diff --git a/.Rbuildignore b/.Rbuildignore new file mode 100644 index 0000000..1e3b144 --- /dev/null +++ b/.Rbuildignore @@ -0,0 +1,19 @@ +test.R +^.*\.Rproj$ +^\.Rproj\.user$ +^.*tar.gz$ +.gitignore +.gitmodules +README.md +test_all.R +.travis.yml +appveyor.yml +examples +man-roxygen +benchmark.R +todo +benchmark +cran-comments.md +^docs$ +bottleneck +data-raw diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..4d9b141 --- /dev/null +++ b/.gitignore @@ -0,0 +1,12 @@ +.Rproj.user +.Rhistory +.RData +ecr.Rcheck +ecr.Rproj +ecr_*.tar.gz +playground.R +test_specific.R +Rplots.pdf +*.o +*.so +inst/doc diff --git a/DESCRIPTION b/DESCRIPTION new file mode 100644 index 0000000..fc3df03 --- /dev/null +++ b/DESCRIPTION @@ -0,0 +1,25 @@ +Package: sampling +Title: Sampling Plans in R +Description: Calculation of star discrepancy of a point set and methods for pseudo-random and quasi-random point set generation: uniform random sampling, latin hypercube sampling, Sobol and Halton sequences. +Version: 1.0.0.0000 +Encoding: UTF-8 +Date: 2019-12-20 +Authors@R: c( + person("Jakob", "Bossek", email = "j.bossek@gmail.com", role = c("aut", "cre", "cph")), + person("Michael H.", "Buselli", role = c("ctb", "cph"))) +Maintainer: Jakob Bossek +License: GPL-3 | file LICENSE +URL: https://github.com/jakobbossek/sampling +BugReports: https://github.com/jakobbossek/sampling/issues +Depends: + R (>= 2.10), + BBmisc (>= 1.6) +Imports: + checkmate (>= 1.1), + randtoolbox, + lhs +Suggests: + testthat (>= 0.9.1) +ByteCompile: yes +LazyData: yes +RoxygenNote: 6.1.1 diff --git a/LICENSE b/LICENSE new file mode 100644 index 0000000..9cecc1d --- /dev/null +++ b/LICENSE @@ -0,0 +1,674 @@ + GNU GENERAL PUBLIC LICENSE + Version 3, 29 June 2007 + + Copyright (C) 2007 Free Software Foundation, Inc. + Everyone is permitted to copy and distribute verbatim copies + of this license document, but changing it is not allowed. + + Preamble + + The GNU General Public License is a free, copyleft license for +software and other kinds of works. + + The licenses for most software and other practical works are designed +to take away your freedom to share and change the works. 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Of course, your program's commands +might be different; for a GUI interface, you would use an "about box". + + You should also get your employer (if you work as a programmer) or school, +if any, to sign a "copyright disclaimer" for the program, if necessary. +For more information on this, and how to apply and follow the GNU GPL, see +. + + The GNU General Public License does not permit incorporating your program +into proprietary programs. If your program is a subroutine library, you +may consider it more useful to permit linking proprietary applications with +the library. If this is what you want to do, use the GNU Lesser General +Public License instead of this License. But first, please read +. diff --git a/NAMESPACE b/NAMESPACE new file mode 100644 index 0000000..c377c9e --- /dev/null +++ b/NAMESPACE @@ -0,0 +1,6 @@ +# Generated by roxygen2: do not edit by hand + +export(stardiscrepancy) +import(BBmisc) +import(checkmate) +useDynLib(sampling, .registration = TRUE) diff --git a/R/design.R b/R/design.R new file mode 100644 index 0000000..6ef07a3 --- /dev/null +++ b/R/design.R @@ -0,0 +1,93 @@ +#' @title +#' Create a design. +#' +#' @description +#' To be written ... +#' +#' @param n [\code{integer(1)}]\cr +#' Number of design points (rows). +#' @param k [\code{integer(1)}]\cr +#' Number of variables (columns). +#' @param l [\code{numeric}]\cr +#' Lower bound for design points. Either a single numeric value +#' or a vector of length \code{k}. +#' Default is 0. +#' @param u [\code{numeric}]\cr +#' Upper bound for design points. Either a single numeric value +#' or a vector of length \code{k}. +#' Default is 1. +#' @param method [\code{character(1)}]\cr +#' Name of method used to generate the design. Possible values are +#' \describe{ +#' \item{uniform}{Uniform random sampling.} +#' \item{improvedlhs}{Delegate to \code{\link[lhs]{improvedLHS}}.} +#' \item{maximinlhs}{Delegate to \code{\link[lhs]{maximinLHS}}.} +#' \item{geneticlhs}{Delegate to \code{\link[lhs]{geneticLHS}}.} +#' \item{halton}{Delegate to \code{\link[randtoolbox]{halton}}.} +#' \item{sobol}{Delegate to \code{\link[randtoolbox]{sobol}}.} +#' } +#' @param as.df [\code{logical(1)}]\cr +#' Return points as data frame? +#' Default is \code{TRUE}. +#' @param ... [any]\cr +#' Further parameters passed down to generator if applicable. +#' @return Design points as a matrix or data.frame (see parameter \code{as.df}). +#' @examples +#' methods = getSupportedMethods() +#' designs = lapply(methods, function(method) { +#' design(n = 100, k = 2, method = method, l = -5, upper = c(5, 10), as.df = FALSE) +#' }) +#' +#' # pass down options to generator +#' d = design(n = 50, k = 4, method = "sobol", scrambling = 2, seed = 123) +#' print(d) +#' @export +design = function(n, k, method, l = 0, u = 1, as.df = TRUE, ...) { + n = checkmate::asInt(n, lower = 2L, na.ok = FALSE) + k = checkmate::asInt(k, lower = 1L, na.ok = FALSE) + checkmate::assertChoice(method, choices = getSupportedMethods()) + checkmate::assertFlag(as.df) + + if (length(l) == 1L) + l = rep(l, k) + if (length(u) == 1L) + u = rep(u, k) + + checkmate::assertNumeric(l, len = k, any.missing = FALSE, all.missing = FALSE) + checkmate::assertNumeric(u, len = k, any.missing = FALSE, all.missing = FALSE) + + if (any(l >= u)) + BBmisc::stopf("[sampling::design] Lower bounds must be strictly lower than upper bounds.") + + des = if (method == "uniform") { + matrix(runif(n * k), nrow = n) + } else if (method == "improvedlhs") { + lhs::improvedLHS(n = n, k = k, ...) + } else if (method == "maximinlhs") { + lhs::maximinLHS(n = n, k = k, ...) + } else if (method == "improvedlhs") { + lhs::geneticLHS(n = n, k = k, ...) + } else if (method == "halton") { + randtoolbox::halton(n = n, dim = k, ...) + } else if (method == "sobol") { + randtoolbox::sobol(n = n, dim = k, scrambling = 3, seed = ceiling(runif(1L, min = 1, max = 1000000))) + } else { + BBmisc::stopf("[sampling::design] Unsupported method '%s'.", method) + } + + # linear transformation + des = t(t(des) * (u - l) + l) + + if (as.df) { + des = as.data.frame(des) + colnames(des) = paste0("x", seq_len(k)) + } + + return(des) +} + +#' Get character vector of supported design generators. +#' @export +getSupportedMethods = function() { + c("uniform", "improvedlhs", "maximinlhs", "geneticlhs" "halton", "sobol") +} diff --git a/R/stardiscrepancy.R b/R/stardiscrepancy.R new file mode 100644 index 0000000..4f56399 --- /dev/null +++ b/R/stardiscrepancy.R @@ -0,0 +1,18 @@ +#' @title +#' Calculate star discrepancy of a set of points. +#' +#' @description +#' To be written ... +#' +#' @param x [\code{matrix(n, d)}]\cr +#' An \eqn{n \times d} matrix where \eqn{n} is the number of points and \eqn{d} +#' is the dimension of the search space. +#' @return [\numeric(1)]\cr Star discrepancy of \code{x}. +#' @export +stardiscrepancy = function(x) { + if (checkmate::testDataFrame(x)) + x = unname(as.matrix(x)) + + checkmate::assertMatrix(x, min.rows = 2L, min.cols = 2L, any.missing = FALSE, all.missing = FALSE, mode = "numeric") + return(.Call("starDiscrepancyC", t(x))) +} diff --git a/R/utilities.R b/R/utilities.R new file mode 100644 index 0000000..e69de29 diff --git a/R/zzz.R b/R/zzz.R new file mode 100644 index 0000000..a073710 --- /dev/null +++ b/R/zzz.R @@ -0,0 +1,4 @@ +#' @import BBmisc +#' @import checkmate +#' @useDynLib sampling, .registration = TRUE +NULL diff --git a/lhs.csv b/lhs.csv new file mode 100644 index 0000000..6771173 --- /dev/null +++ b/lhs.csv @@ -0,0 +1,100 @@ +0.253022915450856 0.22990761208348 +0.12112352787517 0.601796171162277 +0.493718087440357 0.597349786665291 +0.142885130131617 0.170670251362026 +0.4271760948468 0.376491232775152 +0.257806516485289 0.640252922661602 +0.663358768448234 0.594089074293151 +0.682992773130536 0.118916020030156 +0.568049597553909 0.25547092128545 +0.605033716885373 0.432114630239084 +0.836378659587353 0.0078568363096565 +0.552425206406042 0.975648536114022 +0.634326823754236 0.0595397695433348 +0.345927965827286 0.109214485622942 +0.945101228775457 0.930800352711231 +0.781372675672174 0.942845947109163 +0.151048242812976 0.811321821063757 +0.956188748357818 0.495036167092621 +0.51406750571914 0.341001246124506 +0.472398628247902 0.0805169607046992 +0.617566416505724 0.46968577709049 +0.989536985754967 0.243651201948524 +0.73607155540958 0.497004712000489 +0.718945110449567 0.10995641280897 +0.44273673533462 0.538304798305035 +0.00404965062625706 0.316003878368065 +0.958370928186923 0.345929171191528 +0.385171438101679 0.356566360220313 +0.591663437196985 0.557763922261074 +0.43044931255281 0.187970697879791 +0.210821153363213 0.629827392287552 +0.536389691289514 0.145325358491391 +0.986469031078741 0.0393241739366204 +0.758043571840972 0.651457436848432 +0.930054697208107 0.101356349652633 +0.0522755342535675 0.257429311284795 +0.412571460939944 0.666399947367609 +0.771341178100556 0.153658266412094 +0.285345751326531 0.508523574098945 +0.928118038689718 0.128511247457936 +0.187369283754379 0.0804562836419791 +0.356243156362325 0.843947794986889 +0.991327811265364 0.580040421336889 +0.78501507290639 0.626025115838274 +0.178484899224713 0.849973013391718 +0.692535544279963 0.915508342208341 +0.0205433941446245 0.496192467864603 +0.974999770289287 0.38546999101527 +0.556123227346689 0.71235323138535 +0.20126667059958 0.722723721992224 +0.819714242592454 0.993817307520658 +0.548541401512921 0.880915115121752 +0.489991025533527 0.441458477405831 +0.252151322318241 0.731771438848227 +0.936088181566447 0.154205961385742 +0.0715441480278969 0.785758606391028 +0.975039725191891 0.160593141335994 +0.0500071628484875 0.770783729385585 +0.614662708714604 0.136371437925845 +0.158437236445025 0.359703139634803 +0.304497928824276 0.126026706304401 +0.0381341730244458 0.43527658819221 +0.431226160610095 0.441052877577022 +0.06781883421354 0.389975815545768 +0.277522057993338 0.985981978243217 +0.206932082306594 0.0300460774451494 +0.290593875804916 0.462638955563307 +0.0951430327259004 0.551165213808417 +0.725281604100019 0.195682109333575 +0.710990203311667 0.576784510165453 +0.418155794497579 0.56084486306645 +0.674193867715076 0.727994589600712 +0.9920595115982 0.402155606541783 +0.470080117927864 0.390917636686936 +0.117692516418174 0.679528910433874 +0.359322067350149 0.0988261876627803 +0.403197608655319 0.90773221058771 +0.28662470006384 0.693085825769231 +0.919821421150118 0.836114576319233 +0.941048826789483 0.163995319977403 +0.000979589065536857 0.910818479489535 +0.246757663553581 0.42727664578706 +0.271023839944974 0.245750994421542 +0.506279193330556 0.921838203445077 +0.198215828742832 0.916073467116803 +0.34282570425421 0.414162284694612 +0.321702299639583 0.0103310050908476 +0.00422446336597204 0.20220457855612 +0.627962226280943 0.549648890970275 +0.804501985199749 0.532187291420996 +0.659987275255844 0.708451870130375 +0.136188758304343 0.551180250244215 +0.100476911524311 0.894132857443765 +0.498229328542948 0.361522853840142 +0.649411271326244 0.333848457317799 +0.602355357725173 0.479661879595369 +0.327465348877013 0.185043154284358 +0.668415803462267 0.67052994389087 +0.637243793811649 0.553390565561131 +0.604255649028346 0.175885989330709 diff --git a/man/stardiscrepancy.Rd b/man/stardiscrepancy.Rd new file mode 100644 index 0000000..162ad6e --- /dev/null +++ b/man/stardiscrepancy.Rd @@ -0,0 +1,19 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/stardiscrepancy.R +\name{stardiscrepancy} +\alias{stardiscrepancy} +\title{Calculate star discrepancy of a set of points.} +\usage{ +stardiscrepancy(x) +} +\arguments{ +\item{x}{[\code{matrix(n, d)}]\cr +An \eqn{n \times d} matrix where \eqn{n} is the number of points and \eqn{d} +is the dimension of the search space.} +} +\value{ +[\numeric(1)]\cr Star discrepancy of \code{x}. +} +\description{ +To be written ... +} diff --git a/src/Makevars b/src/Makevars new file mode 100644 index 0000000..e69de29 diff --git a/src/bz_discr.c b/src/bz_discr.c new file mode 100644 index 0000000..1a388b9 --- /dev/null +++ b/src/bz_discr.c @@ -0,0 +1,161 @@ +#include "bz_discr.h" +#include + +#define INT_EPS 1e-12 +// define SPAM to get trace output + +#ifdef SPAM +#define SPIM +#endif +// SPIM is more benign + +int comparedim; + +double globaldiscr; + +double fmax(double a,double b) +{ + return ((a)>(b))?(a):(b); +} + +// argument is pointer to pointsetmember, i.e. double **. +int cmpkeyk(double **pt1, double **pt2) +{ + double a=(*pt1)[comparedim], b=(*pt2)[comparedim]; + if (ab) + return 1; + return 0; +} + +int intpoints(double **pointset, int dim, int npoints, double *base) +{ + int n=npoints,i,j; + for (i=0; i= (base[j]-INT_EPS)) { + n--; + break; + } + } + } + return n; +} + +// Fixes one dimension at a time, each dimension defined by a point (which +// must be on the boundary of the box). Maintains list of points that are +// still possible (first rempoints points) and smallest base compatible with +// earlier dimension choices (boundary points must not be excluded). +double int_poly_discr(double **pointset, int dim, int npoints, int rempoints, + double *base, int cdim) +{ + double discr,maxdiscr=0.0, basecopy[dim], *ptcopy[rempoints]; + int i,j, resort=0; + +#ifdef SPAM + fprintf(stderr, "Dim %d points %d/%d base (%g", cdim, rempoints, npoints, base[0]); + for (i=1; i discr. %g\n", + discr, (double)intpoints(pointset, dim, rempoints, base)/npoints, + (double)rempoints/npoints, maxdiscr); +#endif + if (maxdiscr > globaldiscr) { + globaldiscr=maxdiscr; +#ifdef SPIM + fprintf(stderr, "Improved to %g\n", globaldiscr); +#endif + } + return maxdiscr; + } + + for (i=cdim; i base[j]) + base[j]=pointset[i][j]; + } + if ((i && (pointset[i-1][cdim] == pointset[i][cdim])) || + (((i+1) maxdiscr) + maxdiscr=discr; + if (resort) { + for (j=0; j maxdiscr) + maxdiscr=discr; + + return maxdiscr; +} + +double poly_discr(double **pointset, int dim, int npoints) +{ + double *base, discr; + int i; + globaldiscr=0; + base = malloc(dim*sizeof(double)); + for (i=0; i +#include + +int comparedim; + +double globaldiscr; + +double fmax(double a,double b); + +int cmpkeyk(double **pt1, double **pt2); + +int intpoints(double **pointset, int dim, int npoints, double *base); + +double poly_discr(double **pointset, int dim, int npoints); diff --git a/src/dem_discr.c b/src/dem_discr.c new file mode 100644 index 0000000..a44354e --- /dev/null +++ b/src/dem_discr.c @@ -0,0 +1,377 @@ +#include +#include + +#include "bz_discr.h" +#include "dem_discr.h" + +//don't #define SLACK +//don't #define SPAM +#define WORK_OUTPUT + +double globallower; + +int cmpdbl(double *a, double *b) +{ + if ((*a) < (*b)) + return -1; + else if ((*a) == (*b)) + return 0; + return 1; +} + +double oydiscr_cell(int npoints, int dim, int rempoints, + double **forced, int nforced, + double *lowerleft, double *upperright) +{ + double discr, maxdiscr, coordlist[dim][nforced]; + int indexes[dim]; + int i,j,k, status, dimension; + double biggest[dim][nforced+1], smallest[dim][nforced+1]; + int maxpoints[dim], ntotal = rempoints + nforced; + // biggest[i][j]: biggest product of coords 0--i for hitting j points + // smallest[i][j]: smallest product of coords 0--i for hitting j+1 points + // maxpoints[i]: number of points you get in total from coords 0--i + double vol1=1.0, vol2=1.0; + for (i=0; i maxdiscr) + maxdiscr = discr; + if (maxdiscr < globallower) + return maxdiscr; + // quicker code for use in some easy cells + // otherwise, get to work... + for (i=0; i= upperright[j]) + break; + else { // strictly internal + if (status) { + fprintf(stderr, "PROBLEM: Point occurs as double-internal\n"); + fflush(stderr); + abort(); + } + status = 1; + dimension=j; + } + } + if (j==dim) { // else: hit "break", skip + if (status) { + coordlist[dimension][indexes[dimension]]=forced[i][dimension]; + indexes[dimension] += 1; + } + else { // completely internal + rempoints++; + } + } + } + for (i=0; i biggest[i][j+k]) + biggest[i][j+k]=vol2; + // for smallest: vol1 is coordinate that adds j+1 new points + vol2=smallest[i-1][k]*vol1; + if (vol2 < smallest[i][j+k+1]) + smallest[i][j+k+1]=vol2; + } + } + // last, special loop for biggest: "all of us" + for (j=0; j<=maxpoints[i-1]; j++) { + vol1=biggest[i-1][j]*upperright[i]; + if (vol1 > biggest[i][j+indexes[i]]) + biggest[i][j+indexes[i]]=vol1; + } +#ifdef SPAM + fprintf(stderr, "Directions 0--%d, biggest: ", i); + for (j=0; j<=maxpoints[i]; j++) + fprintf(stderr, "%g ", biggest[i][j]); + fprintf(stderr, "\nDirections 0--%d, smallest: ", i); + for (j=0; j<=maxpoints[i]; j++) + fprintf(stderr, "%g ", smallest[i][j]); + fprintf(stderr, "\n"); +#endif + } + // now, use these to find lower, upper limits + // mode: always contain "rempoints", additionally + // pick from smallest[dim-1], biggest[dim-1] + maxdiscr=0; + for (i=0; i<=maxpoints[dim-1]; i++) { // i counts internal points + // small box + discr = (double)(rempoints+i)/npoints - smallest[dim-1][i]; + if (discr > maxdiscr) + maxdiscr=discr; + // big box + discr = biggest[dim-1][i] - (double)(rempoints+i)/npoints; + if (discr > maxdiscr) + maxdiscr = discr; + } + if (maxdiscr > globallower) { +#ifdef WORK_OUTPUT + fprintf(stderr, "Worse bound: %g\n", maxdiscr); +#endif + globallower=maxdiscr; + } +#ifdef SPAM + else + fprintf(stderr, "Conclusion: %g\n", maxdiscr); +#endif + return maxdiscr; +} + +// "forced" points are points that are strictly between the boundaries in +// one of the cdim earlier dimensions; pointset[0--rempoints-1] are points that +// so far are at most at the lower-left corner in every dimension. +// this includes a final run with lower-left=1. +// being ON a border changes nothing: +// ON lower-left counts as in (including when lowerleft=1) +// ON upper-right counts as out (except if previous). +double oydiscr_int(double **pointset, int npoints, int dim, int rempoints, + double **forced, int nforced, int cdim, + double *lowerleft, double *upperright) +{ + double coord, forcedcoord, lowedge=0.0, highedge; + int newcount=0, forcedidx, i, j, previdx=0, newforcedidx, resort=0, curridx; + int newrempoints, wasforced, wasfinal=0; + double maxdiscr=0.0, discr; + double **newforced = malloc((nforced+rempoints)*sizeof(double *)); + // internal vars: previdx points at first element excluded from last pass + // (on or above border coordinate) + // forcedidx: next unused forced element (a.k.a. counter) + // curridx: current pointset point ("i" as loop var) + // coords: + // coord is value of current pointset-point, + // forcedcoord is value of next-up forced boundary, + // lowedge is value of last boundary we used + // newcount counts number of pointset-points since last coord + if (cdim==dim) { + free(newforced); + return oydiscr_cell(npoints, dim, rempoints, + forced, nforced, + lowerleft, upperright); + } + comparedim=cdim; + qsort(pointset, rempoints, sizeof(double *), cmpkeyk); + qsort(forced, nforced, sizeof(double *), cmpkeyk); + i=0; forcedidx=0; + while ((i coord) && (newcount <= sqrt(npoints))) { + newcount++; + i++; + if ((i(curridx+1)) + resort=1; + // 3. make call with properly adjusted boundaries, update variables + discr = oydiscr_int(pointset, npoints, dim, newrempoints, + newforced, newforcedidx, cdim+1, + lowerleft, upperright); + if (discr > maxdiscr) + maxdiscr = discr; + if (resort) { + comparedim=cdim; + qsort(pointset, rempoints, sizeof(double *), cmpkeyk); + resort=0; + } + while ((forcedidx < nforced) && (forced[forcedidx][cdim]==highedge)) + forcedidx++; + while ((i < rempoints) && (pointset[i][cdim]<=highedge)) + i++; + lowedge=highedge; + previdx=i; + newcount=0; + } + // one final call to capture the border cases (for boxes containing a point with coord 1.0) + // 1. new forced == old forced (copy to avoid interfering with previous stages) + for (j=0; jmaxdiscr) + maxdiscr=discr; + free(newforced); + return maxdiscr; +} + +double oydiscr(double **pointset, int dim, int npoints, double *lower) +{ + double lowerleft[dim], upperright[dim]; + double **pre_force = malloc(2*dim*sizeof(double *)); + double discr, *border; + double maxcoord; + int maxpos; + int is_border[npoints]; + double **clone_set = malloc(npoints*sizeof(double *)); + int i,j,k; + for (i=0; i maxcoord) { + maxcoord = pointset[j][i]; + maxpos=j; + } + is_border[maxpos]=1; + } + j=dim; k=0; + for (i=0; i +#include "bz_discr.h" + +// Name: The data structure is a tree by Overmars and Yap +// (But the algorithm is the Dobkin/Epstein/Mitchell one.) +double oydiscr(double **pointset, int dim, int npoints, double *lower); diff --git a/src/macros.h b/src/macros.h new file mode 100644 index 0000000..428e7c9 --- /dev/null +++ b/src/macros.h @@ -0,0 +1,31 @@ +#ifndef SEXP_MACROS +#define SEXP_MACROS + +// basic math helpers +#define MIN(A, B) ((A < B) ? (A) : (B)) +#define MAX(A, B) ((A > B) ? (A) : (B)) + +// R specific macros +#define EXTRACT_NUMERIC_MATRIX(S_EXP, C_DATA, N_ROW, N_COL) \ + double *C_DATA = REAL(S_EXP); \ + const R_len_t N_ROW = nrows(S_EXP); \ + const R_len_t N_COL = ncols(S_EXP); + +#define EXTRACT_NUMERIC_VECTOR(S_EXP, C_DATA, LENGTH) \ + double *C_DATA = REAL(S_EXP); \ + const R_len_t LENGTH = length(S_EXP); + +#define EXTRACT_INTEGER(S_EXP, I) \ + int I = INTEGER(S_EXP)[0]; + +#define EXTRACT_REAL(S_EXP, D) \ + double D = REAL(S_EXP)[0]; + +#define ALLOC_VECTOR(type, size) (PROTECT(allocVector(type, size))) +#define ALLOC_LOGICAL_VECTOR(size) (ALLOC_VECTOR(LGLSXP, size)); +#define ALLOC_REAL_VECTOR(size) (ALLOC_VECTOR(REALSXP, size)) +#define ALLOC_INTEGER_VECTOR(size) (ALLOC_VECTOR(INTSXP, size)) + +#define ALLOC_LIST(size) (ALLOC_VECTOR(VECSXP, size)) + +#endif diff --git a/src/simple_discr.c b/src/simple_discr.c new file mode 100644 index 0000000..9691a7e --- /dev/null +++ b/src/simple_discr.c @@ -0,0 +1,124 @@ +#include "simple_discr.h" + +// change the tuple; return bool: "success" +int step_tuple(int *tuple, int dim, int max) +{ + int i=0; + while ((i pos2[i]) + return 0; + return 1; +} + +// assuming point in box, is point also on edge? +int point_on_edge(double *pos1, double *pos2, int dim) +{ + int i; + + for (i=0; i discr2) ? discr : discr2; +} + +double exact_discr(double **pointset, int npoints, int dim) +{ + double *point, **coords, maxdiscr=0.0, discr; + int i,j, *tuple; + point = malloc(dim*sizeof(double)); + tuple = malloc(dim*sizeof(int)); + coords = malloc(dim*sizeof(double *)); + for (i=0; i maxdiscr) { + fprintf(stderr, "Point (%g", point[0]); + for (i=1; i maxdiscr) { + fprintf(stderr, "%d/%d: discr %g\n", i, trials, discr); + maxdiscr = discr; + } + } + return maxdiscr; +} diff --git a/src/simple_discr.h b/src/simple_discr.h new file mode 100644 index 0000000..2f8eb61 --- /dev/null +++ b/src/simple_discr.h @@ -0,0 +1,7 @@ +#include +#include +#include + +double exact_discr(double **pointset, int npoints, int dim); + +double rnd_coord_discr(double **pointset, int npoints, int dim, int trials); diff --git a/src/starDiscrepancyC.c b/src/starDiscrepancyC.c new file mode 100644 index 0000000..9963113 --- /dev/null +++ b/src/starDiscrepancyC.c @@ -0,0 +1,34 @@ +#include +#include + +#include +#include + +#include "dem_discr.h" +#include "starDiscrepancyC.h" +#include "macros.h" + +SEXP starDiscrepancyC(SEXP r_points) { + // first unpack R structures + EXTRACT_NUMERIC_MATRIX(r_points, c_points, dim, n_points); + + double **pointset, upper, lower; + + // ugly way to convert SEXP to double array + pointset = malloc(n_points * sizeof(double*)); + for (int i = 0; i < n_points; i++) { + pointset[i] = malloc(dim * sizeof(double)); + + // get start + double *start = c_points + i * dim; + + for (int j = 0; j < dim; j++) { + // newline counts as whitespace + pointset[i][j] = start[j]; + } + } + + upper = oydiscr(pointset, dim, n_points, &lower); + + return ScalarReal(upper); +} diff --git a/src/starDiscrepancyC.h b/src/starDiscrepancyC.h new file mode 100644 index 0000000..d98f04a --- /dev/null +++ b/src/starDiscrepancyC.h @@ -0,0 +1,10 @@ +#include +#include + +#include +#include + +#include "dem_discr.h" +#include "macros.h" + +SEXP starDiscrepancyC(SEXP r_points); diff --git a/test.R b/test.R new file mode 100644 index 0000000..8ec04c1 --- /dev/null +++ b/test.R @@ -0,0 +1,34 @@ +library(devtools) +library(lhs) +library(ggplot2) + + +load_all(".") + +methods = c("uniform", "lhs", "halton", "sobol") +reps = 1:2L +gr = expand.grid(methods, reps) + +designs = apply(gr, 1L, function(exp) { + method = exp[1L]; repl = exp[2L] + des = design(n = 100, k = 2, l = -5, u = c(5, 10), method = method) + des$method = method + des$repl = repl + return(des) +}) +designs = do.call(rbind, designs) + +pl = ggplot(data = designs, aes(x = x1, y = x2)) +pl = pl + geom_point() +pl = pl + facet_grid(repl ~ method, labeller = ggplot2::label_both) +pl = pl + theme_bw() +print(pl) + +x = design(n = 100, k = 2, method = "halton") + +#write.table(x, file = "lhs.csv", col.names = FALSE, row.names = FALSE, sep = " ") + + +discr = stardiscrepancy(x) + +BBmisc::catf("Star-discr.: %.5f", discr) diff --git a/test_all.R b/test_all.R new file mode 100644 index 0000000..705b98a --- /dev/null +++ b/test_all.R @@ -0,0 +1,11 @@ +library(methods) +library(devtools) +library(testthat) + +if (interactive()) { + load_all(".") +} else { + library(sampling) +} + +test_dir("tests/testthat") diff --git a/tests/test_all.R b/tests/test_all.R new file mode 100644 index 0000000..b7c3b10 --- /dev/null +++ b/tests/test_all.R @@ -0,0 +1,3 @@ +library(testthat) +test_check("sampling") + diff --git a/tests/testthat/helper_zzz.R b/tests/testthat/helper_zzz.R new file mode 100644 index 0000000..f2e413f --- /dev/null +++ b/tests/testthat/helper_zzz.R @@ -0,0 +1 @@ +#set.seed(1)