tests/testthat/test-asymmetric_grid_search.R

In BEKKs: Multivariate Conditional Volatility Modelling and Forecasting

# test_that("Testing Asymmetric GridSearch works with StocksBonds", {
#   set.seed(56285)
#   signs <- as.matrix(c(-1,1))
#   gs1 <- random_grid_search_asymmetric_BEKK(StocksBonds ,signs)
#
#   # Starting values should be equal for same seed
#
#   expect_equal(trunc(sum(gs1[[1]])), 3)
# })
#
#
# test_that("Testing Asymmetric GridSearch works with GoldStocksBonds", {
#   set.seed(5463782)
#   signs <- as.matrix(c(-1,1,-1))
#   gs1 <- random_grid_search_asymmetric_BEKK(GoldStocksBonds ,signs)
#
#   # Starting values should be equal for same seed
#
#   expect_equal(trunc(sum(gs1[[1]])), 4)
# })