Nothing
context("simulate")
test_that("simulate.evm functions behave as expected", {
skip_on_cran()
skip_on_travis()
##############################################################################
##################################### GPD ####################################
scor <- function(x, y) cor(sort(x), sort(y))
nrain <- length(rain[rain > quantile(rain, .95)])
# Compare simulate.evmOpt with rgpd
m <- evm(rain, qu=.95)
s1 <- simulate(m, nsim=1, seed=1234)
set.seed(1234)
s2 <- rgpd(nrain, exp(coef(m)[1]), coef(m)[2])
expect_equal(cor(s1, s2), 1, label="Compare simulate.evmOpt with rgpd")
# Compare simulate.evmSim with rgpd
ms <- evm(rain, qu=.95, method="sim", iter=1500, burn=500, thin=1)
s1 <- simulate(ms)
s2 <- rgpd(nrain, exp(ms$param[1:nrain, 1]), ms$param[1:nrain, 2])
expect_gt(scor(s1, s2), .98, label="Compare simulate.evmSim with rgpd")
# Compare simulate.evmBoot with rgpd
mb <- evm(rain, qu=.95, method="boot", R=1000)
s1 <- simulate(mb)
s2 <- rgpd(nrain, exp(mb$replicates[1:nrain, 1]), mb$replicates[1:nrain, 2])
expect_gt(scor(s1, s2), .98, label="Compare simulate.evmBoot with rgpd")
##############################################################################
# Check nsim argument
s <- simulate(m, nsim=2)
expect_equal(nrow(s), nrain)
expect_equal(ncol(s), 2)
expect_gt(scor(s[, 1], s[, 2]), .98)
s <- simulate(ms, nsim=2)
expect_equal(nrow(s), nrain)
expect_equal(ncol(s), 2)
expect_gt(scor(s[, 1], s[, 2]), .98)
s <- simulate(mb, nsim=2)
expect_equal(nrow(s), nrain)
expect_equal(ncol(s), 2)
expect_gt(scor(s[, 1], s[, 2]), .98)
##############################################################################
##################################### GEV ####################################
nsea <- nrow(portpirie)
# Compare simulate.evmOpt with rgev
m <- evm(SeaLevel, portpirie, family=gev)
s1 <- simulate(m, nsim=1, seed=1234)
set.seed(1234)
s2 <- rgev(nsea, coef(m)[1], exp(coef(m)[2]), coef(m)[3])
expect_equal(cor(s1, s2), 1, label="Compare simulate.evmOpt with rgev")
# Compare simulate.evmSim with rgev
ms <- evm(SeaLevel, portpirie, family=gev, method="sim", iter=1500, burn=500, thin=1)
s1 <- simulate(ms)
s2 <- rgev(nsea, ms$param[, 1], exp(ms$param[, 2]), ms$param[, 3])
expect_gt(scor(s1, s2), .85, label="Compare simulate.evmSim with rgev")
# Compare simulate.evmBoot with rgev
mb <- evm(SeaLevel, portpirie, family=gev, method="boot", R=1000)
s1 <- simulate(mb)
s2 <- rgev(nsea, mb$replicates[, 1], exp(mb$replicates[, 2]), mb$replicates[, 3])
expect_gt(scor(s1, s2), .85, label="Compare simulate.evmBoot with rgev")
##############################################################################
# Check nsim argument
m <- evm(SeaLevel, portpirie, family=gev)
s <- simulate(m, nsim=2)
expect_equal(nrow(s), nsea)
expect_equal(ncol(s), 2)
expect_gt(scor(s[, 1], s[, 2]), .85)
s <- simulate(ms, nsim=2)
expect_equal(nrow(s), nsea)
expect_equal(ncol(s), 2)
expect_gt(scor(s[, 1], s[, 2]), .85)
s <- simulate(mb, nsim=2)
expect_equal(nrow(s), nsea)
expect_equal(ncol(s), 2)
expect_gt(scor(s[, 1], s[, 2]), .85)
})
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