/
p-r-random-tests.Rout.save
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p-r-random-tests.Rout.save
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R Under development (unstable) (2022-03-19 r81942) -- "Unsuffered Consequences"
Copyright (C) 2022 The R Foundation for Statistical Computing
Platform: 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: 2.978 0.073 3.078 0 0
>
>