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tests/testthat/testCdfOfSumUsingProductCopula.R
In Dowd: Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk
test_that("Cdf Of Sum Using Product Copula.",{
# Success - 1
expect_equal(0.1628, CdfOfSumUsingProductCopula(0.9, .3, 2.1, .3, 1.5), tolerance=0.001)
# Success - 2
expect_equal(0.5839, CdfOfSumUsingProductCopula(0.1, 1.5, -2.5, 0.4, 5.1), tolerance=0.001)
})
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Dowd documentation built on May 2, 2019, 10:16 a.m.
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test_that("Cdf Of Sum Using Product Copula.",{
# Success - 1
expect_equal(0.1628, CdfOfSumUsingProductCopula(0.9, .3, 2.1, .3, 1.5), tolerance=0.001)
# Success - 2
expect_equal(0.5839, CdfOfSumUsingProductCopula(0.1, 1.5, -2.5, 0.4, 5.1), tolerance=0.001)
})
Try the Dowd package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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