update tests

tests/unit_tests/Makefile.in

@@ -23,7 +23,7 @@ CXXFLAGS = $(CXX_STD) -Wall $(OPT_FLAGS) -I$(ARMA_INCLUDE_PATH) -I$(MCMC_HEADER_
 LIBS= -L@MCMC_INSTALL_PATH@ -l@MCMC_SHLIB_NAME@ @MCMC_BLAS_LAPACK@
 
 # TraME Test Files
-SOURCES_MCMC= $(MCMC_TEST_DIR)/determine_bounds_type.cpp $(MCMC_TEST_DIR)/log_jacobian.cpp $(MCMC_TEST_DIR)/rwmh.cpp $(MCMC_TEST_DIR)/transform_vals.cpp
+SOURCES_MCMC= $(MCMC_TEST_DIR)/de.cpp $(MCMC_TEST_DIR)/determine_bounds_type.cpp $(MCMC_TEST_DIR)/log_jacobian.cpp $(MCMC_TEST_DIR)/rwmh.cpp $(MCMC_TEST_DIR)/transform_vals.cpp
 OBJECTS_MCMC= $(SOURCES_MCMC:.cpp=.test)
 
 all: $(OBJECTS_MCMC)

tests/unit_tests/de.cpp

@@ -0,0 +1,132 @@
+/*################################################################################
+  ##
+  ##   Copyright (C) 2011-2017 Keith O'Hara
+  ##
+  ##   This file is part of the MCMC C++ library.
+  ##
+  ##   MCMC is free software: you can redistribute it and/or modify
+  ##   it under the terms of the GNU General Public License as published by
+  ##   the Free Software Foundation, either version 2 of the License, or
+  ##   (at your option) any later version.
+  ##
+  ##   MCMC is distributed in the hope that it will be useful,
+  ##   but WITHOUT ANY WARRANTY; without even the implied warranty of
+  ##   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+  ##   GNU General Public License for more details.
+  ##
+  ################################################################################*/
+
+/*
+ * simple normal model
+ *
+ * Keith O'Hara
+ * 08/12/2017
+ *
+ * This version:
+ * 08/12/2017
+ */
+
+// g++-mp-7 -std=c++11 -Wall -O3 -I/opt/local/include -I./../include de_normal.cpp -o de_normal.test -L./../ -lmcmc -framework Accelerate
+
+#include "mcmc.hpp"
+
+struct norm_data {
+    double sigma;
+    arma::vec x;
+
+    double mu_0;
+    double sigma_0;
+};
+
+double ll_dens(const arma::vec& vals_inp, void* ll_data)
+{
+    const double mu = vals_inp(0);
+    const double pi = arma::datum::pi;
+
+    norm_data* dta = reinterpret_cast<norm_data*>(ll_data);
+    const double sigma = dta->sigma;
+    const arma::vec x = dta->x;
+
+    const double ret = - 0.5*std::log(2*pi) - std::log(sigma) - arma::accu( arma::pow(x - mu,2) / (2*sigma*sigma) );
+
+    return ret;
+}
+
+double log_pr_dens(const arma::vec& vals_inp, void* ll_data)
+{
+    norm_data* dta = reinterpret_cast<norm_data*>(ll_data);
+
+    const double mu_0 = dta->mu_0;
+    const double sigma_0 = dta->sigma_0;
+    const double pi = arma::datum::pi;
+
+    const double x = vals_inp(0);
+
+    const double ret = - 0.5*std::log(2*pi) - std::log(sigma_0) - std::pow(x - mu_0,2) / (2*sigma_0*sigma_0);
+
+    return ret;
+}
+
+double log_target_dens(const arma::vec& vals_inp, void* ll_data)
+{
+    return ll_dens(vals_inp,ll_data) + log_pr_dens(vals_inp,ll_data);
+}
+
+int main()
+{
+    const int n_data = 100;
+    const double mu = 2.0;
+
+    norm_data dta;
+    dta.sigma = 1.0;
+    dta.mu_0 = 1.0;
+    dta.sigma_0 = 2.0;
+
+    arma::vec x_dta = mu + arma::randn(n_data,1);
+    dta.x = x_dta;
+
+    //
+
+    arma::vec initial_val(1);
+    initial_val(0) = 1.0;
+
+    arma::cube draws_out;
+    mcmc::de(initial_val,draws_out,log_target_dens,&dta);
+
+    arma::cout << "draws:\n" << draws_out.slice(100).rows(0,9) << arma::endl;
+
+    std::cout << "acceptance rate = " << settings.de_accept_rate << arma::endl;
+
+    //
+    //
+
+    mcmc::mcmc_settings settings;
+
+    arma::vec lb(1);
+    lb(0) = 0.0;
+
+    arma::vec ub(1);
+    ub(0) = 4.0;
+
+    settings.vals_bound = true;
+    settings.lower_bounds = lb;
+    settings.upper_bounds = ub;
+
+    mcmc::de(initial_val,draws_out,log_target_dens,&dta,settings);
+
+    //
+
+    lb(0) = -arma::datum::inf;
+    settings.lower_bounds = lb;
+
+    mcmc::de(initial_val,draws_out,log_target_dens,&dta,settings);
+
+    //
+
+    ub(0) = arma::datum::inf;
+    settings.upper_bounds = ub;
+
+    mcmc::de(initial_val,draws_out,log_target_dens,&dta,settings);
+
+    return 0;
+}

tests/unit_tests/rwmh.cpp

@@ -119,6 +119,7 @@ int main()
 
     ub(0) = arma::datum::inf;
     settings.upper_bounds = ub;
+
     mcmc::rwmh(initial_val,draws_out,log_target_dens,&dta,settings);
 
     return 0;