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
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
|
## rm(list=ls())
## library("testthat")
## library("numDeriv")
## library("optimParallel", lib.loc = "../../../lib/")
context("test-object")
source("testsetup.R")
verbose <- FALSE
f1 <- function(x){
# if(verbose) cat(x, "\n")
sum(x)
}
f2 <- function(x){
if(any(x<0)) stop()
sum(x)
}
f3 <- function(x){
if(any(x>0)) stop()
sum(x)
}
f4 <- function(x){
x[1]^2 + (1-x[2])^2+x[3]^3
}
f5 <- function(x){
x[1]^2 + (1-x[2])^2+log(x[3])
}
test_that("basic",{
o1 <- optimParallel:::FGgenerator(par=c(1), f1, parallel=list(cl=cl))
expect_equal(o1$f(1), 1)
expect_equal(o1$g(1), 1)
o1 <- optimParallel:::FGgenerator(par=c(4,3), f1, parallel=list(cl=cl))
expect_equal(o1$f(c(1,1)), 2)
expect_equal(o1$g(c(1,1)), c(1,1))
o1 <- optimParallel:::FGgenerator(par=1:3, f1, parallel=list(cl=cl))
expect_equal(o1$f(c(1,1,2)), 4)
expect_equal(o1$g(c(1,1,2)), c(1,1,1))
o1 <- optimParallel:::FGgenerator(par=c(1), f1, gr=f1, parallel=list(cl=cl))
expect_equal(o1$f(1), 1)
expect_equal(o1$g(1), 1)
o1 <- optimParallel:::FGgenerator(par=c(4,3), f1, parallel=list(cl=cl))
expect_equal(o1$f(c(1,1)), 2)
expect_equal(o1$g(c(1,1)), c(1,1))
o1 <- optimParallel:::FGgenerator(par=1:3, f1, parallel=list(cl=cl))
expect_equal(o1$f(c(1,1,2)), 4)
expect_equal(o1$g(c(1,1,2)), c(1,1,1))
})
test_that("default args",{
ff1 <- function(x, a=1){
sum(x)+a
}
o1 <- optimParallel:::FGgenerator(par=c(1), ff1, parallel=list(cl=cl))
expect_equal(o1$f(1), 2)
expect_equal(o1$g(1), 1)
o1 <- optimParallel:::FGgenerator(par=c(1), ff1, a=10, parallel=list(cl=cl))
expect_equal(o1$f(1), 11)
expect_equal(o1$g(1), 1)
ff2 <- function(x, ...){
sum(x)+list(...)[["a"]]
}
o1 <- optimParallel:::FGgenerator(par=c(1), ff2, a=1, parallel=list(cl=cl))
expect_equal(o1$f(1), 2)
expect_equal(o1$g(1), 1)
o1 <- optimParallel:::FGgenerator(par=c(1), ff2, a=10, parallel=list(cl=cl))
expect_equal(o1$f(1), 11)
expect_equal(o1$g(1), 1)
o1 <- optimParallel:::FGgenerator(par=c(1), dnorm, a=1, parallel=list(cl=cl))
expect_equal(o1$f(2), dnorm(2))
expect_equal(o1$g(2), (dnorm(2+0.001)-dnorm(2-0.001))/0.002)
o1 <- optimParallel:::FGgenerator(par=c(1), dnorm, log=TRUE, parallel=list(cl=cl))
expect_equal(o1$f(2), dnorm(2, log=TRUE))
expect_equal(o1$g(2), (dnorm(2+0.001, log=TRUE)-dnorm(2-0.001, log=TRUE))/0.002)
})
test_that("bounds",{
o2 <- optimParallel:::FGgenerator(1, f2, lower=0, parallel=list(cl=cl))
expect_equal(o2$f(1), 1)
expect_equal(o2$g(1), 1)
expect_equal(o2$f(0), 0)
expect_equal(o2$g(0), 1)
expect_error(o2$g(-1))
o3 <- optimParallel:::FGgenerator(1, f3, upper=0, parallel=list(cl=cl))
expect_equal(o3$f(-1), -1)
expect_equal(o3$g(-1), 1)
expect_equal(o3$f(0), 0)
expect_equal(o3$g(0), 1)
expect_error(o3$g(1))
})
test_that("derivative",{
o4 <- optimParallel:::FGgenerator(1:3, f4, parallel=list(cl=cl))
expect_equal(o4$g(c(1,2,3)), numDeriv::grad(f4, c(1,2,3)),
tolerance=1e-3)
expect_equal(o4$g(c(-1,2,-3.3)), numDeriv::grad(f4, c(-1,2,-3.3)),
tolerance=1e-3)
o4_2 <- optimParallel:::FGgenerator(1:3, f4, forward=TRUE, parallel=list(cl=cl))
expect_equal(o4_2$g(c(1,2,3)), numDeriv::grad(f4, c(1,2,3)),
tolerance=1e-3)
expect_equal(o4_2$g(c(-1,2,-3.3)), numDeriv::grad(f4, c(-1,2,-3.3)),
tolerance=1e-3)
})
test_that("eps",{
o5 <- optimParallel:::FGgenerator(1:3, f5, ndeps=1e-3, parallel=list(cl=cl))
expect_equal(o5$g(c(5,6,7)), numDeriv::grad(f5, c(5,6,7)),
tolerance=1e-3)
o5_2 <- optimParallel:::FGgenerator(1:3, f5, ndeps=c(.01,.05,.001), parallel=list(cl=cl))
expect_equal(o5_2$g(c(5,6,71)),
numDeriv::grad(f5, c(5,6,71),
method="simple"),
tolerance=1e-3)
o5_3 <- optimParallel:::FGgenerator(1:3, f5, ndeps=c(.01,.05), parallel=list(cl=cl))
expect_equal(o5_3$g(c(5,6,71)),
numDeriv::grad(f5, c(5,6,71),
method="simple"),
tolerance=1e-3)
})
|
