Nothing
# functionality all tested already in test.predict.evm, so just check output of correct format.
n <- 1000
nx <- 9
R <- 10
nm <- 20
for(Family in list(gpd,gev)){
pst <- function(msg) texmex:::texmexPst(msg,Family=Family)
set.seed(20130513)
X <- data.frame(a = rnorm(n),b = runif(n,-0.1,0.1))
param <- switch(Family$name,GPD=X,GEV=cbind(5,X))
th <- switch(Family$name,GPD=0,GEV=-Inf)
X$Y <- Family$rng(n,param,list(threshold=th))
fit <- evm(Y,data=X,phi=~a,xi=~b,th=th,family=Family)
o <- options(warn=-1)
boot <- evmBoot(fit,R=R,trace=100)
options(o)
newX <- data.frame(a=runif(nx,0,5),b=runif(nx,-0.1,0.5))
from <- 10; to <- 500
M <- seq(from,to,length=nm)
pred <- predict(boot,newdata=newX,M=M,ci=TRUE)
expect_equal(predict(boot)$obj[[1]], rl(boot)[[1]],
info=pst("predict.evmBoot: predict with type=rl gives same as direct call to rl with default arguments"))
expect_equal(predict(boot, type="lp")$obj[[1]], linearPredictors(boot)[[1]],
info=pst("predict.evmBoot: predict with type=lp gives same as direct call to linearPredictors with default arguments"))
expect_equal(nm, length(pred$obj), info=pst("predict.evmBoot: output length"))
expect_equal(paste("M.", from, sep=""), names(pred$obj)[1], info=pst("predict.evmBoot: names of output"))
expect_equal(paste("M.", to, sep=""), names(pred$obj)[nm], info=pst("predict.evmBoot: names of output"))
cnames <- c( "Mean","50%","2.5%","97.5%",names(X)[1:2])
expect_equal(cnames, colnames(pred$obj[[1]]), info=pst("predict.evmBoot: colnames"))
expect_equal(c(nx, 6), dim(pred$obj[[1]]), info=pst("predict.evmBoot: dimension"))
for(i in 1:nm){
expect_equal(unname(newX[, 1]), unname(pred$obj[[i]][,5]), info=pst("predict.evmBoot: covariates in output"))
expect_equal(unname(newX[, 2]), unname(pred$obj[[i]][,6]), info=pst("predict.evmBoot: covariates in output"))
}
par(mfrow=n2mfrow(nx))
plot(pred, sameAxes=FALSE, type="median", main="Bootstrap median rl")
plot(pred, sameAxes=FALSE, type="mean", main="Bootstrap mean rl")
}
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