test_that("Zero prior scale returns current covariance", {
prior_scale <- diag(0, 2)
prior_df <- 1
obs_mean <- c(1, 2)
obs_data <- mvtnorm::rmvnorm(4, obs_mean)
curr_cov <- diag(2)
expect_equal(cov_update(obs_data,
prior_df,
prior_scale,
obs_mean,
curr_cov = curr_cov),
curr_cov)
})
test_that("Identical observations returns expected solution", {
n <- 10
prior_scale <- diag(2)
prior_df <- 1
obs_mean <- c(1, 2)
obs_data <- matrix(obs_mean, n, 2, byrow = TRUE)
set.seed(1)
out <- MCMCpack::riwish(n + prior_df, prior_scale)
set.seed(1)
expect_equal(cov_update(obs_data,
prior_df,
prior_scale,
obs_mean),
out)
})
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