Nothing
## ---- test-deltaMethod-delta
lapply(
X = 1,
FUN = function(i,
tol,
text) {
message(text)
object <- glm(
formula = vs ~ wt + disp,
family = "binomial",
data = mtcars
)
coef <- coef(object)
vcov <- vcov(object)
est <- exp(coef)
grad <- est
se <- c(
sqrt(grad[2] %*% vcov[2, 2] %*% grad[2]),
sqrt(grad[3] %*% vcov[3, 3] %*% grad[3])
)
func <- function(x) {
y <- exp(x)
names(y) <- paste0("exp", "(", names(x), ")")
return(y[-1])
}
out <- Delta(
coef = coef,
vcov = vcov,
func = func,
alpha = 0.05
)
testthat::test_that(
paste(text, "error"),
{
testthat::expect_error(
Delta(
coef = coef,
vcov = vcov,
func = func,
alpha = 0.05,
z = FALSE
)
)
}
)
testthat::test_that(
paste(text, "est"),
{
testthat::expect_true(
all(
abs(
est[-1] - out$est
) <= tol
)
)
}
)
testthat::test_that(
paste(text, "se"),
{
testthat::expect_true(
all(
abs(
se - sqrt(diag(out$vcov))
) <= tol
)
)
}
)
# coverage
print(out)
summary(out)
coef(out)
vcov(out)
confint(out)
func <- function(x) {
y <- exp(x)
names(y) <- paste0("exp", "(", names(x), ")")
return(y)
}
out <- Delta(
coef = coef[2],
vcov = vcov[2, 2, drop = FALSE],
func = func,
alpha = 0.05,
z = FALSE,
df = 30
)
print(out)
summary(out)
coef(out)
vcov(out)
confint(out)
},
tol = 0.0001,
text = "test-deltaMethod-delta"
)
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