Nothing
context("asymptotic cumulative distribution of CUSUM")
test_that("The output of pKSdist and pbessel has the correct format",
{
x <- runif(1, 0, 10)
y <- pKSdist(x)
Y <- pBessel(x, 2L)
expect_true(is.numeric(y))
expect_equal(length(y), 1)
expect_true(is.numeric(Y))
expect_equal(length(Y), 1)
})
test_that("pKSdist returns the correct value",
{
expect_equal(pKSdist(4), 1)
expect_equal(pKSdist(-1), 0)
skip_on_cran() ## simulation takes a few seconds
n <- 1001
times <- seq(0, 1, length.out = n)
res <- replicate(10000,
{
dW <- rnorm(n) / sqrt(n)
W <- cumsum(dW)
B <- W - times * W[n]
max(abs(B))
})
expect_equal(pKSdist(0.5), mean(res <= 0.5), tolerance = 0.05)
expect_equal(pKSdist(1), mean(res <= 1), tolerance = 0.05)
expect_equal(pKSdist(1.5), mean(res <= 1.5), tolerance = 0.05)
})
test_that("pBessel returns the correct value",
{
expect_equal(pBessel(2.114, 2), 0.9, tolerance = 1e-4)
expect_equal(pBessel(3.396, 2), 0.99, tolerance = 1e-5)
expect_equal(pBessel(32.624, 100), 0.9, tolerance = 1e-4)
expect_equal(pBessel(36.783, 100), 0.99, tolerance = 1e-5)
})
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