| ## |
| ## 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) |
| dkwtest("binom",size = 2,prob = 0.2) |
| dkwtest("binom",size = 100,prob = 0.2) |
| dkwtest("binom",size = 1e4,prob = 0.2) |
| dkwtest("binom",size = 1,prob = 0.8) |
| dkwtest("binom",size = 100,prob = 0.8) |
| dkwtest("binom",size = 100,prob = 0.999) |
| |
| dkwtest("pois",lambda = 0.095) |
| dkwtest("pois",lambda = 0.95) |
| dkwtest("pois",lambda = 9.5) |
| dkwtest("pois",lambda = 95) |
| |
| dkwtest("nbinom",size = 1,prob = 0.2) |
| dkwtest("nbinom",size = 2,prob = 0.2) |
| dkwtest("nbinom",size = 100,prob = 0.2) |
| dkwtest("nbinom",size = 1e4,prob = 0.2) |
| dkwtest("nbinom",size = 1,prob = 0.8) |
| dkwtest("nbinom",size = 100,prob = 0.8) |
| dkwtest("nbinom",size = 100,prob = 0.999) |
| |
| dkwtest("norm") |
| dkwtest("norm",mean = 5,sd = 3) |
| |
| dkwtest("gamma",shape = 0.1) |
| dkwtest("gamma",shape = 0.2) |
| dkwtest("gamma",shape = 10) |
| dkwtest("gamma",shape = 20) |
| |
| dkwtest("hyper",m = 40,n = 30,k = 20) |
| dkwtest("hyper",m = 40,n = 3,k = 20) |
| dkwtest("hyper",m = 6,n = 3,k = 2) |
| dkwtest("hyper",m = 5,n = 3,k = 2) |
| dkwtest("hyper",m = 4,n = 3,k = 2) |
| |
| |
| dkwtest("signrank",n = 1) |
| dkwtest("signrank",n = 2) |
| dkwtest("signrank",n = 10) |
| dkwtest("signrank",n = 30) |
| |
| dkwtest("wilcox",m = 40,n = 30) |
| dkwtest("wilcox",m = 40,n = 10) |
| dkwtest("wilcox",m = 6,n = 3) |
| dkwtest("wilcox",m = 5,n = 3) |
| dkwtest("wilcox",m = 4,n = 3) |
| |
| dkwtest("chisq",df = 1) |
| dkwtest("chisq",df = 10) |
| |
| dkwtest("logis") |
| dkwtest("logis",location = 4,scale = 2) |
| |
| dkwtest("t",df = 1) |
| dkwtest("t",df = 10) |
| dkwtest("t",df = 40) |
| |
| dkwtest("beta",shape1 = 1, shape2 = 1) |
| dkwtest("beta",shape1 = 2, shape2 = 1) |
| dkwtest("beta",shape1 = 1, shape2 = 2) |
| dkwtest("beta",shape1 = 2, shape2 = 2) |
| dkwtest("beta",shape1 = .2,shape2 = .2) |
| |
| dkwtest("cauchy") |
| dkwtest("cauchy",location = 4,scale = 2) |
| |
| dkwtest("f",df1 = 1,df2 = 1) |
| dkwtest("f",df1 = 1,df2 = 10) |
| dkwtest("f",df1 = 10,df2 = 10) |
| dkwtest("f",df1 = 30,df2 = 3) |
| |
| dkwtest("weibull",shape = 1) |
| dkwtest("weibull",shape = 4,scale = 4) |
| |
| ## regression test for PR#7314 |
| dkwtest("hyper", m=60, n=100, k=50) |
| dkwtest("hyper", m=6, n=10, k=5) |
| dkwtest("hyper", m=600, n=1000, k=500) |
| |
| ## regression test for non-central t bug |
| dkwtest("t", df=20, ncp=3) |
| ## regression test for non-central F bug |
| dkwtest("f", df1=10, df2=2, ncp=3) |
| |
| |
| cat('Time elapsed: ', proc.time() - .proctime00,'\n') |
| |