DESCRIPTION

 Package: CLA
 Version: 0.90-2
-Date: 2018-02-08
+Date: 2018-09-10
 Title: Critical Line Algorithm in Pure R
 Author: Yanhao Shi <syhelena@163.com>,
 	Martin Maechler <maechler@stat.math.ethz.ch>

tests/SP500-ex.R

@@ -80,7 +80,9 @@ file.info("wtsn0.rds")$size  # 27049
 wtsn0.ref <- readRDS("wtsn0.rds")
 
 ## see on all platforms what we get
-all.equal(target = wtsn0.ref, current = wts.non0, tol=0) # expect TRUE only on 64bit (Lnx)
+all.equal(target = wtsn0.ref, current = wts.non0, tol=0)
+                                        # expect TRUE only on 64bit (Lnx, R's BLAS)
+                                        # 3.10416e-15 and 1.366427e-15 on other BLAS
 
 stopifnot(all.equal(target = wtsn0.ref, current = wts.non0,
                     tol = 1e-13))
@@ -134,17 +136,42 @@ if(all(non.0.assets == non.0.TARG)) { ## show differences:
     cat("\n'non.0.assets' differing from non.0.TARG:\n")
     cat("+1:\n"); dput(names(b64.n0)[non.0.assets - non.0.TARG == +1])
     cat("-1:\n"); dput(names(b64.n0)[non.0.assets - non.0.TARG == -1])
+    ## solaris :
+      ## +1:
+      ## c("AET", "BCR", "CI", "CL", "ED", "FE", "HAL", "MCD", "SII", "SYK")
+      ## -1:
+      ## c("AZO", "BAX", "CLX", "COST", "DGX", "DVN", "ESRX", "LMT", "MUR",
+      ##   "PEP", "RIG", "SYMC", "TYC", "UST")
+    ## ATLAS :
+      ## +1:
+      ## c("AZO", "BRL", "CCE", "CLX", "INTU", "JNJ", "K", "LMT", "MUR",
+      ##   "PEP", "SSP", "TYC", "UST", "XTO")
+      ## -1:
+      ## c("AET", "BCR", "CI", "ED", "FE", "MCD", "NEM", "SII", "SYK", "WMT")
+    ## MKL:
+      ## +1:
+      ## c("CLX", "INTU", "LH", "LLL", "LMT", "PBG", "SYMC", "TYC")
+      ## -1:
+      ## c("AMGN", "BCR", "BUD", "CL", "CTL", "ED", "HAL", "NEM", "XTO")
+    ## OpenBLAS:
+      ## +1:
+      ## c("BAX", "COST", "HST", "JNJ", "MDT", "MUR", "NOC", "PDCO", "WAG")
+      ## -1:
+      ## c("BCR", "CI", "CTL", "ED", "EIX", "HAL", "MCD", "RAI", "SYK")
+
     if(any(isB <- abs(non.0.assets - non.0.TARG) > 1)) {
         cat("more different, showing differences:\n")
         dput((non.0.assets - non.0.TARG)[isB])
     }
+    ## OpenBLAS (only!):
+      ## c(XTO = -2L)
 }
 
 ## They have the same names and only differ by  +/- 1:
 stopifnot(
     identical(names(b64.n0), names(b32.n0))
     ##                              ______      ______
-  , if(b64) identical(non.0.assets, non.0.TARG)
+  , if(b64) identical(non.0.assets, non.0.TARG) # fails on ATLAS, MKL, OpenBLAS
     else if(nonWindows) identical(non.0.assets, b32.n0)
     else ## 32-bit Windows
         TRUE ## for now

tests/findSigMu-ex.R

+require(CLA)
+
+b64 <- .Machine$sizeof.pointer == 8
+cat(sprintf("%d bit platform type '%s'\n", if(b64) 64 else 32, .Platform$OS.type))
+(nonWindows <- .Platform$OS.type != "windows")
+arch <- Sys.info()[["machine"]]
+.M <- .Machine; str(.M[grep("^sizeof", names(.M))]) ## differentiate long-double..
+## Do we have 64bit but no-long-double ?
+b64nLD <- (arch == "x86_64" && .M$sizeof.longdouble != 16)
+if(b64nLD) arch <- paste0(arch, "--no-long-double")
+arch
+
+data(muS.sp500)## <<-- working from this data ---------------------
+
+##-->  ../man/findMu.Rd      -- has this example
+set.seed(2016)
+iS <- sample.int(length(muS.sp500$mu), 17)
+cov17 <- muS.sp500$covar[iS, iS]
+CLsp.17 <- CLA(muS.sp500$mu[iS], covar=cov17, lB=0, uB = 1/2)
+CLsp.17 # 16 turning points
+tpS <- CLsp.17$MS_weights[,"Sig"]
+str(s0 <- seq(0.0186, 0.0477, by = 0.0001))
+mu.. <- findMu(s0, result=CLsp.17, covar=cov17)
+str(mu..)
+stopifnot(dim(mu..$weight) == c(17, length(s0)))
+## and then plots
+
+
+##-->  ../man/findSig.Rd     -- has this example
+set.seed(2018)
+iS <- sample.int(length(muS.sp500$mu), 21)
+cov21 <- muS.sp500$covar[iS, iS]
+CLsp.21 <- CLA(muS.sp500$mu[iS], covar=cov21, lB=0, uB = 1/2)
+CLsp.21 # 14 turning points
+tpM <- CLsp.21$MS_weights[,"Mu"]
+str(m0 <- c(min(tpM),seq(0.00205, 0.00525, by = 0.00005), max(tpM)))
+sig. <- findSig(m0, result=CLsp.21, covar=cov21)
+str(sig.)
+stopifnot(dim(sig.$weight) == c(21, length(m0)))
+## and then plots