Nothing
context("testNormLpApproximation.R")
library(riskParityPortfolio)
library(testthat)
test_that("lp norm approximation", {
x <- c(-runif(50), runif(50))
r <- rho(x, p = 1, e = 1e-8)
expect_that(all((abs(abs(x) - r)) < 1e-1), is_true())
})
test_that("gradient of rho", {
x <- c(-runif(50), runif(50))
rg <- rho_grad(x, p = 1, e = 1e-8)
expect_that(all(sign(rg) == sign(x)), is_true())
})
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