Nothing
library(quantdr)
test_that("the function returns an error when y is multivariate response", {
data(edhec, package = "PerformanceAnalytics")
y <- cbind(as.vector(edhec[, 1]), as.vector(edhec[, 2]))
tau <- 0.05
p <- 5
expect_error(ValAR(y, p, tau = tau), )
})
test_that("the function returns an error when n is less than p", {
data(edhec, package = "PerformanceAnalytics")
y <- as.vector(edhec[1:4, 2])
tau <- 0.05
p <- 5
expect_error(ValAR(y, p, tau = tau), )
})
test_that("the function returns an error when tau is more than one-dimension", {
data(edhec, package = "PerformanceAnalytics")
y <- as.vector(edhec[, 2])
tau <- c(0.01, 0.05)
p <- 5
expect_error(ValAR(y, p, tau = tau), )
})
test_that("the function returns an error when tau is outside the (0, 1) interval", {
data(edhec, package = "PerformanceAnalytics")
y <- as.vector(edhec[, 2])
tau <- 1.1
p <- 5
expect_error(ValAR(y, p, tau = tau), )
})
test_that("the function returns an error when the moving window is not an integer", {
data(edhec, package = "PerformanceAnalytics")
y <- as.vector(edhec[, 2])
tau <- 0.05
p <- 5
movwind <- 150.5
expect_error(ValAR(y, p, tau = tau, movwind = movwind), )
})
test_that("the function returns an error when the moving window exceeds the number of observations", {
data(edhec, package = "PerformanceAnalytics")
y <- as.vector(edhec[, 2])
tau <- 0.05
p <- 5
movwind <- 400
expect_error(ValAR(y, p, tau = tau, movwind = movwind), )
})
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