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Test source with JET #148

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9b2b004
Test source with JET
andreasnoack Nov 10, 2022
4728716
Update test/runtests.jl
andreasnoack Nov 10, 2022
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3 changes: 2 additions & 1 deletion Project.toml
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Expand Up @@ -26,8 +26,9 @@ julia = "1.3"
[extras]
ChainRulesTestUtils = "cdddcdb0-9152-4a09-a978-84456f9df70a"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
JET = "c3a54625-cd67-489e-a8e7-0a5a0ff4e31b"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[targets]
test = ["ChainRulesTestUtils", "ForwardDiff", "Random", "Test"]
test = ["ChainRulesTestUtils", "ForwardDiff", "JET", "Random", "Test"]
22 changes: 12 additions & 10 deletions src/tvpack.jl
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Expand Up @@ -12,7 +12,7 @@
# Original source available from
# http://www.math.wsu.edu/faculty/genz/software/fort77/tvpack.f

function tvtcdf(nu::Int, h::Vector{Float64}, r::Vector{Float64})
function tvtcdf(nu::Int, h::NTuple{3,Float64}, r::NTuple{3,Float64})
pt = 0.5 * pi
h1 = h[1]
h2 = h[2]
Expand Down Expand Up @@ -128,10 +128,10 @@ end
# # One Dimensional Globally Adaptive Integration Function

function adonet(f::Function, a::Float64, b::Float64, tol::Float64)
ai = Vector{Float64}(100)
bi = Vector{Float64}(100)
ei = Vector{Float64}(100)
fi = Vector{Float64}(100)
ai = Vector{Float64}(undef, 100)
bi = Vector{Float64}(undef, 100)
ei = Vector{Float64}(undef, 100)
fi = Vector{Float64}(undef, 100)
ai[1] = a
bi[1] = b
err = 1.0
Expand Down Expand Up @@ -242,7 +242,9 @@ end

function bvtcdf(nu::Int, dh::Float64, dk::Float64, r::Float64)
if nu < 1
return bvnuppercdf(-dh, -dk, r)
# The source call the commented out line below. Instead we error out
throw(DomainError(nu, "degrees of freedom parameter must be positive"))
# return bvnuppercdf(-dh, -dk, r)
Comment on lines +245 to +247
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That is, in tvpack.f this branch is supported? And we error since bvnuppercdf does not exist/was not copied?

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We do have bvnuppercdf but I think it's weird behavior to call it when the degrees of freedom parameter is non-positive.

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I see and I agree, it seems strange to support non-positive degrees. Maybe in tvpack it is just a way to encode the limit case of infinte degrees of freedom?

In any case, shouldn't tcdf be changed as well for consistency? That supports non-positive degrees of freedom as well it seems.

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It should. I hadn't noticed that. Will push an update.

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Reading this again. The branch is for nu < 1. I'd read it as < 0. It doesn't makes sense at all to use the normal cdf when the degrees of freedom parameter is between zero and one. Not sure what the idea here was.

elseif 1.0 - r < eps()
return tcdf(nu, min(dh, dk))
elseif r + 1.0 < eps()
Expand All @@ -266,12 +268,12 @@ function bvtcdf(nu::Int, dh::Float64, dk::Float64, r::Float64)
hs = sign(hrk)
ks = sign(krh)
if mod(nu, 2) == 0
bvt = atan2(sqrt(ors), -r) / (2.0pi)
bvt = atan(sqrt(ors), -r) / (2.0pi)
gmph = dh / sqrt(16.0 * (nu + dh^2))
gmpk = dk / sqrt(16.0 * (nu + dk^2))
btnckh = 2.0atan2(sqrt(xnkh), sqrt(1.0 - xnkh)) / pi
btnckh = 2.0atan(sqrt(xnkh), sqrt(1.0 - xnkh)) / pi
btpdkh = 2.0sqrt(xnkh * (1.0 - xnkh)) / pi
btnchk = 2.0atan2(sqrt(xnhk), sqrt(1.0 - xnhk)) / pi
btnchk = 2.0atan(sqrt(xnhk), sqrt(1.0 - xnhk)) / pi
btpdhk = 2.0sqrt(xnhk * (1.0 - xnhk)) / pi
for j = 1:div(nu, 2)
bvt += gmph * (1.0 + ks * btnckh)
Expand All @@ -288,7 +290,7 @@ function bvtcdf(nu::Int, dh::Float64, dk::Float64, r::Float64)
hkrn = dh*dk + r*nu
hkn = dh*dk - nu
hpk = dh + dk
bvt = atan2(-snu * (hkn * qhrk + hpk * hkrn), hkn * hkrn - nu * hpk * qhrk) / (2.0pi)
bvt = atan(-snu * (hkn * qhrk + hpk * hkrn), hkn * hkrn - nu * hpk * qhrk) / (2.0pi)
if bvt < -eps()
bvt += 1.0
end
Expand Down
7 changes: 7 additions & 0 deletions test/runtests.jl
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Expand Up @@ -5,3 +5,10 @@ for t in tests
println("* running $fp")
include(fp)
end

if VERSION >= v"1.7"
using JET
@testset "Static analysis" begin
@test isempty(JET.get_reports(report_package("StatsFuns", target_modules=(StatsFuns,))))
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One could also use JET.test_package, e.g.,

Suggested change
@test isempty(JET.get_reports(report_package("StatsFuns", target_modules=(StatsFuns,))))
JET.test_package("StatsFuns", target_defined_modules=true)

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Or

Suggested change
@test isempty(JET.get_reports(report_package("StatsFuns", target_modules=(StatsFuns,))))
JET.test_package("StatsFuns", target_defined_modules=true)

end
end
11 changes: 11 additions & 0 deletions test/tvpack.jl
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@@ -1,4 +1,5 @@
using StatsFuns, Test
using StatsFuns: bvtcdf

@testset "bvncdf: bivariate normal cdf" begin

Expand Down Expand Up @@ -28,3 +29,13 @@ using StatsFuns, Test
@test !isnan(bvncdf(x,y,r))
end
end

@testset "bvtcdf: bivariate T CDF" begin
# Tested against R's mvtnorm::pmvt
@test_throws DomainError bvtcdf(-1, 1.0, 1.0, 0.5)
@test bvtcdf(2, 1.0, 1.0, 1.0) ≈ 0.7886751345948129
@test bvtcdf(2, 1.0, 1.0, -1.0) ≈ 0.5773502691896257
@test bvtcdf(2, 1.0, -1.0, -1.0) == 0.0
@test bvtcdf(2, 1.0, 1.0, 0.5) ≈ 0.6811385938470963
@test bvtcdf(3, 1.0, 1.0, 0.5) ≈ 0.7001771920356403
end