tests/testthat/test-mexRangeFit.R

In texmex: Statistical Modelling of Extreme Values

context("mexRangeFit")

test_that("mexRangeFit behaves as it should", {
  skip_on_cran()
  skip_on_travis()
    
  which <- 2
  quantiles <- seq(0.5,0.9,length=5)
  wmarmod <- migpd(winter, mqu=.7,  penalty="none")
  wmexmod.gum <- mexDependence(wmarmod, dqu=quantiles[1], margins="gumbel", constrain=FALSE,which=which)
  wmexmod.lap <- mexDependence(wmarmod, dqu=quantiles[1], margins="laplace",v=5,which=which)
  
  R <- 3
  mrf1 <- mexRangeFit(wmarmod,quantiles = quantiles,which=which,R=R,trace=R+1,v=5)
  mrf2 <- mexRangeFit(wmexmod.gum,quantiles = quantiles,R=R,trace=R+1)
  mrf3 <- mexRangeFit(wmexmod.lap,quantiles = quantiles,R=R,trace=R+1)
  
  expect_error(mexRangeFit(TRUE), label="mexRangeFit:exceptionhandle")
  expect_error(mexRangeFit(5, which=1), label="mexRangeFit:exceptionhandle")
  
  expect_that(mrf1$ests[[1]][1:2], equals(wmexmod.lap[1:2]), label="mexmod: lap")
  expect_that(mrf2$ests[[1]][1:2], equals(wmexmod.gum[1:2]), label="mexmod: gum")
  expect_that(mrf3$ests[[1]][1:2], equals(wmexmod.lap[1:2]), label="mexmod:lap2")
  
  # now 2-d data
  
  mqu <- .7
  wavesurge.fit <- migpd(wavesurge,mqu=mqu)
  m <- mexDependence(wavesurge.fit,which=1,dqu=mqu)
  mrf4 <- mexRangeFit(wavesurge.fit,which=1,margins="laplace",R=R,trace=R+1)
  mrf5 <- mexRangeFit(m,R=R,trace=R+1)
  expect_that(mrf4$ests[[2]][1:2], equals(mrf5$ests[[2]][1:2]), label="mrf5ests")
  
  # test specification of starting values
  R <- 5
  qu <- c(0.5,0.7,0.9)
  mrf6 <- mexRangeFit(wavesurge.fit,which=1,margins="laplace",constrain=TRUE, start=c(0.01,0.01),R=R,trace=R+1,quantiles = qu)
  mrf7 <- mexRangeFit(wavesurge.fit,which=2,margins="laplace",constrain=TRUE, start=m,R=R,trace=R+1,quantiles = qu)
  
  # test plotting
  
  par(mfrow=c(2,2))
  plot(mrf6,main="start=(0.01,0.01)",addNexcesses=FALSE)
  plot(mrf7,main=paste("start=",signif(coef(m)$dependence[1:2],2)),addNexcesses=FALSE)
}
)