Nothing
test_that("full-rank, identical means, lower and upper bounds", {
d <- 3
rho <- 0.9
sigma <- matrix(0, nrow=d, ncol=d)
sigma <- rho^abs(row(sigma) - col(sigma))
D1 <- diag(1,d)
set.seed(1203)
ans.1 <- tmvmixnorm::rtmvn(n=1000, Mean=1:d, sigma, D=D1, lower=rep(-1,d),
upper=rep(1,d), int=rep(0,d), burn=50, thin=0)
chk.1 <- apply(ans.1, 2, summary)
set.seed(1203)
ans.1b = rtmvnorm(mean=1:d, sigma, D1, lower=-1, upper=1, init=0,
burn=50, n=1000)
chk.1b <- apply(ans.1b, 2, summary)
expect_equal(chk.1, chk.1b)
})
test_that("non-full rank, identical means, lower and upper bounds", {
d <- 3
rho <- 0.5
sigma <- matrix(0, nrow=d, ncol=d)
sigma <- rho^abs(row(sigma) - col(sigma))
D2 <- matrix(c(1,1,1,0,1,0,1,0,1), ncol=d)
set.seed(1228)
ans.2 <- tmvmixnorm::rtmvn(n=100, Mean=1:d, sigma, D=D2, lower=rep(-1,d),
upper=rep(1,d), burn=10, thin=0)
chk.2 <- apply(ans.2, 2, summary)
set.seed(1228)
ans.2b = rtmvnorm(mean=1:d, sigma, D2, lower=-1, upper=1, burn=10, n=100)
chk.2b <- apply(ans.2b, 2, summary)
expect_equal(chk.2, chk.2b)
})
test_that("non-full rank, different means", {
d <- 3
rho <- 0.5
sigma <- matrix(0, nrow=d, ncol=d)
sigma <- rho^abs(row(sigma) - col(sigma))
D3 <- matrix(c(1,0,1,1,1,0),nrow=d-1,ncol=d,byrow=TRUE)
set.seed(3084)
n = 100;
mean = matrix(runif(n*d), nrow=n, ncol=d);
ans.3 = rtmvnorm(mean, sigma, D3, lower=-1, upper=1, init=0, burn=10)
chk.3 <- apply(ans.3, 2, summary)
chk.3b = matrix(c(-0.95373733, -1.28766084, -1.38358884,
-0.28714981, -0.35548892, -0.27641684,
0.05976233, 0.08396816, 0.09040197,
0.05838389, 0.04167013, 0.10280794,
0.36374043, 0.41420365, 0.51658866,
1.77116523, 0.97481806, 1.26606795),
nrow=6, ncol=3, byrow=TRUE);
dimnames(chk.3b) = dimnames(chk.3);
expect_equal(chk.3, chk.3b)
})
test_that("truncated mvt, non-full rank, different means", {
d = 3;
rho = 0.5;
sigma = matrix(0, d, d);
sigma = rho^abs(row(sigma) - col(sigma));
nu = 10;
blc = matrix(c(1,0,1,1,1,0),nrow=d-1,ncol=d,byrow=TRUE)
n = 100;
set.seed(3084)
mean = matrix(runif(n*d), nrow=n, ncol=d);
result = rtmvt(mean, sigma, nu, blc, lower=-1, upper=1, init=0, burn=50)
chk.4 <- apply(result, 2, summary)
chk.4b = matrix(c(-1.40342755, -1.74138329, -1.68153340,
-0.39575796, -0.48564615, -0.50035150,
-0.04051560, -0.09808149, 0.02762573,
-0.03028324, -0.04621082, 0.04633071,
0.42064496, 0.36668839, 0.59122084,
1.11797524, 1.98752407, 1.76118335),
nrow=6, ncol=3, byrow=TRUE);
dimnames(chk.4b) = dimnames(chk.4);
expect_equal(chk.4, chk.4b)
})
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