tests/testthat/test-s4-JoeH2ExtArch3FParam.R

In hsloot/cvalr: Credit Derivative Valuation in R

partition <- list(1L:2L, 3L:6L, 7L:8L)
composition <- purrr::map_int(partition, length)
lambda <- 8e-2
tau <- c(0.25, 0.55)

d <- sum(composition)
nu <- purrr::map_dbl(tau, copula::iTau, copula = copula::joeCopula())

test_that("`JoeH2ExtArch3FParam`-class is correctly initialized", {
  parm <- JoeH2ExtArch3FParam()
  expect_s4_class(parm, "JoeH2ExtArch3FParam")

  setComposition(parm) <- composition
  setLambda(parm) <- lambda
  setNu(parm) <- nu
  expect_error(validObject(parm), NA)
  expect_equal(getDimension(parm), d)
  expect_equal(getComposition(parm), composition)
  expect_equal(getPartition(parm), partition)
  expect_equal(getLambda(parm), lambda)
  expect_equal(getNu(parm), nu)
  expect_equal(getTau(parm), tau)

  expect_equal(parm, JoeH2ExtArch3FParam(composition, lambda, nu))
  expect_equal(parm, JoeH2ExtArch3FParam(composition, lambda, tau = tau))
})

test_that("`JoeH2ExtArch3FParam`-class setters can be used in arbitrary order", { # nolint
  parm <- JoeH2ExtArch3FParam(composition, lambda, nu, fraction)

  parm2 <- JoeH2ExtArch3FParam()
  setComposition(parm2) <- composition
  setLambda(parm2) <- lambda
  setTau(parm2) <- tau
  expect_equal(parm, parm2)

  parm2 <- JoeH2ExtArch3FParam()
  setComposition(parm2) <- composition
  setTau(parm2) <- tau
  setLambda(parm2) <- lambda
  expect_equal(parm, parm2)

  parm2 <- JoeH2ExtArch3FParam()
  setLambda(parm2) <- lambda
  setComposition(parm2) <- composition
  setTau(parm2) <- tau
  expect_equal(parm, parm2)

  parm2 <- JoeH2ExtArch3FParam()
  setTau(parm2) <- tau
  setComposition(parm2) <- composition
  setLambda(parm2) <- lambda
  expect_equal(parm, parm2)

  parm2 <- JoeH2ExtArch3FParam()
  setLambda(parm2) <- lambda
  setTau(parm2) <- tau
  setComposition(parm2) <- composition
  expect_equal(parm, parm2)

  parm2 <- JoeH2ExtArch3FParam()
  setTau(parm2) <- tau
  setLambda(parm2) <- lambda
  setComposition(parm2) <- composition
  expect_equal(parm, parm2)
})