1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
|
#
# fields is a package for analysis of spatial data written for
# the R software environment.
# Copyright (C) 2022 Colorado School of Mines
# 1500 Illinois St., Golden, CO 80401
# Contact: Douglas Nychka, douglasnychka@gmail.edu,
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with the R software environment if not, write to the Free Software
# Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
# or see http://www.r-project.org/Licenses/GPL-2
##END HEADER
##END HEADER
# test of sreg and related functions
suppressMessages(library(fields))
options(echo=FALSE)
test.for.zero.flag<- 1
set.seed(123)
# Tps has been tested from scratch using basic linear algebra
# so test sreg against this
x<- rat.diet$t
y<- rat.diet$trt
sreg( x,y, lambda= 10)-> out
Tps( x,y, scale="unscaled", lambda=10*length(y))-> out2
test.for.zero( out$fitted.values, out2$fitted.values, tag="predict at lambda sreg/Tps")
#### GCV test
sreg( x,y, tol=1e-12)-> out
gcv.sreg( out, tol=1e-12)$lambda.est -> look0
test.for.zero( out$lambda.est[1,2], look0[1,2], tol=5e-4)
Tps( x,y)-> out2
KrigFindLambda( out2, tol=1e-6)$lambda.est[1,2]-> look2
gcv.sreg( out, tol=1e-12)$lambda.est[1,2] -> look
test.for.zero( look, look2, tol=2e-3, tag="GCV sreg/Tps")
#### replications
set.seed( 123)
x<- rep(rat.diet$t,3)
y<- rep( rat.diet$trt,3) + rnorm(39*3)*5
sreg( x,y)-> out
gcv.sreg( out, tol=1e-8)$lambda.est -> look
Tps( x,y, scale="unscaled")-> out2
KrigFindLambda( out2, tol=1e-5)$lambda.est-> look2
look2[,1]<- look2[,1]/length( out$xM)
test.for.zero( look[1:3,3], look2[1:3,3],
tag="GCV sreg/Tps reps case",tol=1e-06)
test.for.zero( look[2,3], look2[2,3], tol=1e-6,
tag="GCV sreg/Tps reps case")
cat( "All done with sreg tests", fill=TRUE)
options(echo=TRUE)
|
