[Pomp-commits] r349 - pkg/tests

[noreply at r-forge.r-project.org]

Author: kingaa
Date: 2010-09-29 19:47:21 +0200 (Wed, 29 Sep 2010)
New Revision: 349

Modified:
   pkg/tests/ou2-probe.R
   pkg/tests/ou2-probe.Rout.save
Log:

- an exact check for the correctness of probe.acf is added


Modified: pkg/tests/ou2-probe.R
===================================================================
--- pkg/tests/ou2-probe.R	2010-09-29 15:49:18 UTC (rev 348)
+++ pkg/tests/ou2-probe.R	2010-09-29 17:47:21 UTC (rev 349)
@@ -70,5 +70,10 @@
             nsim=1000,
             seed=1066L
             )
-summary(pb)
-pb at datvals
+x <- as.data.frame(po)
+x <- sweep(x,2,mean(x))
+y1 <- head(x$y1,-1)
+z1 <- tail(x$y1,-1)
+y2 <- head(x$y2,-1)
+z2 <- tail(x$y2,-1)
+max(abs(pb at datvals-c(mean(y1*z1)/mean(x$y1^2),mean(y2*z2)/mean(x$y2^2),mean(y1*z1)/mean(y1*y1),mean(y2*z2)/mean(y2*y2))))

Modified: pkg/tests/ou2-probe.Rout.save
===================================================================
--- pkg/tests/ou2-probe.Rout.save	2010-09-29 15:49:18 UTC (rev 348)
+++ pkg/tests/ou2-probe.Rout.save	2010-09-29 17:47:21 UTC (rev 349)
@@ -140,3 +140,27 @@
 0.13930348 0.12935323 0.16915423 0.22885572 0.89552239 0.12935323 
 
 > 
+> po <- ou2
+> coef(po,c("alpha.2","alpha.3")) <- c(0,0)
+> coef(po,c("sigma.2","sigma.1","sigma.3")) <- c(0,0.0,0.0)
+> coef(po,c("tau")) <- c(0.0)
+> po <- simulate(po)
+> pb <- probe(
++             po,
++             probes=list(
++               probe.acf(var=c("y1","y2"),lag.max=1,type="cor"),
++               probe.nlar("y1",lags=1,powers=1),
++               probe.nlar("y2",lags=1,powers=1)
++               ),
++             nsim=1000,
++             seed=1066L
++             )
+> x <- as.data.frame(po)
+> x <- sweep(x,2,mean(x))
+> y1 <- head(x$y1,-1)
+> z1 <- tail(x$y1,-1)
+> y2 <- head(x$y2,-1)
+> z2 <- tail(x$y2,-1)
+> max(abs(pb at datvals-c(mean(y1*z1)/mean(x$y1^2),mean(y2*z2)/mean(x$y2^2),mean(y1*z1)/mean(y1*y1),mean(y2*z2)/mean(y2*y2))))
+[1] 4.440892e-16
+>