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set.seed(123)
LLarr <- example_loglik_array()
LLarr2 <- array(rnorm(prod(dim(LLarr)), c(LLarr), 0.5), dim = dim(LLarr))
LLarr3 <- array(rnorm(prod(dim(LLarr)), c(LLarr), 1), dim = dim(LLarr))
w1 <- suppressWarnings(waic(LLarr))
w2 <- suppressWarnings(waic(LLarr2))
test_that("loo_compare throws appropriate errors", {
w3 <- suppressWarnings(waic(LLarr[,, -1]))
w4 <- suppressWarnings(waic(LLarr[,, -(1:2)]))
expect_error(loo_compare(2, 3), "must be a list if not a 'loo' object")
expect_error(
loo_compare(w1, w2, x = list(w1, w2)),
"If 'x' is a list then '...' should not be specified"
)
expect_error(loo_compare(w1, list(1, 2, 3)), "class 'loo'")
expect_error(loo_compare(w1), "requires at least two models")
expect_error(loo_compare(x = list(w1)), "requires at least two models")
expect_error(
loo_compare(w1, w3),
"All models must have the same number of observations, but models have inconsistent observation counts: 'model1' (32), 'model2' (31)",
fixed = TRUE
)
expect_error(
loo_compare(w1, w2, w3),
"All models must have the same number of observations, but models have inconsistent observation counts: 'model1' (32), 'model2' (32), 'model3' (31)",
fixed = TRUE
)
expect_error(
loo_compare(x = list("Model A" = w1, "Model B" = w2, "Model C" = w3)),
"All models must have the same number of observations, but models have inconsistent observation counts: 'Model A' (32), 'Model B' (32), 'Model C' (31)",
fixed = TRUE
)
})
test_that("loo_compare throws appropriate warnings", {
w3 <- w1
w4 <- w2
class(w3) <- class(w4) <- c("kfold", "loo")
attr(w3, "K") <- 2
attr(w4, "K") <- 3
expect_warning(
loo_compare(w3, w4),
"Not all kfold objects have the same K value"
)
class(w4) <- c("psis_loo", "loo")
attr(w4, "K") <- NULL
expect_warning(loo_compare(w3, w4), "Comparing LOO-CV to K-fold-CV")
w3 <- w1
w4 <- w2
attr(w3, "yhash") <- "a"
attr(w4, "yhash") <- "b"
expect_warning(loo_compare(w3, w4), "Not all models have the same y variable")
set.seed(123)
w_list <- lapply(1:25, function(x) {
suppressWarnings(waic(LLarr + rnorm(1, 0, 0.1)))
})
expect_warning(
loo_compare(w_list),
"Difference in performance potentially due to chance"
)
w_list_short <- lapply(1:4, function(x) {
suppressWarnings(waic(LLarr + rnorm(1, 0, 0.1)))
})
expect_no_warning(loo_compare(w_list_short))
})
comp_colnames <- c(
"elpd_diff",
"se_diff",
"elpd_waic",
"se_elpd_waic",
"p_waic",
"se_p_waic",
"waic",
"se_waic"
)
test_that("loo_compare returns expected results (2 models)", {
comp1 <- loo_compare(w1, w1)
expect_s3_class(comp1, "compare.loo")
expect_equal(colnames(comp1), comp_colnames)
expect_equal(rownames(comp1), c("model1", "model2"))
expect_output(print(comp1), "elpd_diff")
expect_equal(comp1[1:2, 1], c(0, 0), ignore_attr = TRUE)
expect_equal(comp1[1:2, 2], c(0, 0), ignore_attr = TRUE)
comp2 <- loo_compare(w1, w2)
expect_s3_class(comp2, "compare.loo")
expect_equal(colnames(comp2), comp_colnames)
expect_snapshot_value(comp2, style = "serialize")
# specifying objects via ... and via arg x gives equal results
expect_equal(comp2, loo_compare(x = list(w1, w2)))
})
test_that("loo_compare returns expected result (3 models)", {
w3 <- suppressWarnings(waic(LLarr3))
comp1 <- loo_compare(w1, w2, w3)
expect_equal(colnames(comp1), comp_colnames)
expect_equal(rownames(comp1), c("model1", "model2", "model3"))
expect_equal(comp1[1, 1], 0)
expect_s3_class(comp1, "compare.loo")
expect_s3_class(comp1, "matrix")
expect_snapshot_value(comp1, style = "serialize")
# specifying objects via '...' gives equivalent results (equal
# except rownames) to using 'x' argument
expect_equal(comp1, loo_compare(x = list(w1, w2, w3)), ignore_attr = TRUE)
})
# Tests for deprecated compare() ------------------------------------------
test_that("compare throws deprecation warnings", {
expect_warning(loo::compare(w1, w2), "Deprecated")
expect_warning(loo::compare(w1, w1, w2), "Deprecated")
})
test_that("compare returns expected result (2 models)", {
expect_warning(comp1 <- loo::compare(w1, w1), "Deprecated")
expect_snapshot(comp1)
expect_equal(comp1[1:2], c(elpd_diff = 0, se = 0))
expect_warning(comp2 <- loo::compare(w1, w2), "Deprecated")
expect_snapshot(comp2)
expect_named(comp2, c("elpd_diff", "se"))
expect_s3_class(comp2, "compare.loo")
# specifying objects via ... and via arg x gives equal results
expect_warning(comp_via_list <- loo::compare(x = list(w1, w2)), "Deprecated")
expect_equal(comp2, comp_via_list)
})
test_that("compare returns expected result (3 models)", {
w3 <- suppressWarnings(waic(LLarr3))
expect_warning(comp1 <- loo::compare(w1, w2, w3), "Deprecated")
expect_equal(
colnames(comp1),
c(
"elpd_diff",
"se_diff",
"elpd_waic",
"se_elpd_waic",
"p_waic",
"se_p_waic",
"waic",
"se_waic"
)
)
expect_equal(rownames(comp1), c("w1", "w2", "w3"))
expect_equal(comp1[1, 1], 0)
expect_s3_class(comp1, "compare.loo")
expect_s3_class(comp1, "matrix")
expect_snapshot_value(comp1, style = "serialize")
# specifying objects via '...' gives equivalent results (equal
# except rownames) to using 'x' argument
expect_warning(
comp_via_list <- loo::compare(x = list(w1, w2, w3)),
"Deprecated"
)
expect_equal(comp1, comp_via_list, ignore_attr = TRUE)
})
test_that("compare throws appropriate errors", {
expect_error(
suppressWarnings(loo::compare(w1, w2, x = list(w1, w2))),
"should not be specified"
)
expect_error(suppressWarnings(loo::compare(x = 2)), "must be a list")
expect_error(
suppressWarnings(loo::compare(x = list(2))),
"should have class 'loo'"
)
expect_error(
suppressWarnings(loo::compare(x = list(w1))),
"requires at least two models"
)
w3 <- suppressWarnings(waic(LLarr2[,, -1]))
expect_error(
suppressWarnings(loo::compare(x = list(w1, w3))),
"same number of data points"
)
expect_error(
suppressWarnings(loo::compare(x = list(w1, w2, w3))),
"same number of data points"
)
})
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