tests/testthat/test-elimination_mat.R

In BEKKs: Multivariate Conditional Volatility Modelling and Forecasting

test_that("elimination matrix n = 2", {
  L <- elimination_mat(2)

  m <- matrix(c(1, 0, 0, 0,
                0, 1, 0, 0,
                0, 0, 0, 1), ncol = 4, byrow = TRUE)

  expect_equal(L, m)
})

test_that("elimination matrix n = 3", {
  L <- elimination_mat(3)

  m <- matrix(c(1, 0, 0, 0, 0, 0, 0, 0, 0,
                0, 1, 0, 0, 0, 0, 0, 0, 0,
                0, 0, 1, 0, 0, 0, 0, 0, 0,
                0, 0, 0, 0, 1, 0, 0, 0, 0,
                0, 0, 0, 0, 0, 1, 0, 0, 0,
                0, 0, 0, 0, 0, 0, 0, 0, 1), ncol = 9, byrow = TRUE)

  expect_equal(L, m)
})

test_that("elimination matrix n = 4", {
  L <- elimination_mat(4)

  m <- matrix(c(1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
                0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
                0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
                0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
                0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
                0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0,
                0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0,
                0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0,
                0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0,
                0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1), ncol = 16, byrow = TRUE)

  expect_equal(L, m)
})