# tests/testthat/helper-copulas.R In vines: Multivariate Dependence Modeling with Vines

```# Arguments and copula parameters used by test-h.R and test-hinverse.R.

n <- 20  # Number of values of each variable.
np <- 10  # Number of values of each parameter.
tol <- 0.01  # Ignore differences smaller than tol.

X <- seq(from = 0, to = 1, length = n)
V <- seq(from = 0, to = 1, length = n)
XV <- merge(X, V)
colnames(XV) <- c("X", "V")

copulas <- list(
indep = list(indepCopula()),
normal = lapply(seq(from = -1, to = 1, length = np),
function (rho) normalCopula(rho)),
t = apply(merge(seq(from = -1, to = 1, length = np),
seq(from = 1, to = 30, length = np)), 1,
function (p) tCopula(p[1], df = as.integer(p[2]), df.fixed = TRUE)),
clayton = lapply(seq(from = .Machine\$double.eps^0.25, to = 75, length = np),
function (theta) claytonCopula(theta, use.indepC = "FALSE")),
gumbel = lapply(seq(from = 1, to = 100, length = np),
function (theta) gumbelCopula(theta, use.indepC = "FALSE")),
fgm = lapply(seq(from = -1, to = 1, length = np),
function (theta) fgmCopula(theta)),
galambos = lapply(seq(from = 1, to = 25, length = np),
function (theta) galambosCopula(theta)),
frank = lapply(seq(from = -45, to = 45, length = np),
function (theta) frankCopula(theta, use.indepC = "FALSE"))
)

test_that_for_each_copula <- function(desc, code) {
for (copula_name in names(copulas)) {
new_desc <- paste(desc, "for the", copula_name, "copula")
for (copula in copulas[[copula_name]]) {
env <- parent.frame()
assign("copula", copula, env)
testthat:::test_code(new_desc, substitute(code), env = env)
}
}
}
```

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vines documentation built on May 29, 2017, 6:53 p.m.