pub mod cli_harness;
pub mod fd_checker;
pub mod reference;
use crate::families::custom_family::{ParameterBlockSpec, PenaltyMatrix};
use crate::matrix::{DenseDesignMatrix, DesignMatrix};
use ndarray::{Array1, Array2, array};
pub use gam_linalg::test_support::no_densify_design;
pub struct BinomialLocationScaleBaseFixture {
pub n: usize,
pub y: Array1<f64>,
pub weights: Array1<f64>,
pub threshold_design: DesignMatrix,
pub log_sigma_design: DesignMatrix,
pub threshold_spec: ParameterBlockSpec,
pub log_sigma_spec: ParameterBlockSpec,
}
pub fn binomial_location_scale_base_fixture() -> BinomialLocationScaleBaseFixture {
let n = 7usize;
let y = Array1::from_vec(vec![0.0, 1.0, 0.0, 1.0, 1.0, 0.0, 1.0]);
let weights = Array1::from_vec(vec![1.0; n]);
let threshold_design =
DesignMatrix::Dense(DenseDesignMatrix::from(Array2::from_elem((n, 1), 1.0)));
let log_sigma_design =
DesignMatrix::Dense(DenseDesignMatrix::from(Array2::from_elem((n, 1), 1.0)));
let threshold_spec = ParameterBlockSpec {
name: "threshold".to_string(),
design: threshold_design.clone(),
offset: Array1::zeros(n),
penalties: vec![PenaltyMatrix::Dense(Array2::eye(1))],
nullspace_dims: vec![],
initial_log_lambdas: array![0.0],
initial_beta: Some(array![0.2]),
gauge_priority: 100,
jacobian_callback: None,
stacked_design: None,
stacked_offset: None,
};
let log_sigma_spec = ParameterBlockSpec {
name: "log_sigma".to_string(),
design: log_sigma_design.clone(),
offset: Array1::zeros(n),
penalties: vec![PenaltyMatrix::Dense(Array2::eye(1))],
nullspace_dims: vec![],
initial_log_lambdas: array![-0.2],
initial_beta: Some(array![-0.1]),
gauge_priority: 100,
jacobian_callback: None,
stacked_design: None,
stacked_offset: None,
};
BinomialLocationScaleBaseFixture {
n,
y,
weights,
threshold_design,
log_sigma_design,
threshold_spec,
log_sigma_spec,
}
}
#[macro_export]
macro_rules! assert_central_difference_array {
($x:expr, $h:expr, |$var:ident| $eval:expr, $analytical:expr, $tol:expr) => {
let f_plus = {
let $var = $x + $h;
$eval
};
let f_minus = {
let $var = $x - $h;
$eval
};
assert_eq!(f_plus.len(), $analytical.len());
for j in 0..$analytical.len() {
let fd = (f_plus[j] - f_minus[j]) / (2.0 * $h);
approx::assert_abs_diff_eq!(fd, $analytical[j], epsilon = $tol);
}
};
}
pub fn assert_matrix_derivativefd_rel(
fd: &Array2<f64>,
analytic: &Array2<f64>,
rel_tol: f64,
label: &str,
) {
assert_eq!(analytic.dim(), fd.dim(), "{} dimensions must match", label);
for i in 0..analytic.nrows() {
for j in 0..analytic.ncols() {
let analytic_ij = analytic[[i, j]];
let fd_ij = fd[[i, j]];
let tol = rel_tol * (1.0 + analytic_ij.abs());
if analytic_ij.abs() > tol && fd_ij.abs() > tol {
assert_eq!(
analytic_ij.signum(),
fd_ij.signum(),
"{} sign mismatch at ({}, {}): analytic={}, fd={}",
label,
i,
j,
analytic_ij,
fd_ij
);
}
let diff = (analytic_ij - fd_ij).abs();
assert!(
diff <= tol,
"{} value mismatch at ({}, {}): analytic={}, fd={}, abs_diff={}, rel_tol={}, tol={}",
label,
i,
j,
analytic_ij,
fd_ij,
diff,
rel_tol,
tol
);
}
}
}
pub fn assert_matrix_derivativefd(fd: &Array2<f64>, analytic: &Array2<f64>, tol: f64, label: &str) {
assert_eq!(analytic.dim(), fd.dim(), "{} dimensions must match", label);
for i in 0..analytic.nrows() {
for j in 0..analytic.ncols() {
let analytic_ij = analytic[[i, j]];
let fd_ij = fd[[i, j]];
let diff = (analytic_ij - fd_ij).abs();
if analytic_ij.abs() > tol && fd_ij.abs() > tol {
assert_eq!(
analytic_ij.signum(),
fd_ij.signum(),
"{} sign mismatch at ({}, {}): analytic={}, fd={}",
label,
i,
j,
analytic_ij,
fd_ij
);
}
assert!(
diff <= tol,
"{} value mismatch at ({}, {}): analytic={}, fd={}, abs_diff={}, tol={}",
label,
i,
j,
analytic_ij,
fd_ij,
diff,
tol
);
}
}
}
pub fn spec_from_dense(
name: &str,
design: ndarray::Array2<f64>,
) -> crate::families::custom_family::ParameterBlockSpec {
let n = design.nrows();
crate::families::custom_family::ParameterBlockSpec {
name: name.to_string(),
design: crate::linalg::matrix::DesignMatrix::Dense(
crate::linalg::matrix::DenseDesignMatrix::from(design),
),
offset: ndarray::Array1::<f64>::zeros(n),
penalties: Vec::new(),
nullspace_dims: Vec::new(),
initial_log_lambdas: ndarray::Array1::<f64>::zeros(0),
initial_beta: None,
gauge_priority: 100,
jacobian_callback: None,
stacked_design: None,
stacked_offset: None,
}
}
pub fn spec_from_dense_with_priority(
name: &str,
design: ndarray::Array2<f64>,
priority: u8,
) -> crate::families::custom_family::ParameterBlockSpec {
let mut s = spec_from_dense(name, design);
s.gauge_priority = priority;
s
}