Nothing
library(cvar)
context("garch")
test_that("GarchModel works ok", {
mo1a <- GarchModel(omega = 1, alpha = 0.3, beta = 0.5)
expect_equal(class(mo1a), "garch1c1")
mo1b <- GarchModel(omega = 1, alpha = 0.3, beta = 0.5, cond.dist = "norm")
identical(GarchModel(mo1a, omega = 0.4),
GarchModel( omega = 0.4, alpha = 0.3, beta = 0.5) )
## GARCH(1,1) with standardised-t_5
mo_t <- GarchModel(omega = 1, alpha = 0.3, beta = 0.5, cond.dist = list("std", nu = 5))
expect_identical(mo_t, GarchModel(mo1a, cond.dist = list("std", nu = 5)))
})
test_that("garch1c1 related functions work ok", {
## try to deal with the misterious error on TravisCI and devtools::test()
## set.seed(123)
a_mo <- GarchModel(omega = 0.4, alpha = 0.3, beta = 0.5)
a <- sim_garch1c1(a_mo, n = 100, n.start = 100, seed = 1234)
a_pred <- predict(a_mo, n.ahead = 5, Nsim = 100, eps = a$eps, sigmasq = a$h, seed = 1235)
## 2019-03-13 deal with change in RNG in R-devel (for 3.6.0), see email from Kurt Hornik in Org/
## I couldn't make his suggestion work.
## TODO: maybe it would be better to just load 'a' from a saved version.
if(getRversion() < "3.6.0"){
a_saved <- "a_before_6.0.RDS"
a_pred_saved <- "a_pred_before_6.0.RDS"
}else{
a_saved <- "a.RDS"
a_pred_saved <- "a_pred.RDS"
}
expect_equal_to_reference(a, a_saved)
expect_equal_to_reference(a_pred, a_pred_saved)
## as above but without 'seed'
sim_garch1c1(a_mo, n = 100, n.start = 100)
predict(a_mo, n.ahead = 5, Nsim = 100, eps = a$eps, sigmasq = a$h)
expect_equal(.get_dist_elem(NULL, "r"), .dist$norm$r)
## for now
expect_error(.get_dist_elem("unknowndist", "r"))
expect_error(.get_dist_elem(list("unknowndist"), "r"))
expect_error(.get_dist_elem(5, "r"))
.get_dist_elem(list("norm"), "r")
.get_dist_elem(list("norm", mean = 5, sd = 3), "r")
.get_dist_elem(list("norm", mean = 5, sd = 3, n = 10), "r")
.get_dist_elem("std", "r")
.get_dist_elem(list("std", df = 5), "r")
.get_dist_elem(list("std", df = 5, n = 10), "r")
.get_dist_elem(list("ged"), "r")
expect_equal(.get_dist_elem(NULL, "p"), .dist$norm[["p"]])
.get_dist_elem("norm", "d")
.get_dist_elem("norm", "p")
.get_dist_elem("norm", "q")
.get_dist_elem("norm", "r")
.get_dist_elem(list("norm"), "p")
.get_dist_elem(list("norm", mean = 4, sd = 2), "p")
## for now
expect_error(.get_dist_elem("unknowndist"))
expect_error(.get_dist_elem(list("unknowndist")))
expect_error(.get_dist_elem(5))
})
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.