Nothing
context("modifChol")
test_that("output has the correct format",
{
X1 <- diag(4)
Y1 <- modifChol(X1)
X2 <- matrix(c(1, 1, 2, 2, 3, 3), ncol = 2)
expect_is(Y1, "matrix")
expect_true(is.numeric(Y1))
expect_equal(dim(Y1), c(4, 4))
expect_true(is.numeric(attr(Y1, "swaps")))
expect_true(all(Y1[lower.tri(Y1)] == 0))
expect_error(modifChol(X2))
})
test_that("Cholesky decomposition is correctly computed",
{
X1 <- diag(4)
Y1 <- X1
attr(Y1, "swaps") <- 0:3
## limit case
X2 <- matrix(c(3, 2, 2, 1), ncol = 2)
Y2 <- modifChol(X2)
X3 <- matrix(c(4, 2, 2, 1), ncol = 2)
Y3 <- modifChol(X3)
X4 <- matrix(c(5, 2, 2, 1), ncol = 2)
Y4 <- modifChol(X4)
X5 <- diag(c(1, 3, 2)) + matrix(5, ncol = 3, nrow = 3)
Y5 <- modifChol(X5)
X6 <- diag(c(3, 2, 1)) + matrix(4, ncol = 3, nrow = 3)
Y6 <- chol(X6)
attr(Y6, "swaps") <- c(0, 1, 2)
expect_equal(modifChol(X1), Y1)
expect_equal(t(Y2) %*% Y2, X2, tolerance = 0.3)
expect_equal(t(Y3) %*% Y3, X3)
expect_equal(t(Y4) %*% Y4, X4)
expect_equal(attr(Y5, "swaps"), c(1, 2, 2))
expect_equal(modifChol(X6), Y6)
})
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