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This vignette evaluates strict reproducibility of run_case() under identical inputs. In a deterministic DCF pipeline, two invocations on the same configuration should yield byte-for-byte identical results for core metrics and tabular outputs. The checks proceed in two layers:
Exact identity via serialization (byte-level comparison).
Numerical guardrail printing (max absolute differences) to diagnose any minute deviations that may occur under heterogeneous BLAS/lapack builds or platform-specific floating-point behavior.
Passing the first layer establishes computational determinism; the second layer is provided for transparency.
# 1) Load a canonical configuration
cfg_path <- system.file("extdata", "preset_default.yml", package = "cre.dcf")
stopifnot(nzchar(cfg_path))
cfg <- yaml::read_yaml(cfg_path)
stopifnot(is.list(cfg), length(cfg) > 0)
# Optional but recommended: validate before use
cfg <- cre.dcf::cfg_validate(cfg)
cat("✓ Configuration loaded and validated.\n")## ✓ Configuration loaded and validated.# 2) Run twice under identical conditions
case1 <- run_case(cfg)
case2 <- run_case(cfg)
# 3) Build compact metric vectors (named for clarity)
m1 <- c(
irr_project = case1$all_equity$irr_project,
npv_project = case1$all_equity$npv_project,
irr_equity = case1$leveraged$irr_equity,
npv_equity = case1$leveraged$npv_equity
)
m2 <- c(
irr_project = case2$all_equity$irr_project,
npv_project = case2$all_equity$npv_project,
irr_equity = case2$leveraged$irr_equity,
npv_equity = case2$leveraged$npv_equity
)
# 4) Byte-for-byte identity on metrics (primary assertion)
bytes_equal_metrics <- identical(serialize(m1, NULL), serialize(m2, NULL))
stopifnot(bytes_equal_metrics)
# 5) Byte-for-byte identity on key tables (secondary assertions)
# (a) all-equity cashflows
ae1 <- case1$all_equity$cashflows
ae2 <- case2$all_equity$cashflows
# (b) leveraged cashflows
lv1 <- case1$leveraged$cashflows
lv2 <- case2$leveraged$cashflows
# (c) comparison summary (if present)
sm1 <- case1$comparison$summary
sm2 <- case2$comparison$summary
stopifnot(
identical(serialize(ae1, NULL), serialize(ae2, NULL)),
identical(serialize(lv1, NULL), serialize(lv2, NULL)),
identical(serialize(sm1, NULL), serialize(sm2, NULL))
)
cat(
"\nReproducibility diagnostics (byte-level):\n",
" • Core metrics: byte-level identity confirmed.\n",
" • All-equity cashflows: byte-level identity confirmed.\n",
" • Leveraged cashflows: byte-level identity confirmed.\n",
" • Comparison summary: byte-level identity confirmed.\n"
)##
## Reproducibility diagnostics (byte-level):
## • Core metrics: byte-level identity confirmed.
## • All-equity cashflows: byte-level identity confirmed.
## • Leveraged cashflows: byte-level identity confirmed.
## • Comparison summary: byte-level identity confirmed.These assertions guarantee that, on the current platform, run_case() behaves as a deterministic mapping from the YAML configuration to the computed outputs.
To document the absence (or presence) of any small numerical differences, we compute maximum absolute differences on numeric columns. If byte-level identity holds, all these diagnostics should be exactly zero; they are nevertheless informative if a future platform breaks strict identity.
max_abs_diff <- function(x, y) {
# Vector case
if (is.null(dim(x)) && is.null(dim(y))) {
if (is.numeric(x) && is.numeric(y) && length(x) == length(y)) {
return(max(abs(x - y), na.rm = TRUE))
} else {
return(NA_real_)
}
}
# Data frame case
if (is.data.frame(x) && is.data.frame(y)) {
common <- intersect(names(x), names(y))
if (length(common) == 0L) return(NA_real_)
numeric_cols <- common[
vapply(x[common], is.numeric, TRUE) &
vapply(y[common], is.numeric, TRUE)
]
if (length(numeric_cols) == 0L) return(NA_real_)
mx <- 0
for (nm in numeric_cols) {
d <- max(abs(x[[nm]] - y[[nm]]), na.rm = TRUE)
if (is.finite(d) && d > mx) mx <- d
}
return(mx)
}
# Fallback
NA_real_
}
cat(sprintf(" • Max |Δ| metrics (numeric drift): %s\n",
formatC(max_abs_diff(m1, m2), format = "g")))## • Max |Δ| metrics (numeric drift): 0## • Max |Δ| AE cashflows: 0## • Max |Δ| LV cashflows: 0cat(sprintf(" • Max |Δ| comparison summary: %s\n",
formatC(max_abs_diff(sm1, sm2), format = "g")), "\n")## • Max |Δ| comparison summary: 0
## The results obtained in this vignette show that:
Core scalar metrics (irr_project, npv_project, irr_equity, npv_equity) are exactly identical at the byte level across two runs with the same configuration.
Key tabular outputs (all-equity cashflows, leveraged cashflows, comparison summary) are also byte-identical.
The maximum absolute differences on numeric entries are zero, confirming the absence of hidden numerical drift in this environment.
This establishes that run_case() behaves as a deterministic map from a validated YAML configuration to a structured output object, which is a strong form of reproducibility in computational finance:
identical YAML files ⇒ identical DCF outputs,
any divergence in valuation metrics must therefore be traced to explicit differences in configuration, not to stochastic elements or unstable numerical routines.
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They may not be fully stable and should be used with caution. We make no claims about them.