The R Project SVN
R
(root)/branches/R-chkvars/tests/p-r-random-tests.Rout.save – Rev 79738
Rev 79728 | Blame | Compare with Previous | Last modification | View Log | Download | RSS feed
R Under development (unstable) (2020-12-30 r79727) -- "Unsuffered Consequences"Copyright (C) 2020 The R Foundation for Statistical ComputingPlatform: x86_64-pc-linux-gnu (64-bit)R is free software and comes with ABSOLUTELY NO WARRANTY.You are welcome to redistribute it under certain conditions.Type 'license()' or 'licence()' for distribution details.R is a collaborative project with many contributors.Type 'contributors()' for more information and'citation()' on how to cite R or R packages in publications.Type 'demo()' for some demos, 'help()' for on-line help, or'help.start()' for an HTML browser interface to help.Type 'q()' to quit R.> ##> ## RNG tests using DKW inequality for rate of convergence> ##> ## P(sup | F_n - F | > t) < 2 exp(-2nt^2)> ##> ## The 2 in front of exp() was derived by Massart. It is the best possible> ## constant valid uniformly in t,n,F. For large n*t^2 this agrees with the> ## large-sample approximation to the Kolmogorov-Smirnov statistic.> ##>> ## When tryCatch()ing all seeds in 0:10000, the following 346 failed (Lnx 64b, R 3.5.0):> suppressWarnings(RNGversion("3.5.0"))> failingSeeds <- c(+ 16, 42, 51, 63, 79, 108, 143, 171, 208, 215,+ 230, 236, 254, 323, 327, 332, 333, 374, 386, 387,+ 438, 440, 450, 472, 547, 609, 673, 740, 784, 787,+ 792, 806, 846, 897, 938, 1017,1043,1062,1067,1076,+ 1090,1113,1115,1136,1142, 1148,1162,1193,1249,1259,+ 1299,1338,1347,1366,1407, 1428,1457,1461,1540,1609,+ 1613,1622,1629,1664,1712, 1760,1779,1786,1826,1852,+ 1868,1871,1880,1928,1930, 1978,1984,2025,2073,2081,+ 2082,2130,2148,2153,2172, 2175,2228,2298,2353,2368,+ 2430,2444,2462,2493,2528, 2631,2750,2752,2765,2774,+ 2794,2817,2873,2888,2905, 2906,2911,2936,2955,2989,+ 3029,3048,3053,3084,3100, 3148,3183,3192,3232,3256,+ 3266,3302,3311,3313,3319, 3325,3340,3344,3375,3477,+ 3506,3516,3518,3521,3553, 3601,3655,3717,3733,3810,+ 3814,3962,4043,4095,4119, 4174,4185,4192,4228,4240,+ 4261,4298,4335,4338,4349, 4402,4433,4461,4491,4496,+ 4508,4511,4530,4604,4622, 4640,4669,4677,4682,4683,+ 4705,4717,4725,4757,4816, 4899,4931,5014,5022,5063,+ 5082,5105,5107,5137,5155, 5160,5165,5169,5182,5186,+ 5197,5207,5210,5211,5263, 5281,5282,5288,5364,5529,+ 5568,5611,5651,5700,5740, 5796,5869,5874,5878,5920,+ 5954,5972,6034,6037,6073, 6086,6118,6120,6126,6234,+ 6235,6263,6287,6301,6360, 6364,6377,6416,6491,6493,+ 6524,6534,6568,6615,6679, 6682,6777,6782,6790,6808,+ 6885,6887,6936,6938,6961, 7011,7046,7047,7062,7111,+ 7181,7202,7206,7207,7227, 7261,7301,7311,7313,7324,+ 7364,7385,7394,7412,7486, 7504,7519,7536,7584,7665,+ 7692,7762,7787,7797,7865, 7916,7959,7967,8038,8047,+ 8048,8086,8123,8125,8160, 8213,8243,8254,8255,8307,+ 8335,8403,8453,8487,8541, 8549,8577,8587,8638,8640,+ 8651,8664,8703,8770,8781, 8793,8841,8888,8900,8962,+ 8963,8965,9028,9052,9054, 9061,9143,9198,9204,9232,+ 9238,9247,9308,9311,9321, 9342,9360,9430,9457,9564,+ 9572,9609,9657,9738,9743, 9750,9758,9779,9789,9848,+ 9881,9895,9903,9905,9947, 9982)>> ## randomly setting one of the valid 10001-346 = 9655 seeds:> iseed <- sample(setdiff(0:10000, failingSeeds), size=1)> dump("iseed", file="p-r-random-tests_seed") #(for reproducibility, not into *.Rout)> set.seed(iseed)>> superror <- function(rfoo,pfoo,sample.size,...) {+ x <- rfoo(sample.size,...)+ tx <- table(signif(x, 12)) # such that xi will be sort(unique(x))+ xi <- as.numeric(names(tx))+ f <- pfoo(xi,...)+ fhat <- cumsum(tx)/sample.size+ max(abs(fhat-f))+ }>> pdkwbound <- function(n,t) 2*exp(-2*n*t*t)>> qdkwbound <- function(n,p) sqrt(log(p/2)/(-2*n))>> dkwtest <- function(stub = "norm", ...,+ sample.size = 10000, pthreshold = 0.001,+ print.result = TRUE, print.detail = FALSE,+ stop.on.failure = TRUE)+ {+ rfoo <- eval(as.name(paste("r", stub, sep="")))+ pfoo <- eval(as.name(paste("p", stub, sep="")))+ s <- superror(rfoo, pfoo, sample.size, ...)+ if (print.result || print.detail) {+ printargs <- substitute(list(...))+ printargs[[1]] <- as.name(stub)+ cat(deparse(printargs))+ if (print.detail)+ cat("\nsupremum error = ",signif(s,2),+ " with p-value=",min(1,round(pdkwbound(sample.size,s),4)),"\n")+ }+ rval <- (s < qdkwbound(sample.size,pthreshold))+ if (print.result)+ cat(c(" FAILED\n"," PASSED\n")[rval+1])+ if (stop.on.failure && !rval)+ stop("dkwtest failed")+ rval+ }>> .proctime00 <- proc.time() # start timing>>> dkwtest("binom",size = 1,prob = 0.2)binom(size = 1, prob = 0.2) PASSED[1] TRUE> dkwtest("binom",size = 2,prob = 0.2)binom(size = 2, prob = 0.2) PASSED[1] TRUE> dkwtest("binom",size = 100,prob = 0.2)binom(size = 100, prob = 0.2) PASSED[1] TRUE> dkwtest("binom",size = 1e4,prob = 0.2)binom(size = 10000, prob = 0.2) PASSED[1] TRUE> dkwtest("binom",size = 1,prob = 0.8)binom(size = 1, prob = 0.8) PASSED[1] TRUE> dkwtest("binom",size = 100,prob = 0.8)binom(size = 100, prob = 0.8) PASSED[1] TRUE> dkwtest("binom",size = 100,prob = 0.999)binom(size = 100, prob = 0.999) PASSED[1] TRUE>> dkwtest("pois",lambda = 0.095)pois(lambda = 0.095) PASSED[1] TRUE> dkwtest("pois",lambda = 0.95)pois(lambda = 0.95) PASSED[1] TRUE> dkwtest("pois",lambda = 9.5)pois(lambda = 9.5) PASSED[1] TRUE> dkwtest("pois",lambda = 95)pois(lambda = 95) PASSED[1] TRUE>> dkwtest("nbinom",size = 1,prob = 0.2)nbinom(size = 1, prob = 0.2) PASSED[1] TRUE> dkwtest("nbinom",size = 2,prob = 0.2)nbinom(size = 2, prob = 0.2) PASSED[1] TRUE> dkwtest("nbinom",size = 100,prob = 0.2)nbinom(size = 100, prob = 0.2) PASSED[1] TRUE> dkwtest("nbinom",size = 1e4,prob = 0.2)nbinom(size = 10000, prob = 0.2) PASSED[1] TRUE> dkwtest("nbinom",size = 1,prob = 0.8)nbinom(size = 1, prob = 0.8) PASSED[1] TRUE> dkwtest("nbinom",size = 100,prob = 0.8)nbinom(size = 100, prob = 0.8) PASSED[1] TRUE> dkwtest("nbinom",size = 100,prob = 0.999)nbinom(size = 100, prob = 0.999) PASSED[1] TRUE>> dkwtest("norm")norm() PASSED[1] TRUE> dkwtest("norm",mean = 5,sd = 3)norm(mean = 5, sd = 3) PASSED[1] TRUE>> dkwtest("gamma",shape = 0.1)gamma(shape = 0.1) PASSED[1] TRUE> dkwtest("gamma",shape = 0.2)gamma(shape = 0.2) PASSED[1] TRUE> dkwtest("gamma",shape = 10)gamma(shape = 10) PASSED[1] TRUE> dkwtest("gamma",shape = 20)gamma(shape = 20) PASSED[1] TRUE>> dkwtest("hyper",m = 40,n = 30,k = 20)hyper(m = 40, n = 30, k = 20) PASSED[1] TRUE> dkwtest("hyper",m = 40,n = 3,k = 20)hyper(m = 40, n = 3, k = 20) PASSED[1] TRUE> dkwtest("hyper",m = 6,n = 3,k = 2)hyper(m = 6, n = 3, k = 2) PASSED[1] TRUE> dkwtest("hyper",m = 5,n = 3,k = 2)hyper(m = 5, n = 3, k = 2) PASSED[1] TRUE> dkwtest("hyper",m = 4,n = 3,k = 2)hyper(m = 4, n = 3, k = 2) PASSED[1] TRUE>>> dkwtest("signrank",n = 1)signrank(n = 1) PASSED[1] TRUE> dkwtest("signrank",n = 2)signrank(n = 2) PASSED[1] TRUE> dkwtest("signrank",n = 10)signrank(n = 10) PASSED[1] TRUE> dkwtest("signrank",n = 30)signrank(n = 30) PASSED[1] TRUE>> dkwtest("wilcox",m = 40,n = 30)wilcox(m = 40, n = 30) PASSED[1] TRUE> dkwtest("wilcox",m = 40,n = 10)wilcox(m = 40, n = 10) PASSED[1] TRUE> dkwtest("wilcox",m = 6,n = 3)wilcox(m = 6, n = 3) PASSED[1] TRUE> dkwtest("wilcox",m = 5,n = 3)wilcox(m = 5, n = 3) PASSED[1] TRUE> dkwtest("wilcox",m = 4,n = 3)wilcox(m = 4, n = 3) PASSED[1] TRUE>> dkwtest("chisq",df = 1)chisq(df = 1) PASSED[1] TRUE> dkwtest("chisq",df = 10)chisq(df = 10) PASSED[1] TRUE>> dkwtest("logis")logis() PASSED[1] TRUE> dkwtest("logis",location = 4,scale = 2)logis(location = 4, scale = 2) PASSED[1] TRUE>> dkwtest("t",df = 1)t(df = 1) PASSED[1] TRUE> dkwtest("t",df = 10)t(df = 10) PASSED[1] TRUE> dkwtest("t",df = 40)t(df = 40) PASSED[1] TRUE>> dkwtest("beta",shape1 = 1, shape2 = 1)beta(shape1 = 1, shape2 = 1) PASSED[1] TRUE> dkwtest("beta",shape1 = 2, shape2 = 1)beta(shape1 = 2, shape2 = 1) PASSED[1] TRUE> dkwtest("beta",shape1 = 1, shape2 = 2)beta(shape1 = 1, shape2 = 2) PASSED[1] TRUE> dkwtest("beta",shape1 = 2, shape2 = 2)beta(shape1 = 2, shape2 = 2) PASSED[1] TRUE> dkwtest("beta",shape1 = .2,shape2 = .2)beta(shape1 = 0.2, shape2 = 0.2) PASSED[1] TRUE>> dkwtest("cauchy")cauchy() PASSED[1] TRUE> dkwtest("cauchy",location = 4,scale = 2)cauchy(location = 4, scale = 2) PASSED[1] TRUE>> dkwtest("f",df1 = 1,df2 = 1)f(df1 = 1, df2 = 1) PASSED[1] TRUE> dkwtest("f",df1 = 1,df2 = 10)f(df1 = 1, df2 = 10) PASSED[1] TRUE> dkwtest("f",df1 = 10,df2 = 10)f(df1 = 10, df2 = 10) PASSED[1] TRUE> dkwtest("f",df1 = 30,df2 = 3)f(df1 = 30, df2 = 3) PASSED[1] TRUE>> dkwtest("weibull",shape = 1)weibull(shape = 1) PASSED[1] TRUE> dkwtest("weibull",shape = 4,scale = 4)weibull(shape = 4, scale = 4) PASSED[1] TRUE>> ## regression test for PR#7314> dkwtest("hyper", m=60, n=100, k=50)hyper(m = 60, n = 100, k = 50) PASSED[1] TRUE> dkwtest("hyper", m=6, n=10, k=5)hyper(m = 6, n = 10, k = 5) PASSED[1] TRUE> dkwtest("hyper", m=600, n=1000, k=500)hyper(m = 600, n = 1000, k = 500) PASSED[1] TRUE>> ## regression test for non-central t bug> dkwtest("t", df=20, ncp=3)t(df = 20, ncp = 3) PASSED[1] TRUE> ## regression test for non-central F bug> dkwtest("f", df1=10, df2=2, ncp=3)f(df1 = 10, df2 = 2, ncp = 3) PASSED[1] TRUE>>> cat('Time elapsed: ', proc.time() - .proctime00,'\n')Time elapsed: 1.443 0.038 1.487 0 0>>