Nothing
## testing an RNG...
num.simple <- 1000
num.quantile <- 1e6
xi.values <- c(0, seq(-2, 2), length.out=10)
test.quantiles <- c(0.25, 0.5, 0.75)
core.sanity.test <- function(xi) {
seed <- as.integer(runif(1, -1, 1)*(2**30))
set.seed(seed)
samples <- rgpd(num.simple, 1, xi)
expect_equal(length(samples), num.simple,
info = "rgpd: output of correct length")
if (xi < 0) {
expect_true(all(samples<=-1/xi), info = "rgpd:upperboundcheck")
}
expect_true(all(samples>0), info = "rgpd:lowerboundcheck")
sigma <- rexp(1)
mu <- runif(1, -5, 5)
shifted <- mu + sigma * samples
set.seed(seed)
expect_equal(shifted, rgpd(num.simple, sigma, xi, u=mu),
info = "rgpd: scale and shift")
}
quantile.test <- function(xi) {
## here are the sampled quantiles
quantiles <- quantile(pgpd(rgpd(num.quantile, 1, xi),
1, xi),
probs=test.quantiles,
names=FALSE)
## this is a bit crude, but hey...
expect_equal(test.quantiles, quantiles, tolerance=0.02,
info = "rgpd: quantile test")
}
for (xi in xi.values){
core.sanity.test(xi)
quantile.test(xi)
}
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