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Tests of gridpts

default (N(0,1))

approximate variance of standard normal (i.e., 1)

x1 <- gridpts_(mu = 0, a = -20, b = 20, r = 18)
x2 <- gridpts(mu = 0, a = -20, b = 20, r = 18)
x3a <- gsDesign::normalGrid(bounds = c(-10, 10), mu = 0, sigma = 1, r = 18)
x3b <- gsDesign::normalGrid(bounds = c(-20, 20), mu = 0, sigma = 1, r = 18)
x3c <- gsDesign::normalGrid(bounds = c(-80, 80), mu = 0, sigma = 1, r = 18)
Number of grid points
Rcpp R C with (a, b) = (-10, 10) C with (a, b) = (-20, 20) C with (a, b) = (-80, 80)
213 213 205 213 213
Difference between Rcpp and R
in gsdmvn
diff_z diff_w
0 0
Difference between gsDesign (C) and gsdmvn (Rcpp)
under (a, b) = (-10, 10)
diff_z diff_w
243.1551 10.23437
Difference between gsDesign and gsdmvn
under (a, b) = (-20, 20)
diff_z diff_w
1.648681e-14 1.571313e-14
Difference between gsDesign and gsdmvn
under (a, b) = (-80, 80)
diff_z diff_w
1.648681e-14 1.571313e-14

approximate probability of N(0,1) above .95 quantile (i.e., .05)

x1 <- gridpts_(mu = 0, a = qnorm(0.95), b = Inf, r = 18)
x2 <- gridpts(mu = 0, a = qnorm(0.95), b = Inf, r = 18)
x3a <- gsDesign::normalGrid(bounds = c(qnorm(0.95), 10), mu = 0, sigma = 1, r = 18)
x3b <- gsDesign::normalGrid(bounds = c(qnorm(0.95), 20), mu = 0, sigma = 1, r = 18)
x3c <- gsDesign::normalGrid(bounds = c(qnorm(0.95), 80), mu = 0, sigma = 1, r = 18)
Number of grid points
Rcpp R C with (a, b) = (-10, 10) C with (a, b) = (-20, 20) C with (a, b) = (-80, 80)
69 69 65 69 80
Difference between Rcpp and R
in gsdmvn
diff_z diff_w
0 0
Difference between gsDesign (C) and gsdmvn (Rcpp)
under (a, b) = (-10, 10)
diff_z diff_w
44.07849 4.47023
Difference between gsDesign and gsdmvn
under (a, b) = (-20, 20)
diff_z diff_w
3.552714e-15 3.338042e-15
Difference between gsDesign and gsdmvn
under (a, b) = (-80, 80)
diff_z diff_w
3.552714e-15 3.338042e-15

approximate probability of N(0.5, 1) above .95 quantile (i.e., .05)

x1 <- gridpts_(mu = 0.5, a = qnorm(0.95), b = Inf, r = 18)
x2 <- gridpts(mu = 0.5, a = qnorm(0.95), b = Inf, r = 18)
x3a <- gsDesign::normalGrid(bounds = c(qnorm(0.95), 10), mu = 0.5, sigma = 1, r = 18)
x3b <- gsDesign::normalGrid(bounds = c(qnorm(0.95), 20), mu = 0.5, sigma = 1, r = 18)
x3c <- gsDesign::normalGrid(bounds = c(qnorm(0.95), 80), mu = 0.5, sigma = 1, r = 18)
Number of grid points
Rcpp R C with (a, b) = (-10, 10) C with (a, b) = (-20, 20) C with (a, b) = (-80, 80)
81 81 77 81 81
Difference between Rcpp and R
in gsdmvn
diff_z diff_w
1.776357e-15 1.484923e-15
Difference between gsDesign (C) and gsdmvn (Rcpp)
under (a, b) = (-10, 10)
diff_z diff_w
46.82849 4.97023
Difference between gsDesign and gsdmvn
under (a, b) = (-20, 20)
diff_z diff_w
6.661338e-15 5.25361e-15
Difference between gsDesign and gsdmvn
under (a, b) = (-80, 80)
diff_z diff_w
6.661338e-15 5.25361e-15