tests/testthat/test-priorspec.R

In gregorkastner/stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) Models

context("Prior specification")

test_that("enabled priors are accepted", {
  expect_s3_class(specify_priors(), "sv_priorspec")
  expect_s3_class(specify_priors(mu = sv_normal(0, 5)), "sv_priorspec")
  expect_s3_class(specify_priors(mu = sv_constant(0)), "sv_priorspec")
  expect_s3_class(specify_priors(phi = sv_beta(4, 4)), "sv_priorspec")
  expect_s3_class(specify_priors(sigma2 = sv_gamma(4, 4)), "sv_priorspec")
  expect_s3_class(specify_priors(sigma2 = sv_inverse_gamma(4, 4)), "sv_priorspec")
  expect_s3_class(specify_priors(nu = sv_exponential(10)), "sv_priorspec")
  expect_s3_class(specify_priors(nu = sv_infinity()), "sv_priorspec")
  expect_s3_class(specify_priors(rho = sv_beta(4, 4)), "sv_priorspec")
  expect_s3_class(specify_priors(rho = sv_constant(0)), "sv_priorspec")
  expect_s3_class(specify_priors(latent0_variance = sv_constant(10)), "sv_priorspec")
  expect_s3_class(specify_priors(latent0_variance = "stationary"), "sv_priorspec")
  expect_s3_class(specify_priors(beta = sv_multinormal(0, sd = 100, dim = 2)), "sv_priorspec")
})

test_that("disallowed priors fail", {
  expect_error(specify_priors(mu = sv_exponential(0)))
  expect_error(specify_priors(phi = sv_inverse_gamma(4, 4)))
  expect_error(specify_priors(sigma2 = sv_constant(0)))
  expect_error(specify_priors(sigma2 = sv_infinity()))
  expect_error(specify_priors(nu = sv_constant(-10)))
  expect_error(specify_priors(nu = sv_constant(1)))
  expect_error(specify_priors(rho = sv_normal(4, 4)))
  expect_error(specify_priors(rho = sv_constant(2)))
  expect_error(specify_priors(latent0_variance = sv_constant(-10)))
  expect_error(specify_priors(latent0_variance = "st"))
  expect_error(specify_priors(beta = sv_beta(0, 100)))
})