Regenerate R parity cache for NNS 13.1 #3
Workflow file for this run
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| name: PR118 live R internal diagnostics | |
| on: | |
| pull_request: | |
| branches: [main] | |
| permissions: | |
| contents: read | |
| jobs: | |
| diagnose: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - uses: actions/setup-python@v5 | |
| with: | |
| python-version: '3.11' | |
| - uses: r-lib/actions/setup-r@v2 | |
| with: | |
| r-version: release | |
| use-public-rspm: true | |
| - run: | | |
| sudo apt-get update | |
| sudo apt-get install -y libgsl-dev libjpeg-dev libpng-dev libtiff5-dev libfreetype6-dev libharfbuzz-dev libfribidi-dev xorg-dev | |
| curl -fL https://raw.githubusercontent.com/OVVO-Financial/NNS/1d4d1e9ccc872ccc25eacfc7153a5ff8c4abd172/NNS_13.1.tar.gz -o /tmp/NNS_13.1.tar.gz | |
| mkdir -p /tmp/nns && tar -xzf /tmp/NNS_13.1.tar.gz -C /tmp/nns --strip-components=1 | |
| Rscript -e "options(repos=c(CRAN='https://cloud.r-project.org')); install.packages(c('remotes','jsonlite')); remotes::install_deps('/tmp/nns', dependencies=NA, upgrade='never')" | |
| R CMD INSTALL /tmp/NNS_13.1.tar.gz | |
| python -m pip install -U pip | |
| python -m pip install build scikit-build-core nanobind pytest 'numpy<2.5' scipy hypothesis pytest-benchmark pytest-xdist | |
| python -m pip install -e . --force-reinstall --no-deps | |
| - name: Compare internals | |
| run: | | |
| Rscript - <<'RS' > live-r-debug.txt | |
| library(NNS) | |
| a <- c(1,2,3,4,5); b <- c(1,2,1,4,3); cc <- c(2,1,3,5,4) | |
| cat('R copula3 continuous',NNS.copula(cbind(a,b,cc),continuous=TRUE,plot=FALSE),'\n') | |
| cat('R copula3 discrete',NNS.copula(cbind(a,b,cc),continuous=FALSE,plot=FALSE),'\n') | |
| t <- 1:70 | |
| x <- sin(2*pi*t/7) | |
| y <- c(tail(x,1),head(x,-1)) + .05*cos(t/3) | |
| tau <- 7 | |
| make_tau <- function(v,tau){ | |
| n <- length(v); z <- vector('list',tau+1) | |
| for(i in 0:tau) z[[i+1]] <- v[(tau-i+1):(n-i)] | |
| do.call(cbind,z) | |
| } | |
| xn <- unlist(NNS.norm(make_tau(x,tau))[,1]) | |
| yn <- unlist(NNS.norm(make_tau(y,tau))[,1]) | |
| xy <- NNS.norm(cbind(xn,yn)) | |
| cat('R periods x',NNS.seas(x,plot=FALSE)$periods,'\n') | |
| cat('R periods y',NNS.seas(y,plot=FALSE)$periods,'\n') | |
| cat('R xn head',head(xn,8),'\n') | |
| cat('R yn head',head(yn,8),'\n') | |
| cat('R xy head',as.numeric(head(xy,4)),'\n') | |
| cat('R Uni xy',Uni.caus(x,y,tau,plot=FALSE),'\n') | |
| cat('R Uni yx',Uni.caus(y,x,tau,plot=FALSE),'\n') | |
| cat('R caus',NNS.caus(x,y,tau='ts',plot=FALSE),'\n') | |
| v <- cbind(seq(-2,17),seq(1,39,2)) | |
| z <- NNS.VAR(v,h=3,tau=2,dim.red.method='all',status=FALSE,ncores=1) | |
| cat('R VAR multi',as.numeric(as.matrix(z$multivariate)),'\n') | |
| RS | |
| python - <<'PY' >> live-r-debug.txt | |
| import numpy as np | |
| from nns import nns_causation,nns_copula,nns_norm,nns_var | |
| from nns.causation import _tau_normalized,_uni_caus | |
| from nns.seasonality import nns_seas | |
| a=np.array([1,2,3,4,5.]); b=np.array([1,2,1,4,3.]); c=np.array([2,1,3,5,4.]); a3=np.column_stack((a,b,c)) | |
| print('PY copula3 continuous',nns_copula(a3,continuous=True)); print('PY copula3 discrete',nns_copula(a3,continuous=False)) | |
| t=np.arange(1,71,dtype=float); x=np.sin(2*np.pi*t/7); y=np.roll(x,1)+.05*np.cos(t/3) | |
| xn,yn=_tau_normalized(x,y,7); xy=nns_norm(np.column_stack((xn,yn))) | |
| print('PY periods x',nns_seas(x,plot=False)['periods'].tolist()) | |
| print('PY periods y',nns_seas(y,plot=False)['periods'].tolist()) | |
| print('PY xn head',xn[:8].tolist()); print('PY yn head',yn[:8].tolist()); print('PY xy head',xy[:4].ravel(order='F').tolist()) | |
| print('PY Uni xy',_uni_caus(x,y,7)); print('PY Uni yx',_uni_caus(y,x,7)); print('PY caus',list(nns_causation(x,y,tau='ts').values())) | |
| v=np.column_stack((np.arange(-2.,18.),np.arange(1.,40.,2.))) | |
| for m in ['cor','NNS.dep','NNS.caus','all']: | |
| z=nns_var(v,3,tau=2,dim_red_method=m); print('PY VAR',m,z['multivariate'].ravel(order='F').tolist()) | |
| PY | |
| - uses: actions/upload-artifact@v4 | |
| with: | |
| name: pr118-live-r-debug | |
| path: live-r-debug.txt |