tests/testthat/test-simpA.NP.R

In CondCopulas: Estimation and Inference for Conditional Copula Models

test_that("the truncation works", {
  set.seed(1)
  N = 500
  Z = rnorm(n = N, mean = 5, sd = 2)
  conditionalTau = -0.9 + 1.8 * pnorm(Z, mean = 5, sd = 2)
  simCopula = VineCopula::BiCopSim(N=N , family = 1,
                                   par = VineCopula::BiCopTau2Par(1 , conditionalTau ))
  X1 = qnorm(simCopula[,1], mean = Z)
  X2 = qnorm(simCopula[,2], mean = - Z)

  result_1 <- simpA.NP(
    X1 = X1, X2 = X2, X3 = Z,
    testStat = "T1_CvM_Cs3", typeBoot = "boot.NP",
    h = 2, kernel.name = "Epanechnikov", nBootstrap = 1, truncVal = NULL)

  result_2 <- simpA.NP(
    X1 = X1, X2 = X2, X3 = Z,
    testStat = "T1_CvM_Cs3", typeBoot = "boot.NP",
    h = 2, kernel.name = "Epanechnikov", nBootstrap = 1, truncVal = 0)

  expect_identical(result_1$true_stat, result_2$true_stat)

  expect_error(
    {simpA.NP(
      X1 = X1, X2 = X2, X3 = Z,
      testStat = "T1_CvM_Cs3", typeBoot = "boot.NP",
      h = 2, kernel.name = "Epanechnikov", nBootstrap = 1, truncVal = -1)},

    class = "InvalidInputError"
  )

  expect_error(
    {simpA.NP(
      X1 = X1, X2 = X2, X3 = Z,
      testStat = "T1_CvM_Cs3", typeBoot = "boot.NP",
      h = 2, kernel.name = "Epanechnikov", nBootstrap = 1, truncVal = 0.5)},

    class = "InvalidInputError"
  )

})


test_that("all test statistics run without errors", {
  set.seed(1)
  N = 100
  Z = rnorm(n = N, mean = 5, sd = 2)
  conditionalTau = -0.9 + 1.8 * pnorm(Z, mean = 5, sd = 2)
  simCopula = VineCopula::BiCopSim(N=N , family = 1,
                                   par = VineCopula::BiCopTau2Par(1 , conditionalTau ))
  X1 = qnorm(simCopula[,1], mean = Z)
  X2 = qnorm(simCopula[,2], mean = - Z)


  for (testStat in c("T1_CvM_Cs3", "T1_CvM_Cs4", "tilde_T0_CvM",
                       "T1_KS_Cs3", "T1_KS_Cs4", "tilde_T0_KS", "I_chi", "I_2n")){
    expect_no_error({
      result_1 <- simpA.NP(
        X1 = X1, X2 = X2, X3 = Z,
        testStat = testStat, typeBoot = "boot.NP",
        h = 2, kernel.name = "Epanechnikov", nBootstrap = 1, truncVal = NULL)
    })
  }

  for (typeBoot in c("boot.NP", "boot.pseudoInd", "boot.pseudoInd.sameX3", "boot.cond")){
    expect_no_error({
      result_1 <- simpA.NP(
        X1 = X1, X2 = X2, X3 = Z,
        testStat = "I_chi", typeBoot = "boot.NP",
        h = 2, kernel.name = "Epanechnikov", nBootstrap = 1, truncVal = NULL)
    })
  }
})