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# fixes problems with change in all.equal() behavior in R 4.1.x
expect_eql <- function(...) expect_equal(..., check.environment = FALSE)
expect_equiv <- function(...) expect_equivalent(..., check.environment = FALSE)
context("Inverse Rosenblatt transform")
pc <- bicop_dist("bb1", 90, c(3, 2))
pcs <- list(list(pc, pc), list(pc))
mat <- matrix(c(1, 2, 3, 1, 2, 0, 1, 0, 0), 3, 3)
vc <- vinecop_dist(pcs, mat)
vd <- vine_dist(list(distr = "norm"), pcs, mat)
test_that("rosenblatt works with bivariate copulas", {
u <- rbicop(20, pc)
expect_eql(inverse_rosenblatt(rosenblatt(u, pc), pc), u)
pc <- bicop(u, family = "clay")
expect_eql(inverse_rosenblatt(rosenblatt(u, pc), pc), u)
})
test_that("rosenblatt works with vine copulas", {
u <- rvinecop(20, vc)
expect_eql(inverse_rosenblatt(rosenblatt(u, vc), vc), u)
vc <- vinecop(u, structure = mat, family = "clay")
expect_eql(inverse_rosenblatt(rosenblatt(u, vc), vc), u)
})
test_that("rosenblatt works with vine distribution", {
u <- rvine(20, vd)
expect_eql(inverse_rosenblatt(rosenblatt(u, vd), vd), u)
vd <- vine(u, copula_controls = list(structure = mat, family = "clay"))
expect_eql(inverse_rosenblatt(rosenblatt(u, vd), vd), u)
})
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