("loo")
p_base <- suppressMessages(ppc_loo_pit_overlay(vdiff_loo_y, vdiff_loo_yrep, vdiff_loo_lw))
vdiffr::expect_doppelganger("ppc_loo_pit_overlay (default)", p_base)
p_custom <- suppressMessages(ppc_loo_pit_overlay(
vdiff_loo_y,
vdiff_loo_yrep,
vdiff_loo_lw,
boundary_correction = FALSE
))
vdiffr::expect_doppelganger("ppc_loo_pit_overlay (boundary)", p_custom)
})
test_that("ppc_loo_pit_qq renders correctly", {
skip_on_cran()
skip_if_not_installed("vdiffr")
skip_if_not_installed("loo")
p_base <- ppc_loo_pit_qq(vdiff_loo_y, vdiff_loo_yrep, vdiff_loo_lw)
vdiffr::expect_doppelganger("ppc_loo_pit_qq (default)", p_base)
})
test_that("ppc_loo_intervals renders correctly", {
skip_on_cran()
skip_if_not_installed("vdiffr")
skip_if_not_installed("loo")
psis_object <- suppressWarnings(loo::psis(-vdiff_loo_lw))
p_base <- ppc_loo_intervals(
vdiff_loo_y,
vdiff_loo_yrep,
psis_object = psis_object
)
vdiffr::expect_doppelganger("ppc_loo_intervals (default)", p_base)
p_custom <- ppc_loo_intervals(
vdiff_loo_y,
vdiff_loo_yrep,
psis_object = psis_object,
prob = 0.6,
prob_outer = 0.7
)
vdiffr::expect_doppelganger("ppc_loo_intervals (prob)", p_custom)
p_custom <- ppc_loo_intervals(
vdiff_loo_y,
vdiff_loo_yrep,
psis_object = psis_object,
order = "median"
)
vdiffr::expect_doppelganger("ppc_loo_intervals (order)", p_custom)
})
test_that("ppc_loo_ribbon renders correctly", {
skip_on_cran()
skip_if_not_installed("vdiffr")
skip_if_not_installed("loo")
psis_object <- suppressWarnings(loo::psis(-vdiff_loo_lw))
p_base <- ppc_loo_ribbon(
vdiff_loo_y,
vdiff_loo_yrep,
psis_object = psis_object
)
vdiffr::expect_doppelganger("ppc_loo_ribbon (default)", p_base)
p_custom <- ppc_loo_ribbon(
vdiff_loo_y,
vdiff_loo_yrep,
psis_object = psis_object,
prob = 0.6,
prob_outer = 0.7
)
vdiffr::expect_doppelganger("ppc_loo_ribbon (prob)", p_custom)
p_custom <- ppc_loo_ribbon(
vdiff_loo_y,
vdiff_loo_yrep,
psis_object = psis_object,
subset = 1:10
)
vdiffr::expect_doppelganger("ppc_loo_ribbon (subset)", p_custom)
})
|
