tests/testthat/test-utils.R

In CovCorTest: Statistical Tests for Covariance and Correlation Matrices and their Structures

test_that("Jacobian wrong function", {
  X <- matrix(rnorm(25), 5, 5)
  d <- 4
  p <- d * (d + 1) / 2
  pu <- d * (d - 1) / 2
  a <- cumsum(c(1, (d):2))
  expect_no_error(Jacobian(X = X, a = a, d = d, p = p,
                           fun = "subdiagonal_mean_ratio_fct"))
  expect_error(Jacobian(X = X, a = a, d = d, p = p,
                        fun = "wrong_name"))
})

test_that("dvech square matrix", {
  d <- 4
  p <- d * (d + 1) / 2
  pu <- d * (d - 1) / 2
  a <- cumsum(c(1, (d):2))
  expect_no_error(dvech(X = matrix(rnorm(25), 5, 5), a = a, d = d, p = pu,
                        inc_diag = FALSE))
  expect_error(dvech(X = matrix(rnorm(50, 10, 5)), a = a, d = d, p = pu,
                     inc_diag =  FALSE))
})

test_that("vechp no square matrix", {
  expect_error(vechp(X = matrix(rnorm(10, 2, 5))))
})

test_that("weighted directed sum one group", {
  expect_no_error(WDirect.sumL(matrix(5, 1, 1), 2))
})