* using log directory ‘/data/gannet/ripley/R/packages/tests-Intel/dse.Rcheck’ * using R Under development (unstable) (2024-02-10 r85885) * using platform: x86_64-pc-linux-gnu * R was compiled by Intel(R) oneAPI DPC++/C++ Compiler 2024.0.2 (2024.0.2.20231213) ifx (IFX) 2024.0.2 20231213 * running under: Fedora Linux 36 (Workstation Edition) * using session charset: UTF-8 * using option ‘--no-stop-on-test-error’ * checking for file ‘dse/DESCRIPTION’ ... OK * this is package ‘dse’ version ‘2020.2-1’ * checking package namespace information ... OK * checking package dependencies ... OK * checking if this is a source package ... OK * checking if there is a namespace ... OK * checking for executable files ... OK * checking for hidden files and directories ... OK * checking for portable file names ... OK * checking for sufficient/correct file permissions ... OK * checking whether package ‘dse’ can be installed ... [29s/104s] OK * used Fortran compiler: ‘ifx (IFX) 2024.0.2 20231213’ * checking package directory ... OK * checking ‘build’ directory ... OK * checking DESCRIPTION meta-information ... OK * checking top-level files ... OK * checking for left-over files ... OK * checking index information ... OK * checking package subdirectories ... OK * checking R files for non-ASCII characters ... OK * checking R files for syntax errors ... OK * checking whether the package can be loaded ... OK * checking whether the package can be loaded with stated dependencies ... OK * checking whether the package can be unloaded cleanly ... OK * checking whether the namespace can be loaded with stated dependencies ... OK * checking whether the namespace can be unloaded cleanly ... OK * checking loading without being on the library search path ... OK * checking whether startup messages can be suppressed ... OK * checking use of S3 registration ... OK * checking dependencies in R code ... OK * checking S3 generic/method consistency ... OK * checking replacement functions ... OK * checking foreign function calls ... OK * checking R code for possible problems ... [45s/127s] OK * checking Rd files ... OK * checking Rd metadata ... OK * checking Rd line widths ... OK * checking Rd cross-references ... OK * checking for missing documentation entries ... OK * checking for code/documentation mismatches ... OK * checking Rd \usage sections ... NOTE Documented arguments not in \usage in Rd file 'forecastCovCompiled.Rd': ‘obj’ ‘zero’ ‘trend’ ‘estimation.sample’ ‘...’ Functions with \usage entries need to have the appropriate \alias entries, and all their arguments documented. The \usage entries must correspond to syntactically valid R code. See chapter ‘Writing R documentation files’ in the ‘Writing R Extensions’ manual. * checking Rd contents ... OK * checking for unstated dependencies in examples ... OK * checking contents of ‘data’ directory ... OK * checking data for non-ASCII characters ... OK * checking data for ASCII and uncompressed saves ... OK * checking line endings in C/C++/Fortran sources/headers ... OK * checking line endings in Makefiles ... OK * checking compilation flags in Makevars ... OK * checking for GNU extensions in Makefiles ... OK * checking for portable use of $(BLAS_LIBS) and $(LAPACK_LIBS) ... OK * checking use of PKG_*FLAGS in Makefiles ... OK * checking use of SHLIB_OPENMP_*FLAGS in Makefiles ... OK * checking pragmas in C/C++ headers and code ... OK * checking compilation flags used ... OK * checking compiled code ... NOTE File ‘dse/libs/dse.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual. * checking usage of KIND in Fortran files ... OK * checking sizes of PDF files under ‘inst/doc’ ... OK * checking installed files from ‘inst/doc’ ... OK * checking files in ‘vignettes’ ... OK * checking examples ... [121s/434s] WARNING Found the following significant warnings: Warning in is.R() : 'is.R' is deprecated. Deprecated functions may be defunct as soon as of the next release of R. See ?Deprecated. * checking for unstated dependencies in ‘tests’ ... OK * checking tests ... Running ‘TSdataTests.R’ [186s/370s] Running ‘dse1tst01.R’ [187s/317s] Running ‘dse1tst02.R’ [88s/145s] Running ‘dse1tst07.R’ [87s/135s] Running ‘dse1tst08.R’ [94s/272s] Running ‘dse1tst09.R’ [89s/207s] Running ‘dse2tst2.R’ [94s/134s] Running ‘dse2tstgd1.R’ [90s/123s] Running ‘estMaxLik.R’ [88s/191s] Running ‘estMaxLikwithConstants.R’ [93s/198s] Running ‘smoother.R’ [87s/122s] Running ‘trend.R’ [86s/130s] [21m/39m] ERROR Running the tests in ‘tests/dse1tst02.R’ failed. Complete output: > require("dse") Loading required package: dse Loading required package: tfplot Loading required package: tframe Attaching package: 'dse' The following objects are masked from 'package:stats': acf, simulate > Sys.info() sysname "Linux" release "6.2.15-100.fc36.x86_64" version "#1 SMP PREEMPT_DYNAMIC Thu May 11 16:51:53 UTC 2023" nodename "gannet.stats.ox.ac.uk" machine "x86_64" login "ripley" user "ripley" effective_user "ripley" > DSEversion() setRNG tframe dse EvalEst CDNmoney "2022.4-1" "2015.12-1.1" "2020.2-1" "2021.2-1" "2012.4-2" Warning message: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). > data("eg1.DSE.data.diff", package="dse") > > if (!is.TSdata(eg1.DSE.data.diff)) stop("Test data not found. Testing stopped.") > > fuzz.small <- 1e-14 > fuzz.large <- 1e-10 > digits <- 18 > all.ok <- TRUE > > > test.rng <- list(kind="Wichmann-Hill",seed=c(979,1479,1542),normal.kind="Box-Muller") > > VARmodel <- estVARXar(eg1.DSE.data.diff, re.add.means=FALSE, warn=FALSE) > SSmodel <- toSS(VARmodel) > > > cat("dse test 2 ...\n") dse test 2 ... > good <- VARmodel$estimates$like[1] > tst <- l(setArrays(SSmodel), eg1.DSE.data.diff,warn=FALSE)$estimates$like[1] > error <- max(abs(good-tst)) > cat("max. error ", max(error)) max. error 422.8924> > if (any(is.na(error)) || any(is.nan(error)) || fuzz.large < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } c( , -3456.83959130200128) Warning message: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). > > cat("dse test 3 ...\n") dse test 3 ... > good <- VARmodel$estimates$like[1] > tst <- l(setArrays(VARmodel), eg1.DSE.data.diff, warn=FALSE)$estimates$like[1] > error <- max(abs(good-tst)) > cat("max. error ", max(error)) max. error 0> > if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } > > > cat("dse test 4 ...\n") dse test 4 ... > ARMAmodel <- toARMA(SSmodel) > good <- VARmodel$estimates$like[1] > tst <- l(ARMAmodel, eg1.DSE.data.diff, warn=FALSE)$estimates$like[1] > error <- max(abs(good-tst)) > cat("max. error ", max(error)) max. error 9.094947e-13> > if (any(is.na(error)) || any(is.nan(error)) || fuzz.large < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } > > > cat("dse test 5a...\n") dse test 5a... > good <- VARmodel$estimates$like[1] > tst <- l(ARMAmodel, eg1.DSE.data.diff,warn=FALSE)$estimates$like[1] > error <- max(abs(good-tst)) > cat("max. error ", max(error)) max. error 9.094947e-13> > if (any(is.na(error)) || any(is.nan(error)) || fuzz.large < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } > > > cat("dse test 5b...\n") dse test 5b... > # longer input data is used by forecast in EvalEst > data("egJofF.1dec93.data", package="dse") > eg4.DSE.data<- egJofF.1dec93.data > outputData(eg4.DSE.data) <- outputData(eg4.DSE.data, series=c(1,2,6,7)) > eg4.DSE.model <- estVARXls(eg4.DSE.data) > longIn.data <- TSdata( + input= ts(rbind(inputData(eg4.DSE.data), matrix(.1,10,1)), + start=start(eg4.DSE.data), + frequency=frequency(eg4.DSE.data)), + output=outputData(eg4.DSE.data)) > seriesNames(longIn.data) <- seriesNames(eg4.DSE.data) > z <- l(TSmodel(eg4.DSE.model), longIn.data) > zz <- l(TSmodel(eg4.DSE.model), longIn.data, compiled=FALSE) > error <- max(abs(z$estimates$pred - zz$estimates$pred)) > #tfplot(z$estimates$pred, zz$estimates$pred) > #z$estimates$pred[1:5,] ; zz$estimates$pred[1:5,] > ok <- fuzz.small > error > if (ok) cat("ok\n") else { + max.error <- if (is.na(max.error)) error else max(error, max.error) + cat("failed! error= ", error,"\n") + if(!testEqual(outputData(z), outputData(zz))) + cat("output data comparison for l() and longIn.data failed.\n") + if(!testEqual(inputData(z), inputData(zz))) + cat("input data comparison for l() and longIn.data failed.\n") + } ok > all.ok <- all.ok & ok > > > cat("dse test 6a...\n") dse test 6a... > good <- sort(Mod(roots(TSmodel(VARmodel),by.poly=TRUE))) > tst <- sort(Mod(roots(SSmodel))) > error <- max(abs(good-tst)) > cat("max. error ", max(error)) max. error 2.331468e-15> > if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } > > > cat("dse test 6b...\n") dse test 6b... > good <- sort(Mod(roots(SSmodel))) > tst <- sort(Mod(roots(TSmodel(VARmodel),by.poly=FALSE))) > error <- max(abs(good-tst)) > cat("max. error ", max(error)) max. error 0> > if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } > > > > if (! all.ok) stop("some tests FAILED") Error: some tests FAILED Execution halted Running the tests in ‘tests/dse1tst09.R’ failed. Complete output: > require("dse") Loading required package: dse Loading required package: tfplot Loading required package: tframe Attaching package: 'dse' The following objects are masked from 'package:stats': acf, simulate > Sys.info() sysname "Linux" release "6.2.15-100.fc36.x86_64" version "#1 SMP PREEMPT_DYNAMIC Thu May 11 16:51:53 UTC 2023" nodename "gannet.stats.ox.ac.uk" machine "x86_64" login "ripley" user "ripley" effective_user "ripley" > DSEversion() setRNG tframe dse EvalEst CDNmoney "2022.4-1" "2015.12-1.1" "2020.2-1" "2021.2-1" "2012.4-2" Warning message: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). > data("eg1.DSE.data.diff", package="dse") > > if (!is.TSdata(eg1.DSE.data.diff)) stop("Test data not found. Testing stopped.") > > fuzz.small <- 1e-14 > fuzz.large <- 1e-10 > digits <- 18 > all.ok <- TRUE > > > test.rng <- list(kind="Wichmann-Hill",seed=c(979,1479,1542),normal.kind="Box-Muller") > > VARmodel <- estVARXar(eg1.DSE.data.diff, re.add.means=FALSE, warn=FALSE) > > SSmodel <- toSS(VARmodel) > > cat("dse test 9 ...\n") dse test 9 ... > z <- simulate(SSmodel, input=inputData(eg1.DSE.data.diff)) > ok <- testEqual(z,simulate(SSmodel, rng=setRNG::getRNG(z), + input=inputData(eg1.DSE.data.diff))) > if (!ok) {all.ok <- FALSE ; cat(ok, "\n")} > > ok <- testEqual(summary(z)$estimates, + summary(z)$estimates, fuzz=fuzz.small) > if (!ok) {all.ok <- FALSE ; cat(ok, "\n")} > > > > cat("dse test 10...\n") dse test 10... > > ok <- stability(SSmodel, verbose=FALSE) > if (!ok) {all.ok <- FALSE ; cat(ok, "\n")} > > > cat("dse test 11...\n") dse test 11... > > scale.fac <- diag(1:3) > scale.fac[1,3] <-.5 > scale.pred <- VARmodel$estimates$pred %*% t(scale.fac) > scale.fac <- list(output=scale.fac) > > good <- scale.pred > tst <- l(scale(VARmodel$model, scale=scale.fac), + scale(eg1.DSE.data.diff, scale=scale.fac), warn=FALSE)$estimates$pred > error <- max(abs(good - tst)) > cat("max. error ", max(error), "\n") max. error 2.94903e-17 > > if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } > > > cat("dse test 12...\n") dse test 12... > > good <- scale.pred > tst <- l(scale(SSmodel, scale=scale.fac), + scale(eg1.DSE.data.diff, scale=scale.fac))$estimates$pred > error <- max(abs(good - tst)) > cat("max. error ", max(error), "\n") max. error 0.07941393 > > if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } c( , -0.0118525394286781941, -0.0132211723029668944, -0.0155548524837300431, -0.00941979227920359055, -0.0134600202135228483, -0.0106979325180162742, -0.0123086117931443043, -0.00537257893717662388, -0.0169039546691531761, 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0.00321162807493719686, 0.00327825621551000937, 0.00227354230391431725, 0.00403931261093551895, 0.00419148605099402966, 0.00144366162710374887, 0.00379925590416535855, 0.00360321419609853323, 0.0038537986931300762, 0.00120993880611754145, 0.00394294663406702904, 0.00293766606706901811, 0.00298608300270328079, 0.00308829611761385348, 0.00406686713715551443, 0.00664432644828154024, 0.0036406493705410754, 0.0019908473568111245, 0.00288531129448877342, 0.000561330401853250838, 0.000728275676128376827, 0.00359207143571238161, 0.0026883048278481354, 0.00226210679307079117, 0.00325364433303172197, 0.0021544094710791023, 0.00407116856532344692, 0.00137731103173170232, 0.00120470245256384164, 0.00483984659254504956, 0.00295931633393402282, 0.00637105120464869813, 0.00336875097049084936, 0.00345856345907809282, 0.0029349511194293877, 0.00305742245283774187, 0.00404747201528362494, 0.00277179383798144968, 0.00409331055022219177, 0.00214195976745739595, 0.00311253527191631026, 0.0023084979579048974, 0.00317247031736197539, 0.00257033320951860836, 0.00503526575787906563, 0.00221885632250012552, 0.00436599369503617302, 0.00316592602747517481, 0.00204042279792358491, 0.00305369903212813695, 0.0026438452207321857, 0.00275715656953103364, 0.00370086047771363454, 0.00455330114236868373, 0.0032806243029615649, 0.00372607874283794119, 0.00400974014047861434, 0.00313180181472311192, 0.00421437691291537062, 0.00151829783091106396, 0.00308900247626648326, 0.00428575315234071622, 0.00303262906992673477, 0.00230720022993888968, 0.00418271834745366153, 0.00382045378102691211, 0.000924842929024622361, 0.00298406905353115412, 0.00204358021969662344, 0.00257354606166145493, 0.00119843025551194006, 0.00338494187322068568, 0.00287077835477655106, 0.0028474655672242194, 0.00238914210447079955, 0.00160269974427806883, 0.00508028072485608787, -0.000262177137040228714, 0.000691243299795274782, 0.00190556222079816748, 0.00172404947879528647) Warning message: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). > > > cat("dse test 13...\n") dse test 13... > > z <- eg1.DSE.data.diff > ok <- testEqual(z, + TSdata(output=outputData(combine(z,z), series=seq(nseriesOutput(z))), + input= inputData(combine(z,z), series=seq( nseriesInput(z))))) > > if (!ok) {all.ok <- FALSE ; cat(ok, "\n")} > > > if (! all.ok) stop("some tests FAILED") Error: some tests FAILED Execution halted Running the tests in ‘tests/dse2tst2.R’ failed. Complete output: > require("stats") > require("dse") Loading required package: dse Loading required package: tfplot Loading required package: tframe Attaching package: 'dse' The following objects are masked from 'package:stats': acf, simulate > #x11() > dir <- tempdir() > postscript(file=paste(dir,"/lite.out.ps", sep=""), paper="letter", + horizontal=FALSE, onefile=TRUE) > # width=6, height=8, pointsize=10, > Sys.info() sysname "Linux" release "6.2.15-100.fc36.x86_64" version "#1 SMP PREEMPT_DYNAMIC Thu May 11 16:51:53 UTC 2023" nodename "gannet.stats.ox.ac.uk" machine "x86_64" login "ripley" user "ripley" effective_user "ripley" > DSEversion() setRNG tframe dse EvalEst CDNmoney "2022.4-1" "2015.12-1.1" "2020.2-1" "2021.2-1" "2012.4-2" Warning message: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). > setRNG::random.number.test() Random number generator tests ...ok Warning messages: 1: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). 2: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). 3: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). 4: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). 5: In RNGkind(kind = kind, normal.kind = normal.kind) : RNGkind: Marsaglia-Multicarry has poor statistical properties 6: In RNGkind(kind = kind, normal.kind = normal.kind) : RNGkind: severe deviations from normality for Kinderman-Ramage + Marsaglia-Multicarry 7: In RNGkind(kind = kind, normal.kind = normal.kind) : RNGkind: Marsaglia-Multicarry has poor statistical properties 8: In RNGkind(kind = kind, normal.kind = normal.kind) : RNGkind: severe deviations from normality for Kinderman-Ramage + Marsaglia-Multicarry 9: In RNGkind(kind = kind, normal.kind = normal.kind) : buggy version of Kinderman-Ramage generator used 10: In RNGkind(kind = kind, normal.kind = normal.kind) : RNGkind: Marsaglia-Multicarry has poor statistical properties > > > > > EvalEst.function.tests <- function(verbose=TRUE, synopsis=TRUE, + fuzz.small=1e-14, fuzz.large=1e-8, graphics=TRUE) + {max.error <- NA + data("eg1.DSE.data.diff", package="dse") + + if (synopsis & !verbose) cat("All EvalEst tests ...") + if (verbose) cat("EvalEst test 0 ... ") + z <- eg1.DSE.data.diff + z$input <- NULL + mod1 <- TSmodel(estVARXar(z, re.add.means=FALSE, warn=FALSE)) + ok <- is.TSmodel(mod1) + all.ok <- ok + if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") } + + if (verbose) cat("EvalEst test 1 ... ") + z <- estBlackBox1(eg1.DSE.data.diff, verbose=FALSE, max.lag=2) + error <- max(abs(z$estimates$like[1]+4025.943051342767)) + ok <- is.TSestModel(z) & (fuzz.large > error ) + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + if (verbose) cat("EvalEst test 2 ... ") + z <- estWtVariables(eg1.DSE.data.diff, c(1,10,10), + estimation="estVARXls") + error <- max(abs(z$estimates$like[1]+4125.05572604540066)) + ok <- is.TSestModel(z) & (fuzz.large > error) + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + if (verbose) cat("EvalEst test 3 ... ") + z <- estSSMittnik(eg1.DSE.data.diff, max.lag=2, n=3) + error <- max(abs(z$estimates$like[1]+3794.0394069904219)) + ok <- is.SS(z$model) & (fuzz.large > error ) + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + if (verbose) cat("EvalEst test 4 ... ") + z <- l( MittnikReduction(z, criterion="taic", verbose=FALSE), + eg1.DSE.data.diff) + error <- max(abs(z$estimates$like[1]+3795.6760513068380)) + ok <- is.SS(z$model) & (fuzz.large > error ) + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + modSS<-z + + if (verbose) cat("EvalEst test 5 ... ") + z <- featherForecasts( modSS, from.periods=c(250,300)) + error <- max(abs + (c(z$featherForecasts[[1]][286,],z$featherForecasts[[2]][336,]) + -c(-0.00092229286770808757701, -0.0086020067525247358164, + 0.0043454851777852505565, -0.0066741302949233430319, + -0.0089398331205012854933, 0.0021769124280658046222))) + # 10* for change from svd to La.svd (but values not changed) + ok <- 10*fuzz.small > error + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + if (verbose) cat("EvalEst test 6 ... ") + # previously end=c(1969,6) when .diff data had wrong start date + outputData(modSS$data) <- tfwindow(outputData(modSS), end=c(1969,7)) + # it should be possible to do the following instead, but tsp seems to + # sometimes get mixed up in forecast and cause System terminating: bad address + # outputData(modSS$data) <- outputData(modSS$data)[1:100,] + z <- forecast(modSS, percent=c(90,100,110)) + + # previously 136 below + error <- max(abs( + c(z$forecast[[1]][36,],z$forecast[[2]][36,], z$forecast[[3]][36,]) + -c(-0.00310702417651131587, -0.00604105559321206804,0.00214657444656118738, + -0.00345224972784219028, -0.00671228396225603124,0.00238508249578931863, + -0.00379747527917305948, -0.00738351233129999531,0.00262359054501745074))) + # 10* for change from svd to La.svd (but values not changed) + ok <- 10*fuzz.small > error + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + if (graphics) + {if (verbose) cat("EvalEst test 7 (graphics) ... ") + ok <- EvalEst.graphics.tests(verbose=verbose, pause=TRUE) + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") } + } + + if (synopsis) + {if (verbose) cat("All EvalEst tests completed") + if (all.ok) cat(" OK\n") + else + {cat(", some FAILED!") + if(max.error > fuzz.small) + cat(" max. error magnitude= ", max.error,")") + cat("\n") + } + } + + if (all.ok) invisible(TRUE) else stop("FAILED") + } > > EvalEst.graphics.tests <- function(verbose=TRUE, synopsis=TRUE) + {# graphics tests do not do any value comparisons + if (synopsis & !verbose) cat("EvalEst graphics tests ...") + + data("eg1.DSE.data.diff", package="dse") + + if (verbose) cat(" EvalEst graphics test 1 ...") + + # If no device is active then write to postscript file + if (dev.cur() == 1 ) + {postscript(file="zot.postscript.test.ps",width=6,height=6,pointsize=10, + onefile=FALSE, print.it=FALSE, append=FALSE) + on.exit((function() + {dev.off(); synchronize(1); rm("zot.postscript.test.ps")})()) + } + + data <- eg1.DSE.data.diff + mod1 <- TSmodel(estVARXls(data,max.lag=3)) + modSS <- l(toSS(mod1),data) + + z <- featherForecasts( modSS, from.periods=c(230,250)) + tfplot(z, start=c(1980,1)) + if (verbose) cat("ok\n") + + if (verbose) cat(" EvalEst graphics test 2 ...") + z <- forecast(modSS, percent=c(90,100,110)) + tfplot(z, start=c(1985,1)) + if (verbose) cat("ok\n") + + if (synopsis) + {if (verbose) cat("All EvalEst graphics tests completed\n") + else cat("completed\n") + } + + + invisible(TRUE) + } > > > > EvalEst.function.tests(verbose=TRUE, graphics=FALSE) EvalEst test 0 ... ok EvalEst test 1 ... failed! error = 283.4894 ) EvalEst test 2 ... ok EvalEst test 3 ... failed! error = 347.4351 ) EvalEst test 4 ... failed! error = 60.9662 ) EvalEst test 5 ... failed! error = 0.0167848 ) EvalEst test 6 ... failed! error = 0.01115556 ) All EvalEst tests completed, some FAILED! max. error magnitude= 347.4351 ) Error in EvalEst.function.tests(verbose = TRUE, graphics = FALSE) : FAILED Execution halted Running the tests in ‘tests/estMaxLik.R’ failed. Complete output: > require("dse") Loading required package: dse Loading required package: tfplot Loading required package: tframe Attaching package: 'dse' The following objects are masked from 'package:stats': acf, simulate > Sys.info() sysname "Linux" release "6.2.15-100.fc36.x86_64" version "#1 SMP PREEMPT_DYNAMIC Thu May 11 16:51:53 UTC 2023" nodename "gannet.stats.ox.ac.uk" machine "x86_64" login "ripley" user "ripley" effective_user "ripley" > DSEversion() setRNG tframe dse EvalEst CDNmoney "2022.4-1" "2015.12-1.1" "2020.2-1" "2021.2-1" "2012.4-2" Warning message: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). > > fuzz <- 1e-6 > digits <- 18 > all.ok <- TRUE > > test.rng <- list(kind="Wichmann-Hill",seed=c(979,1479,1542),normal.kind="Box-Muller") > > testModel <- SS(F=diag(1,3), H=matrix(c(1,0,0,1,0,0),2,3), + Q=diag(0.5, 3, 3), R=diag(1.1, 2,2), + description="test model", output.names=c("output 1", "output 2")) > > z <- simulate(testModel, rng=test.rng) > > if(! testEqual(z, simulate(testModel, rng=test.rng, compiled=FALSE),fuzz=1e-14)) + {cat("compiled and S versions of simulate differ!!!!!") + all.ok <- FALSE + } > > estModel <- estMaxLik(testModel, z) > > #good <- 293.91258790365771 before simulate fix for w instead of e in non-innov models (Oct 2004) > good <- 340.556405433164741 > tst <- estModel$estimates$like[1] > error <- max(abs(good - tst)) > cat("max. error ", max(error), "\n") max. error 74.73504 > > if (any(is.na(error)) || any(is.nan(error)) || fuzz < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } c( , 415.291448445501771) Warning message: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). > > if (! all.ok) stop("some tests FAILED") Error: some tests FAILED Execution halted Running the tests in ‘tests/smoother.R’ failed. Complete output: > > require("dse") Loading required package: dse Loading required package: tfplot Loading required package: tframe Attaching package: 'dse' The following objects are masked from 'package:stats': acf, simulate > Sys.info() sysname "Linux" release "6.2.15-100.fc36.x86_64" version "#1 SMP PREEMPT_DYNAMIC Thu May 11 16:51:53 UTC 2023" nodename "gannet.stats.ox.ac.uk" machine "x86_64" login "ripley" user "ripley" effective_user "ripley" > DSEversion() setRNG tframe dse EvalEst CDNmoney "2022.4-1" "2015.12-1.1" "2020.2-1" "2021.2-1" "2012.4-2" Warning message: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). > > fuzz <- 1e-6 > digits <- 18 > all.ok <- TRUE > > test.rng <- list(kind="Wichmann-Hill",seed=c(979,1479,1542),normal.kind="Box-Muller") > > ################################################### > > # test with input and having output dim < state dim. > > ################################################### > > if(is.R()) data("eg1.DSE.data.diff", package="dse") Warning message: In is.R() : 'is.R' is deprecated. See help("Deprecated") and help("base-deprecated"). > model <- TSmodel(toSSChol(estVARXls(eg1.DSE.data.diff))) > > model0 <- model > model0$G <- NULL > simdata0 <- simulate(model0, rng=test.rng) > > z <- smoother(model0, simdata0, compiled=TRUE) > zz <- smoother(model0, simdata0, compiled=FALSE) > > #tfplot(simdata0$state, state(z, smooth=TRUE), state(zz, smooth=TRUE), graphs.per.page=3) > > > # using simulated data gives a true state for comparison. > simdata <- simulate(model, input= inputData(eg1.DSE.data.diff), rng=test.rng) > > z <- smoother(model, simdata, compiled=TRUE) > zz <- smoother(model, simdata, compiled=FALSE) > > > error <- max(abs((state(zz, smooth=TRUE) - zz$smooth$state))) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } > > tfplot(state(zz), simdata$state, graphs.per.page=3) > #tfplot(state(z, smoother=TRUE) - state(zz, smoother=TRUE), graphs.per.page=3) > tfplot(state(z, smoother=TRUE), state(zz, smoother=TRUE), graphs.per.page=3) > > # plot smoother agains true state > #tfplot(state(z, smoother=TRUE), simdata$state, graphs.per.page=3) > > # plot smoother agains true state > #tfplot(state(zz, smoother=TRUE), simdata$state, graphs.per.page=3) > > #tfplot(state(z, smoother=TRUE), simdata$state, graphs.per.page=3) > #tfplot(simdata$state, state(z, smoother=TRUE), state(zz, smoother=TRUE), graphs.per.page=3) > > #tfplot(simdata$state, state(zz, filter=TRUE), state(zz, smoother=TRUE), graphs.per.page=3) > > # compare fortran and S versions > error <- max(abs((state(z, smoother=TRUE) - state(zz, smoother=TRUE)))) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } [1] 0.313632377944123075 > > error <- max(abs(z$smooth$track - zz$smooth$track)) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } > > error <- max(abs(z$filter$track - zz$filter$track)) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } > > > ###################################### > > # test output dim exceeds state dim. > > ###################################### > > Hloadings <- t(matrix(c( + 8.8, 5.2, + 23.8, -12.6, + 5.2, -2.0, + 36.8, 16.9, + -2.8, 31.0, + 2.6, 47.6), 2,6)) > > ss.ar1 <- SS(F=array(c(.5, .4, .3, .2),c(2,2)), + H=Hloadings, + Q=array(c(1.0, 2.0),c(2,2)), + R=diag(1,6) + ) > > simdata2 <- simulate(ss.ar1, rng=test.rng) > > z <- smoother(ss.ar1, simdata2, compiled = TRUE) > zz <- smoother(ss.ar1, simdata2, compiled = FALSE) > > #tfplot(state(zz, smooth=TRUE), state(z, smooth=TRUE), simdata2$state, graphs.per.page=3) > #tfplot(state(zz, smooth=TRUE) - state(z, smooth=TRUE), graphs.per.page=3) > > error <- max(abs((state(zz, filter=TRUE) - zz$filter$state))) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } > > > error <- max(abs((state(zz, filter=TRUE) - state(z, filter=TRUE)))) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } [1] 3.72017306142921189 > > error <- max(abs((state(zz, smooth=TRUE) - zz$smooth$state))) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } > > error <- max(abs((state(z, smoother=TRUE) - state(zz, smoother=TRUE)))) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } [1] 5.76767798375810958 > > > error <- max(abs((z$smooth$track) - zz$smooth$track)) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } > > > tfplot(simdata2$state, state(zz, smoother=TRUE), state(zz, filter=TRUE)) > tfplot(simdata2$state, state(z, smoother=TRUE), state(z, filter=TRUE)) > tfplot(simdata2$state, state(z, smoother=TRUE), state(zz, smoother=TRUE)) > > ###################################### > > # test "big k" (which is numerically sensitive). > > ###################################### > > # Starting P0 ("big k") symmetric with off diagonal element smaller than diag. > P0 <- matrix(1e6,4,4) > diag(P0 )<- 1e7 > > mod4 <- SS(F=t(matrix(c( + 0.8, 0.04, 0.2, 0, + 0.2, 0.5, 0, -0.3, + 1, 0, 0, -0.2, + 0, 1, 0, 0 ), c(4,4))), + H=cbind(Hloadings, matrix(0,6,2)), + Q=diag(c(1, 1, 0, 0),4), + R=diag(1,6), + z0=c(10, 20, 30,40), + P0=P0 + ) > > z <- simulate(SS(F=t(matrix(c( + 0.8, 0.04, 0.2, 0, + 0.2, 0.5, 0, -0.3, + 1, 0, 0, -0.2, + 0, 1, 0, 0 ), c(4,4))), + H=cbind(Hloadings, matrix(0,6,2)), + Q=diag(c(1, 1, 0, 0),4), + R=diag(1,6), + z0=c(10, 20, 30,40), + P0=diag(c(10, 10, 10, 10)) ), + rng=test.rng) > > state.sim <- z$state # for comparison below > y.sim <- outputData(z) # simulated indicators > > > error <- max(abs(l(mod4, TSdata(output=y.sim), return.state=TRUE)$filter$state - + l(mod4, TSdata(output=y.sim), return.state=TRUE, + compile=FALSE)$filter$state)) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } [1] 20 > > > zz <- smoother(l(mod4, TSdata(output=y.sim))) > zzz <- smoother(l(mod4, TSdata(output=y.sim)), compiled=FALSE) > > tfplot(state.sim, state(zz)) > tfplot(state.sim, state(zzz)) > tfplot(state.sim, state(zz, smoother=TRUE)) > tfplot(state.sim, state(zzz, smoother=TRUE)) > > error <- max(abs(state(zz, filter=TRUE) - state(zzz, filter=TRUE))) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } [1] 20 > > error <- max(abs(state(zz, smoother=TRUE) - state(zzz, smoother=TRUE))) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } [1] 19.9990926874357804 > > error <- max(abs(zz$filter$track - zzz$filter$track)) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } > > error <- max(abs(zz$smooth$track - zzz$smooth$track)) > if ( fuzz < error) + {print(error, digits=18) + all.ok <- FALSE + } > > > > if (! all.ok) stop("some tests FAILED") Error: some tests FAILED Execution halted * checking for unstated dependencies in vignettes ... OK * checking package vignettes ... OK * checking re-building of vignette outputs ... [29s/47s] OK * checking PDF version of manual ... [19s/29s] OK * checking HTML version of manual ... [8s/13s] OK * checking for non-standard things in the check directory ... OK * checking for detritus in the temp directory ... OK * DONE Status: 1 ERROR, 1 WARNING, 2 NOTEs See ‘/data/gannet/ripley/R/packages/tests-Intel/dse.Rcheck/00check.log’ for details. Command exited with non-zero status 1 Time 52:59.56, 1497.01 + 61.59