tests/testthat/test-generate_data_brownian.R

In fChange: Functional Change Point Detection and Analysis

test_that("Brownian Motion", {
  set.seed(234)
  tmp <- generate_brownian_motion(10, v = 20, sd = 1)
  expect_equal(dim(tmp), c(20, 10))
  expect_equal(sum(tmp$data[1, ]), 0)

  set.seed(234)
  tmp <- generate_brownian_motion(10, v = c(0, 0.25, 0.75, 1), sd = 1)
  expect_equal(round(tmp$data[2, 4], 4), 0.7356)
})

test_that("Brownian Bridge", {
  set.seed(234)
  tmp <- generate_brownian_bridge(10, v = 20, sd = 2)
  expect_equal(dim(tmp), c(20, 10))
  expect_equal(sum(tmp$data[1, ]), 0)

  set.seed(234)
  tmp <- generate_brownian_bridge(10, v = c(0, 0.25, 0.75, 1), sd = 1)
  expect_equal(round(tmp$data[2, 4], 4), 0.5489)
})