Nothing
test_that("Confidence Interval", {
set.seed(1234)
X <- cbind(
generate_brownian_motion(200, v = seq(0, 1, 0.05))$data,
generate_brownian_motion(100, v = seq(0, 1, 0.05))$data + 0.1,
generate_brownian_motion(150, v = seq(0, 1, 0.05))$data - 0.05
)
res <- confidence_interval(X, c(200, 300))
expect_equal(res$change, c(200, 300))
expect_equal(round(res$lower, 4), c(37.5143, 237.1052))
expect_equal(round(res$upper, 4), c(382.2948, 370.5625))
expect_error(confidence_interval(X, c()))
expect_error(confidence_interval(X, c(0)))
})
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