tests/testthat/test_argumentChecks.R

In saviviro/gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

context("argument checking functions")
library(gmvarkit)

## Check data is not tested anymore, because apparently R development version for linux
## adds an extra class to the object. Remove the comments when developing.

## A(M)(p)_(p)(M)(d)

# p=1, M=1, d=2
phi10_112 <- c(1.03, 2.36)
A11_112 <- matrix(c(1.25, 0.06, 0.04, 1.34), nrow=2, byrow=FALSE)
Omega1_112 <- matrix(c(0.93, -0.15, -0.15, 5.20), nrow=2, byrow=FALSE)

theta_112 <- c(phi10_112, vec(A11_112), vech(Omega1_112))

W_112 <- t(chol(Omega1_112))
theta_112s <- c(phi10_112, vec(A11_112), vec(W_112)) # SGMVAR
Omega1_112s <- tcrossprod(W_112)

theta_112sWC <- c(phi10_112, vec(A11_112), Wvec(W_112)) # SGMVAR W constrained

theta_112t <- c(theta_112, 10)
theta_112tsWC <- c(theta_112sWC, 10)


# p=1, M=2, d=2
phi10_122 <- c(1.03, 2.36)
A11_122 <- matrix(c(0.9, 0.3, -0.3, 0.9), nrow=2, byrow=FALSE)
Omega1_122 <- matrix(c(0.93, -0.15, -0.15, 5.20), nrow=2, byrow=FALSE)

phi20_122 <- c(1.79, 3.00)
A21_122 <- A11_122
Omega2_122 <- matrix(c(5.88, 3.56, 3.56, 9.80), nrow=2, byrow=FALSE)

alpha1_122 <- 0.37
upsilon1_122 <- c(phi10_122, vec(A11_122), vech(Omega1_122))
upsilon2_122 <- c(phi20_122, vec(A21_122), vech(Omega2_122))
theta_122 <- c(upsilon1_122, upsilon2_122, alpha1_122)

WL_122 <- diag_Omegas(Omega1_122, Omega2_122)
W_122 <- matrix(WL_122[1:(2^2)], nrow=2, byrow=FALSE)
lambdas_122 <- WL_122[(2^2 + 1):length(WL_122)]
theta_122s <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vec(W_122), lambdas_122, alpha1_122) # SGMVAR

# p=2, M=2, d=2
phi10_222 <- c(1.03, 2.36)
A11_222 <- matrix(c(1.25, 0.06, 0.04, 1.34), nrow=2, byrow=FALSE)
A12_222 <- matrix(c(-0.29, -0.08, -0.05, -0.36), nrow=2, byrow=FALSE)
Omega1_222 <- matrix(c(0.93, -0.15, -0.15, 5.20), nrow=2, byrow=FALSE)

phi20_222 <- c(1.79, 3.00)
A21_222 <- matrix(c(1.20, 0.05, 0.05, 1.30), nrow=2, byrow=FALSE)
A22_222 <- matrix(c(-0.30, -0.10, -0.05, -0.40), nrow=2, byrow=FALSE)
Omega2_222 <- matrix(c(5.88, 3.56, 3.56, 9.80), nrow=2, byrow=FALSE)

alpha1_222 <- 0.37
upsilon1_222 <- c(phi10_222, vec(A11_222), vec(A12_222), vech(Omega1_222))
upsilon2_222 <- c(phi20_222, vec(A21_222), vec(A22_222), vech(Omega2_222))
theta_222 <- c(upsilon1_222, upsilon2_222, alpha1_222)

WL_222 <- diag_Omegas(Omega1_222, Omega2_222)
W_222 <- matrix(WL_222[1:(2^2)], nrow=2, byrow=FALSE)
lambdas_222 <- WL_222[(2^2 + 1):length(WL_222)]
theta_222s <- c(phi10_222, phi20_222, vec(A11_222), vec(A12_222), vec(A21_222),
                vec(A22_222), vec(W_222), lambdas_222, alpha1_222) # SGMVAR

theta_222gs <- c(theta_222, 20) # G-StMVAR, M1=1, M2=1
theta_222ts <- c(theta_222s, 10, 20) # SStMVAR


# p=3, M=3, d=2
phi10_332 <- c(1.03, 2.36)
A11_332 <- matrix(c(1.25, 0.06, 0.04, 1.34), nrow=2, byrow=FALSE)
A12_332 <- matrix(c(-0.29, -0.08, -0.05, -0.36), nrow=2, byrow=FALSE)
A13_332 <- matrix(c(1, 0.21, 0.12, 2), nrow=2, byrow=FALSE)
Omega1_332 <- matrix(c(0.93, -0.15, -0.15, 5.20), nrow=2, byrow=FALSE)

phi20_332 <- c(1.79, 3.00)
A21_332 <- matrix(c(1.20, 0.05, 0.05, 1.30), nrow=2, byrow=FALSE)
A22_332 <- matrix(c(-0.30, -0.10, -0.05, -0.40), nrow=2, byrow=FALSE)
A23_332 <- matrix(c(0.30, 0.10, 0.05, 0.40), nrow=2, byrow=FALSE)
Omega2_332 <- matrix(c(5.88, 3.56, 3.56, 9.80), nrow=2, byrow=FALSE)

phi30_332 <- c(1.79, 3.00)
A31_332 <- matrix(c(1.30, 0.03, 0.08, 1.33), nrow=2, byrow=FALSE)
A32_332 <- matrix(c(-0.50, -0.20, -0.01, -0.40), nrow=2, byrow=FALSE)
A33_332 <- matrix(c(0.50, 0.20, 0.01, 0.40), nrow=2, byrow=FALSE)
Omega3_332 <- matrix(c(5.00, 3.00, 3.00, 9.00), nrow=2, byrow=FALSE)

alpha1_332 <- 0.5
alpha2_332 <- 0.3
upsilon1_332 <- c(phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332))
upsilon2_332 <- c(phi20_332, vec(A21_332), vec(A22_332), vec(A23_332), vech(Omega2_332))
upsilon3_332 <- c(phi30_332, vec(A31_332), vec(A32_332), vec(A33_332), vech(Omega3_332))
theta_332 <- c(upsilon1_332, upsilon2_332, upsilon3_332, alpha1_332, alpha2_332)

W_332 <- matrix(c(-0.8924620, 0, 0.3653923, -2.1643472), nrow=2, byrow=FALSE)
lambdas2_332 <- c(7.16, 1.30)
lambdas3_332 <- c(6.10, 1.22)
theta_332s <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332),
                vec(A21_332), vec(A22_332), vec(A23_332), vec(A31_332), vec(A32_332), vec(A33_332),
                vec(W_332), lambdas2_332, lambdas3_332, alpha1_332, alpha2_332) # SGMVAR
Omega1_332s <- tcrossprod(W_332)
Omega2_332s <- W_332%*%tcrossprod(diag(lambdas2_332), W_332)
Omega3_332s <- W_332%*%tcrossprod(diag(lambdas3_332), W_332)
theta_332_froms <-  c(phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332s), # based on SGMVAR
                      phi20_332, vec(A21_332), vec(A22_332), vec(A23_332), vech(Omega2_332s),
                      phi30_332, vec(A31_332), vec(A32_332), vec(A33_332), vech(Omega3_332s),
                      alpha1_332, alpha2_332)

theta_332sWC <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332),
                  vec(A21_332), vec(A22_332), vec(A23_332), vec(A31_332), vec(A32_332), vec(A33_332),
                  Wvec(W_332), lambdas2_332, lambdas3_332, alpha1_332, alpha2_332) # SGMVAR W constrained


theta_332gs <- c(theta_332, 20, 30) # G-StMVAR, M1=1, M2=2
theta_332gssWC <- c(theta_332sWC, 30) # SG-StMVAR, M1=2, M2=1


# p=1, M=2, d=3
phi10_123 <- c(1.1, 2.2, 3.3)
A11_123 <- matrix(c(0.1, 0.21, 0.31, 0.12, 0.2, 0.32, 0.13, 0.23, 0.1), nrow=3, byrow=FALSE)
Omega1_123 <- matrix(c(1, 0.22, 0.33, 0.22, 2, 0.44, 0.33, 0.44, 3), nrow=3, byrow=FALSE)

phi20_123 <- c(1.11, 2.22, 3.33)
A21_123 <- matrix(c(-0.1, -0.21, -0.31, -0.12, -0.2, -0.32, -0.13, -0.23, -2.1), nrow=3, byrow=FALSE)
Omega2_123 <- matrix(c(1.1, 0.222, 0.333, 0.222, 2.2, 0.444, 0.333, 0.444, 3.3), nrow=3, byrow=FALSE)

alpha1_123 <- 0.6
upsilon1_123 <- c(phi10_123, vec(A11_123), vech(Omega1_123))
upsilon2_123 <- c(phi20_123, vec(A21_123), vech(Omega2_123))
theta_123 <- c(upsilon1_123, upsilon2_123, alpha1_123)

WL_123 <- diag_Omegas(Omega1_123, Omega2_123)
W_123 <- matrix(WL_123[1:(3^2)], nrow=3, byrow=FALSE)
lambdas_123 <- WL_123[(3^2 + 1):length(WL_123)]
theta_123s <- c(phi10_123, phi20_123, vec(A11_123), vec(A21_123), vec(W_123), lambdas_123, alpha1_123) # SGMVAR

theta_123t <- c(theta_123, 10, 20) # StMVAR
theta_123gss <- c(theta_123s, 20) # SG-StMVAR


# p=2, M=1, d=3
phi10_213 <- c(1.1, 2.2, 3.3)
A11_213 <- matrix(c(1, 0.21, 0.31, 0.12, 1.3, 0.32, 0.13, 0.23, 1), nrow=3, byrow=FALSE)
A12_213 <- matrix(c(-0.1, -0.21, -0.31, -0.12, -0.2, -0.32, -0.13, -0.23, -0.3), nrow=3, byrow=FALSE)
Omega1_213 <- matrix(c(1, 0.22, 0.33, 0.22, 2, 0.44, 0.33, 0.44, 3), nrow=3, byrow=FALSE)

upsilon1_213 <- c(phi10_213, vec(A11_213), vec(A12_213), vech(Omega1_213))
theta_213 <- upsilon1_213

W_213 <- t(chol(Omega1_213))
theta_213s <- c(phi10_213, vec(A11_213), vec(A12_213), vec(W_213)) # SGMVAR

theta_213sWC <- c(phi10_213, vec(A11_213), vec(A12_213), Wvec(W_213)) # SGMVAR W constrained

theta_213t <- c(theta_213, 10) # StMVAR
theta_213tsWC <- c(theta_213, 10) # SStMVAR


# Constraining AR-parameters to be the same for all regimes
rbind_diags <- function(p, M, d) {
  I <- diag(p*d^2)
  Reduce(rbind, replicate(M, I, simplify=FALSE))
}


## A(M)(p)_(p)(M)(d)

# p=1, M=1, d=2
C_112 <- rbind_diags(p=1, M=1, d=2)
theta_112c <- c(phi10_112, vec(A11_112), vech(Omega1_112))
C_122 <- rbind_diags(p=1, M=2, d=2)
theta_122c <- c(phi10_122, phi20_122, vec(A11_122), vech(Omega1_122), vech(Omega2_122), alpha1_122)
theta_122c_expanded <- c(phi10_122, vec(A11_122), vech(Omega1_122), phi20_122, vec(A11_122), vech(Omega2_122), alpha1_122)

theta_112csWAR <- c(phi10_112, vec(A11_112), Wvec(W_112)) # SGMVAR W and AR

theta_112tc <- c(theta_112c, 10) # StMVAR

theta_112tcsWAR <- c(theta_112csWAR, 10) # StMVAR


# p=1, M=2, d=2
C_222 <- rbind_diags(p=2, M=2, d=2)
theta_222c <- c(phi10_222, phi20_222, vec(A11_222), vec(A12_222), vech(Omega1_222), vech(Omega2_222), alpha1_222)
theta_222c_expanded <- c(phi10_222, vec(A11_222), vec(A12_222), vech(Omega1_222), phi20_222, vec(A11_222), vec(A12_222),
                         vech(Omega2_222), alpha1_222)

C_lambda_122 <- matrix(c(1, 1), nrow=2)
theta_122csL <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vec(W_122), 0.5, alpha1_122) # SGMVAR lambdas
theta_122csL_expanded <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vec(W_122), 0.5, 0.5, alpha1_122)
theta_122csLAR <- c(phi10_122, phi20_122, vec(A11_122), vec(W_122), 0.5, alpha1_122) # SGMVAR lambdas and AR
theta_122csLAR_expanded <- c(phi10_122, phi20_122, vec(A11_122), vec(A11_122), vec(W_122), 0.5, 0.5, alpha1_122)

C_lambda_222 <- matrix(c(1, 2), nrow=2)
theta_222csL <- c(phi10_222, phi20_222, vec(A11_222), vec(A12_222), vec(A21_222),
                  vec(A22_222), vec(W_222), 0.2, alpha1_222) # SGMVAR lambdas
theta_222csL_expanded <- c(phi10_222, phi20_222, vec(A11_222), vec(A12_222), vec(A21_222),
                           vec(A22_222), vec(W_222), 0.2, 2*0.2, alpha1_222)
theta_222csLAR <- c(phi10_222, phi20_222, vec(A11_222), vec(A12_222), vec(W_222), 0.2, alpha1_222) # SGMVAR lambdas and AR
theta_222csLAR_expanded <- c(phi10_222, phi20_222, vec(A11_222), vec(A12_222), vec(A11_222), vec(A12_222),
                             vec(W_222), 0.2, 2*0.2, alpha1_222) # SGMVAR lambdas and AR

theta_222gscsL <- c(theta_222csL, 20) # SG-StMVAR, M1=1, M2=1
theta_222gscsL_expanded <- c(theta_222csL_expanded, 20) # SG-StMVAR, M1=1, M2=1

theta_222tcsLAR <- c(theta_222csLAR, 10, 20) # SStMVAR
theta_222tcsLAR_expanded <- c(theta_222csLAR_expanded, 10, 20) # SStMVAR


# p=3, M=3, d=2
C_332 <- rbind_diags(p=3, M=3, d=2)
theta_332c <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), vech(Omega2_332),
                vech(Omega3_332), alpha1_332, alpha2_332)
theta_332c_expanded <- c(phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), phi20_332, vec(A11_332),
                         vec(A12_332), vec(A13_332), vech(Omega2_332), phi30_332, vec(A11_332), vec(A12_332), vec(A13_332),
                         vech(Omega3_332), alpha1_332, alpha2_332)

theta_332csWAR <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), Wvec(W_332), lambdas2_332,
                    lambdas3_332, alpha1_332, alpha2_332) # SGMVAR W and AR
theta_332csWAR_expanded <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A11_332),
                             vec(A12_332), vec(A13_332), vec(A11_332), vec(A12_332), vec(A13_332), vec(W_332), lambdas2_332,
                             lambdas3_332, alpha1_332, alpha2_332)

C_lambda_332 <- matrix(c(1, 1, 0, 0, 0, 0, 1, 1), nrow=4, byrow=FALSE)
theta_332csWL <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332), vec(A22_332), vec(A23_332),
                   vec(A31_332), vec(A32_332), vec(A33_332), Wvec(W_332), 1, 2, alpha1_332, alpha2_332) # SGMVAR W and L
theta_332csWL_expanded <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332), vec(A22_332), vec(A23_332),
                            vec(A31_332), vec(A32_332), vec(A33_332), vec(W_332), 1, 1, 2, 2, alpha1_332, alpha2_332)
theta_332csWLAR <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), Wvec(W_332), 1, 2,
                     alpha1_332, alpha2_332) # SGMVAR W, L, and AR
theta_332csWLAR_expanded <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A11_332), vec(A12_332), vec(A13_332),
                              vec(A11_332), vec(A12_332), vec(A13_332), vec(W_332), 1, 1, 2, 2, alpha1_332, alpha2_332)


theta_332gsc <- c(theta_332c, 30) # G-StMVAR, M1=2, M2=1
theta_332gsc_expanded <- c(theta_332c_expanded, 30) # G-StMVAR, M1=2, M2=1

theta_332gscsWLAR <- c(theta_332csWLAR, 20, 30) # SG-StMVAR, M1=1, M2=2
theta_332gscsWLAR_expanded <- c(theta_332csWLAR_expanded, 20, 30) # SG-StMVAR, M1=1, M2=2


# p=1, M=2, d=3
C_123 <- rbind_diags(p=1, M=2, d=3)
theta_123c <- c(phi10_123, phi20_123, vec(A11_123), vech(Omega1_123), vech(Omega2_123), alpha1_123)
theta_123c_expanded <- c(phi10_123, vec(A11_123), vech(Omega1_123), phi20_123, vec(A11_123), vech(Omega2_123), alpha1_123)

C_lambda_123 <- matrix(c(1, 1, 0, 0, 0, 1), nrow=3, byrow=FALSE)
theta_123csL <- c(phi10_123, phi20_123, vec(A11_123), vec(A21_123), vec(W_123), 1, 2, alpha1_123) # SGMVAR lambdas
theta_123csL_expanded <- c(phi10_123, phi20_123, vec(A11_123), vec(A21_123), vec(W_123), 1, 1, 2, alpha1_123)
theta_123csLAR <- c(phi10_123, phi20_123, vec(A11_123), vec(W_123), 1, 2, alpha1_123) # SGMVAR lambdas and AR
theta_123csLAR_expanded <- c(phi10_123, phi20_123, vec(A11_123), vec(A11_123), vec(W_123), 1, 1, 2, alpha1_123)

theta_123tc <- c(theta_123c, 10, 20) # StMVAR
theta_123tc_expanded <- c(theta_123c_expanded, 10, 20) # StMVAR

theta_123tcsL <- c(theta_123csL, 10, 20) # StMVAR
theta_123tcL_expanded <- c(theta_123csL_expanded, 10, 20) # StMVAR


# p=2, M=1, d=3
C_213 <- rbind_diags(p=2, M=1, d=3)
theta_213c <- c(phi10_213, vec(A11_213), vec(A12_213), vech(Omega1_213))

C_213 <- rbind_diags(p=2, M=1, d=3)
theta_213c <- c(phi10_213, vec(A11_213), vec(A12_213), vech(Omega1_213))
theta_213csWAR <- c(phi10_213, vec(A11_213), vec(A12_213), Wvec(W_213))

theta_213tc <- c(theta_213c, 10) # StMVAR

theta_213tcsWAR <- c(theta_213csWAR, 10) # SStMVAR

# p=2, M=2, d=2, constraint AR-parameters to be the same for all regimes
# and constraint the of-diagonal elements of AR-matrices to be zero.
mat0 <- matrix(c(1, rep(0, 10), 1, rep(0, 8), 1, rep(0, 10), 1), nrow=2*2^2, byrow=FALSE)
C_222_2 <- rbind(mat0, mat0)
A21_222_c2 <- A11_222_c2 <- matrix(c(1.26, 0, 0, 1.34), nrow=2, byrow=FALSE)
A22_222_c2 <- A12_222_c2 <- matrix(c(-0.29, 0, 0, -0.36), nrow=2, byrow=FALSE)
phi10_222_c2 <- c(-0.11, 2.83)
phi20_222_c2 <- c(0.36, 3.19)
Omega1_222_c2 <- matrix(c(0.98, -0.33, -0.33, 5.24), nrow=2, byrow=FALSE)
Omega2_222_c2 <- matrix(c(5.60, 3.46, 3.46, 9.62), nrow=2, byrow=FALSE)
alpha1_222_c2 <- 0.35
theta_222_c2 <- c(phi10_222_c2, phi20_222_c2, 1.26, 1.34, -0.29, -0.36, vech(Omega1_222_c2),
                  vech(Omega2_222_c2), alpha1_222_c2)
theta_222_c2_expanded <- c(phi10_222_c2, vec(A11_222_c2), vec(A12_222_c2), vech(Omega1_222_c2),
                           phi20_222_c2, vec(A21_222_c2), vec(A22_222_c2), vech(Omega2_222_c2),
                           alpha1_222_c2)

WL_222c2 <- diag_Omegas(Omega1_222_c2, Omega2_222_c2)
W_222c2 <- matrix(WL_222c2[1:(2^2)], nrow=2, byrow=FALSE)
lambdas_222c2 <- WL_222c2[(2^2 + 1):length(WL_222c2)]
theta_222_c2s <- c(phi10_222_c2, phi20_222_c2, 1.26, 1.34, -0.29, -0.36, vec(W_222c2), lambdas_222c2, alpha1_222_c2)
theta_222_c2s_expanded <- c(phi10_222_c2, phi20_222_c2, vec(A11_222_c2), vec(A12_222_c2), vec(A11_222_c2), vec(A12_222_c2),
                            vec(W_222c2), lambdas_222c2, alpha1_222_c2)


## Models with same_means

# p=1, M=1, d=2, same_means=list(1)
theta_112_int <- c(phi10_112, vec(A11_112), vech(Omega1_112))
theta_112_int_expanded <- theta_112_int

# p=1, M=2, d=2, same_means=list(1:2)
theta_122_int <- c(phi10_122, vec(A11_122), vec(A21_122), vech(Omega1_122), vech(Omega2_122), alpha1_122)
theta_122_int_expanded <- c(phi10_122, vec(A11_122), vech(Omega1_122), phi10_122, vec(A21_122), vech(Omega2_122), alpha1_122)

theta_122t_int <- c(theta_122_int, 10, 20) # StMVAR
theta_122t_int_expanded <- c(theta_122_int_expanded, 10, 20) # StMVAR

# p=1, M=2, d=2, same_means=list(1, 2)
theta_122_int2 <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vech(Omega1_122), vech(Omega2_122), alpha1_122)
theta_122_int2_expanded <- c(phi10_122, vec(A11_122), vech(Omega1_122), phi20_122, vec(A21_122), vech(Omega2_122), alpha1_122)

# p=1, M=2, d=2, constraints=C_122, structural_pars=list(W=W_122, C_lambda=C_lambda_122), same_means=list(1:2)
theta_122csL_int <-  c(phi10_122, vec(A11_122), vec(W_122), 0.5, alpha1_122)
theta_122csL_int_expanded <- c(phi10_122, phi10_122, vec(A11_122), vec(A11_122), vec(W_122), 0.5, 0.5, alpha1_122)

# p=2, M=2, d=2, constraints=C_222, same_means=list(1:2)
theta_222c_int <- c(phi10_222, vec(A11_222), vec(A12_222), vech(Omega1_222), vech(Omega2_222), alpha1_222)
theta_222c_int_expanded <- c(phi10_222, vec(A11_222), vec(A12_222), vech(Omega1_222), phi10_222, vec(A11_222), vec(A12_222),
                             vech(Omega2_222), alpha1_222)

# p=2, M=2, d=2, constraints=C_222, structural_pars=list(W=W_222, C_lambda=C_lambda_222), same_means=list(1:2)
theta_222csLAR_int <- c(phi10_222, vec(A11_222), vec(A12_222), vec(W_222), 0.2, alpha1_222)
theta_222csLAR_int_expanded <-  c(phi10_222, phi10_222, vec(A11_222), vec(A12_222), vec(A11_222), vec(A12_222),
                                  vec(W_222), 0.2, 2*0.2, alpha1_222)

theta_222tcsLAR_int <- c(theta_222csLAR_int, 10, 20) # StMVAR
theta_222tcsLAR_int_expanded <- c(theta_222csLAR_int_expanded, 10, 20) # StMVAR


# p=3, M=3, d=2, constraints=C_332, same_means=list(1, 2:3)
theta_332c_int <- c(phi10_332, phi20_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), vech(Omega2_332),
                    vech(Omega3_332), alpha1_332, alpha2_332)
theta_332c_int_expanded <- c(phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), phi20_332, vec(A11_332),
                             vec(A12_332), vec(A13_332), vech(Omega2_332), phi20_332, vec(A11_332), vec(A12_332), vec(A13_332),
                             vech(Omega3_332), alpha1_332, alpha2_332)

theta_332gsc_int <- c(theta_332c_int, 30) # G-StMVAR, M1=2, M2=1
theta_332gsc_int_expanded <- c(theta_332c_int_expanded, 30) # G-StMVAR, M1=2, M2=1


# p=3, M=3, d=2, constraints=C_332, same_means=list(2, c(1, 3))
theta_332c_int2 <- c(phi10_332, phi20_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), vech(Omega2_332),
                     vech(Omega3_332), alpha1_332, alpha2_332)
theta_332c_int2_expanded <- c(phi20_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), phi10_332, vec(A11_332),
                              vec(A12_332), vec(A13_332), vech(Omega2_332), phi20_332, vec(A11_332), vec(A12_332), vec(A13_332),
                              vech(Omega3_332), alpha1_332, alpha2_332)

theta_332gsc_int2 <- c(theta_332c_int2, 20, 30) # G-StMVAR, M1=1, M2=2
theta_332gsc_int2_expanded <- c(theta_332c_int2_expanded, 20, 30) # G-StMVAR, M1=1, M2=2

# p=3, M=3, d=2, constraints=C_332, same_means=list(1:3)
theta_332c_int3 <- c(phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), vech(Omega2_332),
                     vech(Omega3_332), alpha1_332, alpha2_332)
theta_332c_int3_expanded <- c(phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), phi10_332, vec(A11_332),
                              vec(A12_332), vec(A13_332), vech(Omega2_332), phi10_332, vec(A11_332), vec(A12_332), vec(A13_332),
                              vech(Omega3_332), alpha1_332, alpha2_332)

# p=3, M=3, d=2, constraints=C_332, structural_pars=list(W=W_332), same_means=list(c(1, 3), 2)
theta_332csWAR_int <- c(phi10_332, phi20_332, vec(A11_332), vec(A12_332), vec(A13_332), Wvec(W_332), lambdas2_332,
                        lambdas3_332, alpha1_332, alpha2_332)
theta_332csWAR_int_expanded <- c(phi10_332, phi20_332, phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A11_332),
                                 vec(A12_332), vec(A13_332), vec(A11_332), vec(A12_332), vec(A13_332), vec(W_332), lambdas2_332,
                                 lambdas3_332, alpha1_332, alpha2_332)

theta_332tcsWAR_int <- c(theta_332csWAR_int, 10, 20, 30) # SStMVAR
theta_332tcsWAR_int_expanded <- c(theta_332csWAR_int_expanded, 10, 20, 30) # SStMVAR


# p=3, M=3, d=2, structural_pars=list(W=W_332, C_lambda=C_lambda_332), same_means=list(1:2, 3)
theta_332csWL_int <- c(phi10_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332), vec(A22_332), vec(A23_332),
                       vec(A31_332), vec(A32_332), vec(A33_332), Wvec(W_332), 1, 2, alpha1_332, alpha2_332)
theta_332csWL_int_expanded <- c(phi10_332, phi10_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332), vec(A22_332),
                                vec(A23_332), vec(A31_332), vec(A32_332), vec(A33_332), vec(W_332), 1, 1, 2, 2, alpha1_332, alpha2_332)

theta_332gscsWL_int <- c(theta_332csWL_int, 20, 30) # SG-StMVAR, M1=1, M2=2
theta_332gscsWL_int_expanded <- c(theta_332csWL_int_expanded, 20, 30) # SG-StMVAR, M1=1, M2=2


# p=3, M=3, d=2, constraints=C_332, structural_pars=list(W=W_332, C_lambda=C_lambda_332), same_means=list(2:3, 1)
theta_332csWLAR_int <- c(phi10_332, phi20_332, vec(A11_332), vec(A12_332), vec(A13_332), Wvec(W_332), 1, 2,
                         alpha1_332, alpha2_332)
theta_332csWLAR_int_expanded <- c(phi20_332, phi10_332, phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A11_332), vec(A12_332),
                                  vec(A13_332), vec(A11_332), vec(A12_332), vec(A13_332), vec(W_332), 1, 1, 2, 2, alpha1_332, alpha2_332)

# p=1, M=2, d=3, same_means=list(1:2)
theta_123_int <- c(phi10_123, vec(A11_123), vec(A21_123), vech(Omega1_123), vech(Omega2_123), alpha1_123)
theta_123_int_expanded <- c(phi10_123, vec(A11_123), vech(Omega1_123), phi10_123, vec(A21_123), vech(Omega2_123), alpha1_123)

theta_123gs_int <- c(theta_123_int, 20) # G-StMVAR, M1=1, M2=1
theta_123gs_int_expanded <- c(theta_123_int_expanded, 20) # G-StMVAR, M1=1, M2=1

# p=1, M=2, d=3, constraints=C_123, same_means=list(1:2)
theta_123c_int <- c(phi10_123, vec(A11_123), vech(Omega1_123), vech(Omega2_123), alpha1_123)
theta_123c_int_expanded <- c(phi10_123, vec(A11_123), vech(Omega1_123), phi10_123, vec(A11_123), vech(Omega2_123), alpha1_123)

# p=1, M=2, d=3, structural_pars=list(W=W_123, C_lambda=C_lambda_123) same_means=list(1:2)
theta_123csL_int <- c(phi10_123, vec(A11_123), vec(A21_123), vec(W_123), 1, 2, alpha1_123)
theta_123csL_int_expanded <- c(phi10_123, phi10_123, vec(A11_123), vec(A21_123), vec(W_123), 1, 1, 2, alpha1_123)

theta_123tcsL_int <- c(theta_123csL_int, 10, 20) # SStMVAR
theta_123tcsL_int_expanded <- c(theta_123csL_int_expanded, 10, 20) # SStMVAR


# p=1, M=2, d=3, constraints=C_123, structural_pars=list(W=W_123, C_lambda=C_lambda_123) same_means=list(1:2)
theta_123csLAR_int <- c(phi10_123, vec(A11_123), vec(W_123), 1, 2, alpha1_123) # SGMVAR lambdas and AR
theta_123csLAR_int_expanded <- c(phi10_123, phi10_123, vec(A11_123), vec(A11_123), vec(W_123), 1, 1, 2, alpha1_123)

# p=2, M=1, d=3, constraints=C_213, same_means=list(1)
theta_213c_int <- c(phi10_213, vec(A11_213), vec(A12_213), vech(Omega1_213))
theta_213c_int_expanded <- theta_213c_int

# p=2, M=1, d=3, constraints=C_213, structural_pars=list(W=W_213), same_means=list(1)
theta_213csWAR_int <- c(phi10_213, vec(A11_213), vec(A12_213), Wvec(W_213))
theta_213csWAR_int_expanded <- c(phi10_213, vec(A11_213), vec(A12_213), vec(W_213))


## Models with weight_constraints and/or fixed_lambdas

# p=1, M=2, d=2, model="GMVAR", weight_constraints=0.7
theta_122w <- c(upsilon1_122, upsilon2_122)
theta_122w_expanded <- c(upsilon1_122, upsilon2_122, 0.7)

# p=1, M=2, d=2, model="StMVAR", weight_constraints=0.7
theta_122tw <- c(upsilon1_122, upsilon2_122, 11, 12)
theta_122tw_expanded <- c(upsilon1_122, upsilon2_122, 0.7, 11, 12)

# p=1, M=2, d=2, model="GMVAR", weight_constraints=0.7, structural_pars=list(W=W_122)
theta_122ws <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vec(W_122), lambdas_122)
theta_122ws_expanded <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vec(W_122), lambdas_122, 0.7)

# p=1, M=c(1, 1), d=2, model="G-StMVAR", weight_constraints=0.7, structural_pars=list(W=W_122)
theta_122gsws <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vec(W_122), lambdas_122, 11)
theta_122gsws_expanded <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vec(W_122), lambdas_122, 0.7, 11)

# p=1, M=2, d=2, model="GMVAR", weight_constraints=0.7, structural_pars=list(W=W_122, fixed_lambdas=c(7, 1))
theta_122wsF <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vec(W_122))
theta_122wsF_expanded <- c(phi10_122, phi20_122, vec(A11_122), vec(A21_122), vec(W_122), c(7, 1), 0.7)

# p=3, M=3, d=2, model="GMVAR", weight_constraints=c(0.5, 0.3)
theta_332w <- c(upsilon1_332, upsilon2_332, upsilon3_332)
theta_332w_expanded <- c(upsilon1_332, upsilon2_332, upsilon3_332, c(0.5, 0.3))

# p=3, M=3, d=2, model="GMVAR", weight_constraints=c(0.5, 0.3), structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1))
theta_332wsWF <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332),
                   vec(A22_332), vec(A23_332), vec(A31_332), vec(A32_332), vec(A33_332), Wvec(W_332))
theta_332wsWF_expanded <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332),
                            vec(A22_332), vec(A23_332), vec(A31_332), vec(A32_332), vec(A33_332), vec(W_332), c(7, 2, 6, 1), c(0.5, 0.3))

# p=3, M=c(1, 2), d=2, model="G-StMVAR", weight_constraints=c(0.5, 0.3), structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1))
theta_332gswsWF <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332),
                     vec(A22_332), vec(A23_332), vec(A31_332), vec(A32_332), vec(A33_332), Wvec(W_332), 11, 12)
theta_332gswsWF_expanded <- c(phi10_332, phi20_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332),
                              vec(A22_332), vec(A23_332), vec(A31_332), vec(A32_332), vec(A33_332), vec(W_332),
                              c(7, 2, 6, 1), c(0.5, 0.3), 11, 12)

# p=2, M=2, d=2, model="StMVAR", constraints=C_222, weight_constraints=0.7
theta_222tcw <- c(phi10_222, phi20_222, vec(A11_222), vec(A12_222), vech(Omega1_222), vech(Omega2_222), 11, 12)
theta_222tcw_expanded <- c(phi10_222, vec(A11_222), vec(A12_222), vech(Omega1_222), phi20_222, vec(A11_222), vec(A12_222),
                           vech(Omega2_222), 0.7, 11, 12)

# p=2, M=2, d=2, model="StMVAR", constraints=C_222, weight_constraints=0.7, structural_pars=list(W=W_222, C_lambda=C_lambda_222)
theta_222tcwsL <- c(phi10_222, phi20_222, vec(A11_222), vec(A12_222), vec(W_222), 0.2, 11, 12)
theta_222tcwsL_expanded <- c(phi10_222, phi20_222, vec(A11_222), vec(A12_222), vec(A11_222), vec(A12_222),
                             vec(W_222), 0.2, 2*0.2, 0.7, 11, 12)

# p=1, M=2, d=3, model="GMVAR", weight_constraints=0.6
theta_123w <- c(upsilon1_123, upsilon2_123)
theta_123w_expanded <- c(upsilon1_123, upsilon2_123, 0.6)

# p=1, M=2, d=3, model="StMVAR", weight_constraints=0.6, structural_pars=list(W=W_123, fixed_lambdas=c(3, 2, 1))
theta_123twsF <- c(phi10_123, phi20_123, vec(A11_123), vec(A21_123), vec(W_123), 11, 12)
theta_123twsF_expanded <- c(phi10_123, phi20_123, vec(A11_123), vec(A21_123), vec(W_123), c(3, 2, 1), 0.6, 11, 12)

# p=1, M=c(1, 1), d=2, model="G-StMVAR", same_means=list(1:2), weight_constraints=0.7
theta_122gsmw <- c(phi10_122, vec(A11_122), vec(A21_122), vech(Omega1_122), vech(Omega2_122), 11)
theta_122gsmw_expanded <- c(phi10_122, vec(A11_122), vech(Omega1_122), phi10_122, vec(A21_122), vech(Omega2_122), 0.7, 11)

# p=1, M=2, d=2, model="GMVAR", constraints=C_122, same_means=list(1:2), weight_constraints=0.7,
# structural_pars=list(W=W_122, fixed_lambdas=c(4, 3))
theta_122cmwsF <-  c(phi10_122, vec(A11_122), vec(W_122))
theta_122cmwsF_expanded <- c(phi10_122, phi10_122, vec(A11_122), vec(A11_122), vec(W_122), c(4, 3), 0.7)

# p=2, M=2, d=2, model="StMVAR", constraints=C_222, same_means=list(1:2), weight_constraints=0.7
theta_222tcmw <- c(phi10_222, vec(A11_222), vec(A12_222), vech(Omega1_222), vech(Omega2_222), 11, 12)
theta_222tcmw_expanded <- c(phi10_222, vec(A11_222), vec(A12_222), vech(Omega1_222), phi10_222, vec(A11_222), vec(A12_222),
                            vech(Omega2_222), 0.7, 11, 12)

# p=2, M=2, d=2, model="GMVAR", constraints=C_222, same_means=list(1:2), weight_constraints=0.7,
# structural_pars=list(W=W_222, fixed_lambdas=c(6, 1))
theta_222cmwsF <- c(phi10_222, vec(A11_222), vec(A12_222), vec(W_222))
theta_222cmwsF_expanded <-  c(phi10_222, phi10_222, vec(A11_222), vec(A12_222), vec(A11_222), vec(A12_222),
                              vec(W_222), c(6, 1), 0.7)

# p=3, M=c(2, 1), d=2, model="G-StMVAR", constraints=C_332, same_means=list(1, 2:3), weight_constraints=c(0.5, 0.3)
theta_332gscmw <- c(phi10_332, phi20_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), vech(Omega2_332),
                    vech(Omega3_332), 11)
theta_332gscmw_expanded <- c(phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), vech(Omega1_332), phi20_332, vec(A11_332),
                             vec(A12_332), vec(A13_332), vech(Omega2_332), phi20_332, vec(A11_332), vec(A12_332), vec(A13_332),
                             vech(Omega3_332), c(0.5, 0.3), 11)

# p=3, M=3, d=2, model="StMVAR", same_means=list(1:2, 3), structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1)),
theta_332tmsWF <- c(phi10_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332), vec(A22_332), vec(A23_332),
                    vec(A31_332), vec(A32_332), vec(A33_332), Wvec(W_332),  alpha1_332, alpha2_332, 11, 12, 13)
theta_332tmsWF_expanded <- c(phi10_332, phi10_332, phi30_332, vec(A11_332), vec(A12_332), vec(A13_332), vec(A21_332),
                             vec(A22_332), vec(A23_332), vec(A31_332), vec(A32_332), vec(A33_332), vec(W_332), c(7, 2, 6, 1),
                             alpha1_332, alpha2_332, 11, 12, 13)

# p=3, M=3, d=2, model="GMVAR", constraints=C_332, same_means=list(1:3), weight_constraints=c(0.5, 0.3),
# structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1))
theta_332cmwsWF <- c(phi10_332, vec(A11_332), vec(A12_332), vec(A13_332), Wvec(W_332))
theta_332cmwsWF_expanded <- c(phi10_332, phi10_332, phi10_332, vec(A11_332), vec(A12_332), vec(A13_332),
                              vec(A11_332), vec(A12_332), vec(A13_332), vec(A11_332), vec(A12_332), vec(A13_332),
                              vec(W_332), c(7, 2, 6, 1), c(0.5, 0.3))

# p=1, M=c(1, 1), d=3, model="G-StMVAR", constraints=C_123, same_means=list(1:2), weight_constraints=0.7
theta_123gscmw <- c(phi10_123, vec(A11_123), vech(Omega1_123), vech(Omega2_123), 11)
theta_123gscmw_expanded <- c(phi10_123, vec(A11_123), vech(Omega1_123), phi10_123, vec(A11_123), vech(Omega2_123), 0.7, 11)

# p=1, M=2, d=3, model="GMVAR", constraints=C_123, same_means=list(1:2), weight_constraints=0.7,
# structural_pars=list(W=W_123, C_lambda=C_lambda_123)
theta_123cmwsL <- c(phi10_123, vec(A11_123), vec(W_123), 1, 2)
theta_123cmwsL_expanded <- c(phi10_123, phi10_123, vec(A11_123), vec(A11_123), vec(W_123), 1, 1, 2, 0.7)

# p=1, M=2, d=3, model="StMVAR", constraints=C_123, same_means=list(1:2), weight_constraints=0.7,
# structural_pars=list(W=W_123, fixed_lambdas=c(4, 3, 2))
theta_123tcmwsF <- c(phi10_123, vec(A11_123), vec(W_123), 11, 12)
theta_123tcmwsF_expanded <- c(phi10_123, phi10_123, vec(A11_123), vec(A11_123), vec(W_123), c(4, 3, 2), 0.7, 11, 12)


#############
theta_122_ok <- c(0.55, 0.112, 0.344, 0.055, -0.009, 0.718, 0.319, 0.005, 0.03,
                  0.619, 0.173, 0.255, 0.017, -0.136, 0.858, 1.185, -0.012, 0.136, 0.674)
theta_122t_df <- c(theta_122_ok, 3, 2) # StMVAR, too small df
theta_122gs_df <- c(theta_122_ok, 2) # G-StMVAR, M1=1, M2=1, too small df



test_that("is_stationary works correctly", {
  expect_false(is_stationary(p=1, M=1, d=2, params=theta_112))
  expect_false(is_stationary(p=1, M=1, d=2, params=theta_112t))
  expect_true(is_stationary(p=2, M=2, d=2, params=theta_222))
  expect_true(is_stationary(p=2, M=c(1, 1), d=2, params=theta_222gs))
  expect_false(is_stationary(p=3, M=3, d=2, params=theta_332))
  expect_false(is_stationary(p=3, M=c(1, 2), d=2, params=theta_332gs))
  expect_false(is_stationary(p=1, M=2, d=3, params=theta_123))
  expect_false(is_stationary(p=1, M=2, d=3, params=theta_123t))
  expect_false(is_stationary(p=2, M=1, d=3, params=theta_213))
  expect_false(is_stationary(p=2, M=1, d=3, params=theta_213t))

  # Structural
  expect_false(is_stationary(p=1, M=1, d=2, params=theta_112sWC, structural_pars=list(W=W_112)))
  expect_false(is_stationary(p=1, M=1, d=2, params=theta_112tsWC, structural_pars=list(W=W_112)))
  expect_true(is_stationary(p=2, M=2, d=2, params=theta_222s, structural_pars=list(W=W_222)))
  expect_true(is_stationary(p=2, M=2, d=2, params=theta_222ts, structural_pars=list(W=W_222)))
  expect_false(is_stationary(p=3, M=3, d=2, params=theta_332sWC, structural_pars=list(W=W_332)))
  expect_false(is_stationary(p=3, M=c(2, 1), d=2, params=theta_332gssWC, structural_pars=list(W=W_332)))
  expect_false(is_stationary(p=1, M=2, d=3, params=theta_123s, structural_pars=list(W=W_123)))
  expect_false(is_stationary(p=1, M=c(1, 1), d=3, params=theta_123gss, structural_pars=list(W=W_123)))
  expect_false(is_stationary(p=2, M=1, d=3, params=theta_213sWC, structural_pars=list(W=W_213)))
  expect_false(is_stationary(p=2, M=1, d=3, params=theta_213tsWC, structural_pars=list(W=W_213)))
})

test_that("in_paramspace works correctly", { # calls in_paramspace_int
  expect_false(in_paramspace(p=1, M=1, d=2, params=theta_112))
  expect_false(in_paramspace(p=1, M=1, d=2, params=theta_112t, model="StMVAR"))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222))
  expect_true(in_paramspace(p=2, M=c(1, 1), d=2, params=theta_222gs, model="G-StMVAR"))
  expect_false(in_paramspace(p=3, M=3, d=2, params=theta_332))
  expect_false(in_paramspace(p=3, M=c(1, 2), d=2, params=theta_332gs, model="G-StMVAR"))
  expect_false(in_paramspace(p=1, M=2, d=3, params=theta_123))
  expect_false(in_paramspace(p=1, M=2, d=3, params=theta_123t, model="StMVAR"))
  expect_false(in_paramspace(p=2, M=1, d=3, params=theta_213))
  expect_false(in_paramspace(p=2, M=1, d=3, params=theta_213t, model="StMVAR"))
  expect_false(in_paramspace(p=1, M=1, d=2, params=theta_112c, constraints=C_112))
  expect_false(in_paramspace(p=1, M=1, d=2, params=theta_112tc, model="StMVAR", constraints=C_112))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222c, constraints=C_222))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222_c2, constraints=C_222_2))
  # +weigh_constraints and fixed_lambdas:
  expect_false(in_paramspace(p=1, M=2, d=3, params=theta_123w, weight_constraints=0.6))
  expect_false(in_paramspace(p=1, M=2, d=3, params=theta_123twsF, model="StMVAR",
                             weight_constraints=0.6, structural_pars=list(W=W_123, fixed_lambdas=c(3, 2, 1))))
  expect_false(in_paramspace(p=3, M=3, d=2, params=theta_332w, weight_constraints=c(0.5, 0.3)))
  expect_false(in_paramspace(p=3, M=c(1, 2), d=2, params=theta_332gswsWF, model="G-StMVAR", weight_constraints=c(0.5, 0.3),
                             structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1))))

  # Structural
  expect_false(in_paramspace(p=1, M=1, d=2, params=theta_112sWC, structural_pars=list(W=W_112)))
  expect_false(in_paramspace(p=1, M=1, d=2, params=theta_112tsWC, model="StMVAR", structural_pars=list(W=W_112)))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222s, structural_pars=list(W=W_222)))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222ts, model="StMVAR", structural_pars=list(W=W_222)))
  expect_false(in_paramspace(p=3, M=3, d=2, params=theta_332sWC, structural_pars=list(W=W_332)))
  expect_false(in_paramspace(p=3, M=c(2, 1), d=2, params=theta_332gssWC, model="G-StMVAR", structural_pars=list(W=W_332)))
  expect_false(in_paramspace(p=1, M=2, d=3, params=theta_123s, structural_pars=list(W=W_123)))
  expect_false(in_paramspace(p=1, M=c(1, 1), d=3, params=theta_123gss, model="G-StMVAR", structural_pars=list(W=W_123)))
  expect_false(in_paramspace(p=2, M=1, d=3, params=theta_213sWC, structural_pars=list(W=W_213)))
  expect_false(in_paramspace(p=2, M=1, d=3, params=theta_213tsWC, model="StMVAR", structural_pars=list(W=W_213)))

  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222csLAR, constraints=C_222, structural_pars=list(W=W_222, C_lambda=C_lambda_222)))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222_c2s, constraints=C_222_2, structural_pars=list(W=W_222c2)))
  theta_222_c3s <- theta_222_c2s
  theta_222_c3s[9] <- 1
  expect_false(in_paramspace(p=2, M=2, d=2, params=theta_222_c3s, constraints=C_222_2, structural_pars=list(W=W_222c2)))
  theta_222csLAR_2 <- theta_222csLAR
  theta_222csLAR_2[15] <- -1
  expect_false(in_paramspace(p=2, M=2, d=2, params=theta_222csLAR_2, constraints=C_222, structural_pars=list(W=W_222, C_lambda=C_lambda_222)))
  theta_222csLAR_3 <- theta_222csLAR
  theta_222csLAR_3[17] <- -0.1
  expect_false(in_paramspace(p=2, M=2, d=2, params=theta_222csLAR_3, constraints=C_222, structural_pars=list(W=W_222, C_lambda=C_lambda_222)))
  theta_112s_2 <- c(phi10_112, vec(A12_222), Wvec(W_112))
  expect_true(in_paramspace(p=1, M=1, d=2, params=theta_112s_2, structural_pars=list(W=W_112)))
  # +weigh_constraints and fixed_lambdas:
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222tcw, model="StMVAR", constraints=C_222, weight_constraints=0.7))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222tcwsL, model="StMVAR", constraints=C_222, weight_constraints=0.7,
                            structural_pars=list(W=W_222, C_lambda=C_lambda_222)))


  # same_means
  expect_false(in_paramspace(p=1, M=1, d=2, params=theta_112_int, same_means=list(1)))
  expect_true(in_paramspace(p=1, M=2, d=2, params=theta_122_int, same_means=list(1:2)))
  expect_true(in_paramspace(p=1, M=2, d=2, params=theta_122t_int, model="StMVAR", same_means=list(1:2)))
  expect_true(in_paramspace(p=1, M=2, d=2, params=theta_122_int2, same_means=list(1, 2)))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222c_int, constraints=C_222, same_means=list(1:2)))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222csLAR_int, constraints=C_222,
                            structural_pars=list(W=W_222, C_lambda=C_lambda_222), same_means=list(1:2)))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222tcsLAR_int, model="StMVAR", constraints=C_222,
                            structural_pars=list(W=W_222, C_lambda=C_lambda_222), same_means=list(1:2)))
  expect_false(in_paramspace(p=3, M=3, d=2, params=theta_332c_int, constraints=C_332, same_means=list(1, 2:3)))
  expect_false(in_paramspace(p=3, M=c(2, 1), d=2, params=theta_332gsc_int, model="G-StMVAR", constraints=C_332, same_means=list(1, 2:3)))
  expect_false(in_paramspace(p=1, M=2, d=3, params=theta_123_int, same_means=list(1:2)))
  expect_false(in_paramspace(p=1, M=c(1, 1), d=3, params=theta_123gs_int, model="G-StMVAR", same_means=list(1:2)))
  expect_true(in_paramspace(p=1, M=2, d=3, params=theta_123c_int, constraints=C_123, same_means=list(1:2)))
  expect_false(in_paramspace(p=1, M=2, d=3, params=theta_123_int, same_means=list(1:2)))
  # +weigh_constraints and fixed_lambdas:
  expect_true(in_paramspace(p=1, M=c(1, 1), d=2, params=theta_122gsmw, model="G-StMVAR", same_means=list(1:2), weight_constraints=0.7))
  expect_true(in_paramspace(p=1, M=2, d=2, params=theta_122cmwsF, model="GMVAR", constraints=C_122, same_means=list(1:2),
                            weight_constraints=0.7, structural_pars=list(W=W_122, fixed_lambdas=c(4, 3))))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222tcmw, model="StMVAR", constraints=C_222, same_means=list(1:2),
                            weight_constraints=0.7))
  expect_true(in_paramspace(p=2, M=2, d=2, params=theta_222cmwsF, model="GMVAR", constraints=C_222, same_means=list(1:2), weight_constraints=0.7,
                            structural_pars=list(W=W_222, fixed_lambdas=c(6, 1))))
  expect_false(in_paramspace(p=3, M=c(2, 1), d=2, params=theta_332gscmw, model="G-StMVAR", constraints=C_332, same_means=list(1, 2:3),
                             weight_constraints=c(0.5, 0.3)))
  expect_false(in_paramspace(p=3, M=3, d=2, params=theta_332tmsWF, model="StMVAR", same_means=list(1:2, 3),
                             structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1))))
  expect_false(in_paramspace(p=3, M=3, d=2, params=theta_332cmwsWF, model="GMVAR", constraints=C_332, same_means=list(1:3),
                             weight_constraints=c(0.5, 0.3), structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1))))
  expect_true(in_paramspace(p=1, M=c(1, 1), d=3, params=theta_123gscmw,  model="G-StMVAR", constraints=C_123,
                            same_means=list(1:2), weight_constraints=0.7))
  expect_true(in_paramspace(p=1, M=2, d=3, model="GMVAR", params=theta_123cmwsL, constraints=C_123, same_means=list(1:2),
                            weight_constraints=0.7, structural_pars=list(W=W_123, C_lambda=C_lambda_123)))
  expect_true(in_paramspace(p=1, M=2, d=3, params=theta_123tcmwsF, model="StMVAR", constraints=C_123, same_means=list(1:2),
                            weight_constraints=0.7, structural_pars=list(W=W_123, fixed_lambdas=c(4, 3, 2))))


  # Check df
  expect_true(in_paramspace(p=1, M=2, d=2, params=theta_122_ok, model="GMVAR"))
  expect_false(in_paramspace(p=1, M=2, d=2, params=theta_122t_df, model="StMVAR"))
  expect_false(in_paramspace(p=1, M=c(1, 1), d=2, params=theta_122gs_df, model="G-StMVAR"))
})

test_that("check_parameters works correctly", {
  expect_error(check_parameters(p=1, M=1, d=2, params=theta_112))
  expect_error(check_parameters(p=1, M=1, d=2, params=theta_112t, model="StMVAR"))
  expect_error(check_parameters(p=2, M=3, d=2, params=theta_222))
  expect_error(check_parameters(p=3, M=3, d=2, params=theta_332))
  expect_error(check_parameters(p=3, M=c(1, 2), d=2, params=theta_332gs, model="G-StMVAR"))
  expect_error(check_parameters(p=1, M=2, d=3, params=theta_123))
  expect_error(check_parameters(p=1, M=2, d=3, params=theta_123t, model="StMVAR"))
  expect_error(check_parameters(p=2, M=1, d=3, params=theta_213))
  expect_error(check_parameters(p=2, M=1, d=3, params=theta_213t, model="StMVAR"))

  expect_error(check_parameters(p=1, M=1, d=2, params=theta_112c, constraints=C_112))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222c, constraints=t(C_222)))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222_c2, constraints=as.vector(C_222_2)))

  # Structural
  expect_error(check_parameters(p=1, M=1, d=2, params=theta_112s, structural_pars=list(W=W_112)))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222s, structural_pars=list(xW=W_222)))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222s, structural_pars=list(W_222)))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222ts, model="StMVAR", structural_pars=list(W_222)))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222s, structural_pars=list(W=W_123)))
  expect_error(check_parameters(p=2, M=2, d=2, params=c(theta_222s, 1), structural_pars=list(W=W_222)))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222s, structural_pars=list(W=W_222, C_lambda=matrix(1))))

  expect_error(check_parameters(p=1, M=1, d=2, params=theta_112cs, constraints=C_112, structural_pars=list(W=W_112)))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222c, constraints=C_222, structural_pars=list(W=W_123)))
  theta_222_c3s <- theta_222_c2s
  theta_222_c3s[9] <- 1
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222_c3s, constraints=C_222_2, structural_pars=list(W=W_222c2)))
  theta_222csLAR_2 <- theta_222csLAR
  theta_222csLAR_2[15] <- -1
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222csLAR_2, constraints=C_222, structural_pars=list(W=W_222, C_lambda=C_lambda_222)))
  theta_222csLAR_3 <- theta_222csLAR
  theta_222csLAR_3[17] <- -0.1
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222csLAR_3, constraints=C_222, structural_pars=list(W=W_222, C_lambda=C_lambda_222)))

  # Same means
  expect_error(check_parameters(p=1, M=1, d=2, params=theta_112_int, same_means=list(1), parametrization="mean"))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222c_int, constraints=C_222, same_means=list(1, 2), parametrization="mean"))
  expect_error(check_parameters(p=2, M=2, d=2, params=theta_222c_int, constraints=C_222, same_means=list(1:2), parametrization="intercept"))
  expect_error(check_parameters(p=1, M=2, d=3, params=theta_123c_int, constraints=C_222, same_means=list(1:2), parametrization="mean"))
  expect_error(check_parameters(p=1, M=2, d=3, params=theta_123csL_int, same_means=list(1:2),
                                structural_pars=list(W=W_123, C_lambda=C_lambda_123), parametrization="mean"))

  # Fixed alphas and lambdas
  expect_error(check_parameters(p=1, M=2, d=3, params=theta_123w, weight_constraints=0.6))
  expect_error(check_parameters(p=1, M=2, d=3, params=theta_123twsF, model="StMVAR", weight_constraints=0.6,
                                structural_pars=list(W=W_123, fixed_lambdas=c(3, 2, 1))))
  expect_error(check_parameters(p=3, M=3, d=2, params=theta_332w, weight_constraints=c(0.5, 0.3)))
  expect_error(check_parameters(p=3, M=c(1, 2), d=2, params=theta_332gswsWF, model="G-StMVAR", weight_constraints=c(0.5, 0.3),
                                structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1))))
  expect_silent(check_parameters(p=2, M=2, d=2, params=theta_222tcw, model="StMVAR", constraints=C_222, weight_constraints=0.7))
  expect_silent(check_parameters(p=2, M=2, d=2, params=theta_222tcwsL, model="StMVAR", constraints=C_222, weight_constraints=0.7,
                                 structural_pars=list(W=W_222, C_lambda=C_lambda_222), parametrization="mean"))
  expect_silent(check_parameters(p=1, M=c(1, 1), d=2, params=theta_122gsmw, model="G-StMVAR", same_means=list(1:2),
                                 weight_constraints=0.7, parametrization="mean"))
  expect_silent(check_parameters(p=1, M=2, d=2, params=theta_122cmwsF, model="GMVAR", constraints=C_122, same_means=list(1:2),
                                 weight_constraints=0.7, structural_pars=list(W=W_122, fixed_lambdas=c(4, 3)), parametrization="mean"))
  expect_silent(check_parameters(p=2, M=2, d=2, params=theta_222tcmw, model="StMVAR", constraints=C_222, same_means=list(1:2),
                                 weight_constraints=0.7, parametrization="mean"))
  expect_silent(check_parameters(p=2, M=2, d=2, params=theta_222cmwsF, model="GMVAR", constraints=C_222, same_means=list(1:2),
                                 weight_constraints=0.7, structural_pars=list(W=W_222, fixed_lambdas=c(6, 1)), parametrization="mean"))
  expect_error(check_parameters(p=3, M=c(2, 1), d=2, params=theta_332gscmw, model="G-StMVAR", constraints=C_332, same_means=list(1, 2:3),
                                weight_constraints=c(0.5, 0.3), parametrization="mean"))
  expect_error(check_parameters(p=3, M=3, d=2, params=theta_332tmsWF, model="StMVAR", same_means=list(1:2, 3),
                                structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1)), parametrization="mean"))
  expect_error(check_parameters(p=3, M=3, d=2, params=theta_332cmwsWF, model="GMVAR", constraints=C_332, same_means=list(1:3),
                                weight_constraints=c(0.5, 0.3), structural_pars=list(W=W_332, fixed_lambdas=c(7, 2, 6, 1)),
                                parametrization="mean"))
  expect_silent(check_parameters(p=1, M=c(1, 1), d=3, params=theta_123gscmw, model="G-StMVAR", constraints=C_123, same_means=list(1:2),
                                 weight_constraints=0.7, parametrization="mean"))
  expect_silent(check_parameters(p=1, M=2, d=3, model="GMVAR", params=theta_123cmwsL, constraints=C_123, same_means=list(1:2),
                                 weight_constraints=0.7, structural_pars=list(W=W_123, C_lambda=C_lambda_123), parametrization="mean"))
  expect_silent(check_parameters(p=1, M=2, d=3, params=theta_123tcmwsF, model="StMVAR", constraints=C_123, same_means=list(1:2),
                                 weight_constraints=0.7, structural_pars=list(W=W_123, fixed_lambdas=c(4, 3, 2)), parametrization="mean"))

  # Check df
  expect_error(check_parameters(p=1, M=2, d=2, params=theta_122t_df, model="StMVAR"))
  expect_error(check_parameters(p=1, M=c(1, 1), d=2, params=theta_122gs_df, model="G-StMVAR"))

})


test_that("check_constraints works correctly", {
  expect_error(check_constraints(p=2, M=2, d=2, same_means=1:2))
  expect_error(check_constraints(p=2, M=c(1, 1), d=2, same_means=1:2))
  expect_error(check_constraints(p=1, M=1, d=2, same_means=1:2))
  expect_error(check_constraints(p=2, M=2, d=2, same_means=list(1)))
  expect_error(check_constraints(p=2, M=2, d=2, same_means=list(1, "2")))
  expect_error(check_constraints(p=2, M=3, d=2, same_means=list(2:3)))
  expect_error(check_constraints(p=3, M=2, d=2, same_means=list(1, 1:2)))
  expect_error(check_constraints(p=3, M=c(1, 1), d=2, same_means=list(1, 1:2)))
  expect_error(check_constraints(p=1, M=1, d=2, same_means=list()))
  expect_error(check_constraints(p=1, M=1, d=2, same_means=list(1:2)))

  expect_error(check_constraints(p=1, M=1, d=2, constraints=cbind(C_112, C_112)))
  expect_error(check_constraints(p=1, M=1, d=2, constraints=rbind(C_112, C_112)))
  expect_error(check_constraints(p=1, M=2, d=2, constraints=cbind(C_122[,1:3], rep(0, 8))))
  expect_error(check_constraints(p=1, M=2, d=2, constraints=as.data.frame(C_122)))
  expect_error(check_constraints(p=2, M=2, d=2, constraints=C_222[-1,]))
  expect_error(check_constraints(p=2, M=2, d=2, constraints=C_222_2[-16,]))
  expect_error(check_constraints(p=3, M=3, d=2, constraints=t(C_332)))
  expect_error(check_constraints(p=3, M=c(2, 1), d=2, constraints=t(C_332)))
  expect_error(check_constraints(p=1, M=2, d=3, constraints=cbind(C_123[,1:8], C_123[,8])))
  expect_error(check_constraints(p=2, M=1, d=3, constraints=as.vector(C_213)))

  # Structural parameter constraints
  expect_error(check_constraints(p=1, M=1, d=2, structural_pars=list(W=W_123)))
  expect_error(check_constraints(p=1, M=1, d=2, structural_pars=list(W=vec(W_112))))
  expect_error(check_constraints(p=1, M=1, d=2, structural_pars=list(W=W_112, C_lambda=numeric(0))))
  expect_error(check_constraints(p=3, M=3, d=2, structural_pars=list(A=1)))
  expect_error(check_constraints(p=3, M=3, d=2, structural_pars=list(W=W_332, C_lambda=matrix(1:3, nrow=3))))
  expect_error(check_constraints(p=1, M=2, d=2, structural_pars=list(W=W_122, C_lambda=matrix(1:6, nrow=2, ncol=3))))
  W_bad <- matrix(c(0, 0, 1, 2), nrow=2)
  expect_error(check_constraints(p=1, M=1, d=2, structural_pars=list(W=W_bad)))
  expect_error(check_constraints(p=1, M=1, d=2, structural_pars=list(W=t(W_bad))))
  C_lambda_bad <- matrix(c(1, -0.001), nrow=2)
  expect_error(check_constraints(p=1, M=2, d=2, structural_pars=list(W=W_122, C_lambda=C_lambda_bad)))
  expect_error(check_constraints(p=1, M=c(1, 1), d=2, structural_pars=list(W=W_122, C_lambda=C_lambda_bad)))

  # Initialize a d x d matrix W to be used in structural_pars
  W_matrix <- matrix(1, nrow=4, ncol=4)

  # Test weight_constraints
  expect_error(check_constraints(p=2, M=3, d=4, weight_constraints=c(0.3, "a")))
  expect_error(check_constraints(p=2, M=3, d=4, weight_constraints=c(0.3)))
  expect_error(check_constraints(p=2, M=3, d=4, weight_constraints=c(0.3, -0.2)))
  expect_error(check_constraints(p=2, M=3, d=4, weight_constraints=c(0.5, 0.6)))
  expect_silent(check_constraints(p=2, M=3, d=4, weight_constraints=c(0.3, 0.4)))

  # Additional tests with varying p, M, and d
  expect_silent(check_constraints(p=3, M=4, d=5, weight_constraints=c(0.2, 0.2, 0.2)))
  expect_error(check_constraints(p=1, M=2, d=1, weight_constraints=c(1)))

  # Test structural_pars$fixed_lambdas
  expect_error(check_constraints(p=2, M=3, d=4, structural_pars=list(W=W_matrix, fixed_lambdas=c(1, 2, 3, 4))))
  expect_silent(check_constraints(p=2, M=3, d=4, structural_pars=list(W=W_matrix, fixed_lambdas=c(1, 2, 3, 4, 5, 6, 7, 8))))
  expect_error(check_constraints(p=2, M=3, d=4, structural_pars=list(W=W_matrix, fixed_lambdas=c(1, 2, 3, -4, 5, 6, 7, 8))))

  # Additional tests with varying p, M, and d
  W_matrix2 <- matrix(1, nrow=2, ncol=2)
  expect_silent(check_constraints(p=1, M=2, d=2, structural_pars=list(W=W_matrix2, fixed_lambdas=c(1, 1))))
  expect_error(check_constraints(p=2, M=2, d=2, structural_pars=list(W=W_matrix2, fixed_lambdas=c(1))))
})



data_na <- gdpdef; data_na[202, 2] <- NA
gdpdef_mat <- t(t(gdpdef))

## Check data is not tested anymore, because apperently R development version for linux
## adds an extra class to the object. Remove the comments when developing.
# test_that("check_data works correctly", {
#   expect_equal(check_data(data=gdpdef, p=10), gdpdef)
#   expect_equal(check_data(data=ts(gdpdef_mat, start=c(1959, 1), frequency=4), p=1), gdpdef)
#   expect_equal(check_data(data=as.data.frame(gdpdef_mat), p=2), gdpdef_mat)
#
#   expect_error(check_data(data=gdpdef[,1, drop=FALSE], p=4))
#   expect_error(check_data(data=as.data.frame(gdpdef[,2]), p=4))
#   expect_error(check_data(data=ts(gdpdef[,2], start=c(1959, 1), frequency=4), p=3))
#   expect_error(check_data(data=data_na, p=4))
#   expect_error(check_data(data=gdpdef, p=nrow(gdpdef)))
# })

test_that("check_same_means works correctly", {
  expect_error(check_same_means(parametrization="intercept", same_means=list(1:2)))
  check_same_means(parametrization="mean", same_means=list(1:2))
})

test_that("check_pMd works correctly", {
  expect_error(check_pMd(p=1, M=1, d=1))
  expect_error(check_pMd(p=1, M=1.2, d=2))
  expect_error(check_pMd(p=0, M=1, d=2))
  expect_error(check_pMd(p=1, M=-1, d=2))
  expect_error(check_pMd(p=1.1, M=1, d=2))
  expect_error(check_pMd(p=1, M=1, d=2.2))

  expect_error(check_pMd(p=1, M=1, d=2, model="G-StMVAR"))
  expect_error(check_pMd(p=2, M=c(1, 1), d=2, model="StMVAR"))
  expect_error(check_pMd(p=2, M=c(1, -1), d=3, model="G-StMVAR"))
  expect_error(check_pMd(p=-1, M=1, d=2, model="StMVAR"))
  expect_error(check_pMd(p=1, M=-1, d=2, model="StMVAR"))

})

test_that("all_pos_ints works correctly", {
  expect_true(all_pos_ints(c(1, 2, 3)))
  expect_true(all_pos_ints(1))
  expect_true(all_pos_ints(list(1, 3, 100)))

  expect_false(all_pos_ints(c(1, 2, 0)))
  expect_false(all_pos_ints(-1))
  expect_false(all_pos_ints(0.1))
  expect_false(all_pos_ints(1.1))
  expect_false(all_pos_ints(list(1, 2, 3, 0.1)))
})

# p=2, M=1, d=2
phi10_212 <- c(1.03, 2.36)
A11_212 <- matrix(c(1.25, 0.06, 0.04, 1.34), nrow=2, byrow=FALSE)
A12_212 <- matrix(c(-0.29, -0.08, -0.05, -0.36), nrow=2, byrow=FALSE)
Omega1_212 <- matrix(c(0.93, -0.15, -0.15, 5.20), nrow=2, byrow=FALSE)

theta_212 <- c(phi10_212, vec(A11_212), vec(A12_212), vech(Omega1_212))

W_212 <- t(chol(Omega1_212))
theta_212sWC <- c(phi10_212, vec(A11_212), vec(A12_212), Wvec(W_212)) # SGMVAR, W constrained by Cholesky

C_212 <- rbind_diags(p=2, M=1, d=2)
theta_212c <- c(phi10_212, vec(A11_212), vec(A12_212), vech(Omega1_212))

theta_212csWAR <- c(phi10_212, vec(A11_212), vec(A11_212), Wvec(W_212)) # SGMVAR W and AR

test_that("n_params works correctly", {
  expect_equal(n_params(p=1, M=1, d=2), length(theta_112))
  expect_equal(n_params(p=1, M=1, d=2, model="StMVAR"), length(theta_112t))
  expect_equal(n_params(p=1, M=2, d=2), length(theta_122))
  expect_equal(n_params(p=2, M=2, d=2), length(theta_222))
  expect_equal(n_params(p=2, M=c(1, 1), d=2, model="G-StMVAR"), length(theta_222gs))
  expect_equal(n_params(p=3, M=3, d=2), length(theta_332))
  expect_equal(n_params(p=3, M=c(1, 2), d=2, model="G-StMVAR"), length(theta_332gs))
  expect_equal(n_params(p=1, M=2, d=3), length(theta_123))
  expect_equal(n_params(p=1, M=2, d=3, model="StMVAR"), length(theta_123t))
  expect_equal(n_params(p=2, M=1, d=3), length(theta_213))
  expect_equal(n_params(p=2, M=1, d=3, model="StMVAR"), length(theta_213t))
  expect_equal(n_params(p=2, M=1, d=2), length(theta_212))

  expect_equal(n_params(p=1, M=1, d=2, constraints=C_112), length(theta_112c))
  expect_equal(n_params(p=1, M=1, d=2, constraints=C_112, model="StMVAR"), length(theta_112tc))
  expect_equal(n_params(p=1, M=2, d=2, constraints=C_122), length(theta_122c))
  expect_equal(n_params(p=2, M=2, d=2, constraints=C_222), length(theta_222c))
  expect_equal(n_params(p=3, M=3, d=2, constraints=C_332), length(theta_332c))
  expect_equal(n_params(p=3, M=c(2, 1), d=2, constraints=C_332, model="G-StMVAR"), length(theta_332gsc))
  expect_equal(n_params(p=1, M=2, d=3, constraints=C_123), length(theta_123c))
  expect_equal(n_params(p=2, M=1, d=3, constraints=C_213), length(theta_213c))
  expect_equal(n_params(p=2, M=1, d=2, constraints=C_212), length(theta_212c))

  # Structural
  expect_equal(n_params(p=1, M=1, d=2, structural_pars=list(W=W_112)), length(theta_112sWC))
  expect_equal(n_params(p=1, M=1, d=2, structural_pars=list(W=W_112), model="StMVAR"), length(theta_112tsWC))
  expect_equal(n_params(p=1, M=2, d=2, structural_pars=list(W=W_122)), length(theta_122s))
  expect_equal(n_params(p=2, M=2, d=2, structural_pars=list(W=W_222, C_lambda=C_lambda_222)), length(theta_222csL))
  expect_equal(n_params(p=3, M=3, d=2, structural_pars=list(W=W_332)), length(theta_332sWC))
  expect_equal(n_params(p=3, M=c(2, 1), d=2, structural_pars=list(W=W_332), model="G-StMVAR"), length(theta_332gssWC))
  expect_equal(n_params(p=1, M=2, d=3, structural_pars=list(W=W_123)), length(theta_123s))
  expect_equal(n_params(p=1, M=c(1, 1), d=3, structural_pars=list(W=W_123), model="G-StMVAR"), length(theta_123gss))
  expect_equal(n_params(p=1, M=2, d=3, structural_pars=list(W=W_123, C_lambda=C_lambda_123)), length(theta_123csL))
  expect_equal(n_params(p=2, M=1, d=3, structural_pars=list(W=W_213)), length(theta_213sWC))
  expect_equal(n_params(p=2, M=1, d=3, structural_pars=list(W=W_213), model="StMVAR"), length(theta_213tsWC))
  expect_equal(n_params(p=2, M=1, d=2, structural_pars=list(W=W_212)), length(theta_212sWC))

  expect_equal(n_params(p=1, M=1, d=2, constraints=C_112, structural_pars=list(W=W_112)), length(theta_112csWAR))
  expect_equal(n_params(p=1, M=1, d=2, constraints=C_112, structural_pars=list(W=W_112), model="StMVAR"), length(theta_112tcsWAR))
  expect_equal(n_params(p=1, M=2, d=2, constraints=C_122, structural_pars=list(W=W_122, C_lambda=C_lambda_122)), length(theta_122csLAR))
  expect_equal(n_params(p=2, M=2, d=2, constraints=C_222, structural_pars=list(W=W_222, C_lambda=C_lambda_222)), length(theta_222csLAR))
  expect_equal(n_params(p=2, M=2, d=2, constraints=C_222, structural_pars=list(W=W_222, C_lambda=C_lambda_222), model="StMVAR"),
               length(theta_222tcsLAR))
  expect_equal(n_params(p=3, M=3, d=2, constraints=C_332, structural_pars=list(W=W_332, C_lambda=C_lambda_332)), length(theta_332csWLAR))
  expect_equal(n_params(p=3, M=c(1, 2), d=2, constraints=C_332, structural_pars=list(W=W_332, C_lambda=C_lambda_332), model="G-StMVAR"),
               length(theta_332gscsWLAR))
  expect_equal(n_params(p=1, M=2, d=3, constraints=C_123, structural_pars=list(W=W_123, C_lambda=C_lambda_123)), length(theta_123csLAR))
  expect_equal(n_params(p=2, M=1, d=3, constraints=C_213, structural_pars=list(W=W_213)), length(theta_213csWAR))
  expect_equal(n_params(p=2, M=1, d=3, constraints=C_213, structural_pars=list(W=W_213), model="StMVAR"), length(theta_213tcsWAR))
  expect_equal(n_params(p=2, M=1, d=2, constraints=C_212, structural_pars=list(W=W_212)), length(theta_212csWAR))

  # same_means
  expect_equal(n_params(p=1, M=1, d=2, same_means=list(1)), length(theta_112_int))
  expect_equal(n_params(p=1, M=2, d=2, same_means=list(1:2)), length(theta_122_int))
  expect_equal(n_params(p=1, M=2, d=2, same_means=list(1:2), model="StMVAR"), length(theta_122t_int))
  expect_equal(n_params(p=1, M=2, d=2, same_means=list(1, 2)), length(theta_122_int2))
  expect_equal(n_params(p=1, M=2, d=2, same_means=list(1:2), constraints=C_122, structural_pars=list(W=W_122, C_lambda=C_lambda_122)),
               length(theta_122csL_int))
  expect_equal(n_params(p=2, M=2, d=2, same_means=list(1:2), constraints=C_222), length(theta_222c_int))
  expect_equal(n_params(p=2, M=2, d=2, same_means=list(1:2), constraints=C_222, structural_pars=list(W=W_222, C_lambda=C_lambda_222)),
               length(theta_222csLAR_int))
  expect_equal(n_params(p=2, M=2, d=2, model="StMVAR", same_means=list(1:2), constraints=C_222,
                        structural_pars=list(W=W_222, C_lambda=C_lambda_222)), length(theta_222tcsLAR_int))
  expect_equal(n_params(p=3, M=3, d=2, constraints=C_332, same_means=list(1, 2:3)), length(theta_332c_int))
  expect_equal(n_params(p=3, M=c(2, 1), d=2, model="G-StMVAR", constraints=C_332, same_means=list(1, 2:3)), length(theta_332gsc_int))
  expect_equal(n_params(p=3, M=3, d=2, constraints=C_332, same_means=list(2, c(1, 3))), length(theta_332c_int2))
  expect_equal(n_params(p=3, M=3, d=2, constraints=C_332, same_means=list(1:3)), length(theta_332c_int3))
  expect_equal(n_params(p=3, M=3, d=2, constraints=C_332, structural_pars=list(W=W_332), same_means=list(c(1, 3), 2)), length(theta_332csWAR_int))
  expect_equal(n_params(p=3, M=3, d=2, structural_pars=list(W=W_332, C_lambda=C_lambda_332), same_means=list(1:2, 3)), length(theta_332csWL_int))
  expect_equal(n_params(p=3, M=c(1, 2), d=2, model="G-StMVAR", structural_pars=list(W=W_332, C_lambda=C_lambda_332), same_means=list(1:2, 3)),
               length(theta_332gscsWL_int))
  expect_equal(n_params(p=3, M=3, d=2, constraints=C_332, structural_pars=list(W=W_332, C_lambda=C_lambda_332), same_means=list(2:3, 1)),
               length(theta_332csWLAR_int))
  expect_equal(n_params(p=1, M=2, d=3, same_means=list(1:2)), length(theta_123_int))
  expect_equal(n_params(p=1, M=2, d=3, constraints=C_123, same_means=list(1:2)), length(theta_123c_int))
  expect_equal(n_params(p=1, M=2, d=3, structural_pars=list(W=W_123, C_lambda=C_lambda_123), same_means=list(1:2)), length(theta_123csL_int))
  expect_equal(n_params(p=1, M=2, d=3, model="StMVAR", structural_pars=list(W=W_123, C_lambda=C_lambda_123), same_means=list(1:2)),
               length(theta_123tcsL_int))
  expect_equal(n_params(p=1, M=2, d=3, constraints=C_123, structural_pars=list(W=W_123, C_lambda=C_lambda_123), same_means=list(1:2)),
               length(theta_123csLAR_int))
  expect_equal(n_params(p=2, M=1, d=3, constraints=C_213, same_means=list(1)), length(theta_213c_int))
  expect_equal(n_params(p=2, M=1, d=3, constraints=C_213, structural_pars=list(W=W_213), same_means=list(1)), length(theta_213csWAR_int))

  # Weight and fixed lambda constraints
  expect_equal(n_params(p=1, M=2, d=2, weight_constraints=0.7), length(theta_122) - 1)
  expect_equal(n_params(p=3, M=c(1, 2), d=2, model="G-StMVAR", weight_constraints=c(0.5, 0.3)), length(theta_332gs) - 2)
  expect_equal(n_params(p=2, M=2, d=2, constraints=C_222, weight_constraints=0.7), length(theta_222c) - 1)
  expect_equal(n_params(p=3, M=c(2, 1), d=2, constraints=C_332, model="G-StMVAR", weight_constraints=c(0.6, 0.2)), length(theta_332gsc) - 2)

  expect_equal(n_params(p=1, M=2, d=2, structural_pars=list(W=W_122, fixed_lambdas=c(7, 4))), length(theta_122s) - 2)
  expect_equal(n_params(p=2, M=2, d=2, structural_pars=list(W=W_222, C_lambda=C_lambda_222), weight_constraints=0.7),
               length(theta_222csL) - 1)
  expect_equal(n_params(p=3, M=3, d=2, structural_pars=list(W=W_332, fixed_lambdas=c(7, 6, 4, 3)),
                        weight_constraints=c(0.5, 0.3)), length(theta_332sWC) - 6)
  expect_equal(n_params(p=3, M=c(2, 1), d=2, structural_pars=list(W=W_332, fixed_lambdas=c(7, 6, 5, 4)),
                        model="G-StMVAR"), length(theta_332gssWC) - 4)
  expect_equal(n_params(p=1, M=2, d=2, same_means=list(1:2), model="StMVAR", weight_constraints=0.6), length(theta_122t_int) - 1)
  expect_equal(n_params(p=2, M=2, d=2, same_means=list(1:2), constraints=C_222, weight_constraints=0.6), length(theta_222c_int) - 1)
  expect_equal(n_params(p=3, M=3, d=2, same_means=list(1:3), structural_pars=list(W=W_332, fixed_lambdas=c(7, 6, 4, 3)),
                        weight_constraints=c(0.5, 0.3)), length(theta_332sWC) - 6 - 2*2)
  expect_equal(n_params(p=1, M=2, d=2, same_means=list(1:2), structural_pars=list(W=W_122, fixed_lambdas=c(7, 4))),
               length(theta_122s) - 2 - 2)

})

params44 <- c(47.2024, 124.5639, 1.0384, -2.4929, -0.1152, 1.5416, -0.7323, 4.0717, 0.0956, -0.5456, -0.0806, -5.9224,
              0.0025, 0.1355, 0.5235, 4.0093, -0.3468, -1.1294, 0.0045, -0.1321, 6.4666, 5.1594, 0.6305, 0.928, 0.1302,
              0.0939, 1.3421, -0.2469, -0.0621, -0.0756, -0.5185, 0.102, 0.3563, -0.0756, -0.0191, 0.1143, -0.28, 0.0053,
              0.1948, 1.6691, 0.7119, 5.3318, 4.4904, 15.1574, 1.1895, 0.1442, 0.0266, 1.2577, -0.3084, -0.2352, -0.1161,
              -0.5555, 0.4148, -0.0845, -0.0039, 0.5894, -0.3778, 0.0617, 0.0695, -0.3935, 5.4352, 3.7143, 7.4973, -16.3047,
              48.9572, 0.8365, -0.0827, 0.1168, 1.0636, 0.3199, 1.9638, 0.004, -0.3164, -0.5723, -0.2664, 0.0047, -0.1401,
              0.2292, -1.2575, -0.0081, 0.0308, 0.5333, 0.8176, 4.0922, 0.6454, 0.1588, 0.1076)
mod44 <- GSMVAR(p=4, M=4, d=2, params=params44)

params44_2 <- c(-13.9054, 20.1997, 0.6993, 0.27, 0.3735, 0.9154, -0.1393, -0.2023, -0.2395, -0.3351, 0.3318, -0.1009,
                -0.1445, 0.3762, 0.06, -0.0415, 0.1408, -0.102, 25.866, 5.9786, 13.54, -16.6969, -9.5959, 0.4457,
                -0.131, 0.0057, 1.0902, 0.0693, -0.0552, -0.0107, -0.0961, 0.5721, 0.0224, 0.0076, 0.1999, -0.3606,
                -0.1163, 0.1279, -0.1238, 11.3329, 1.6913, 12.2908, -11.9029, 17.1679, 1.3956, 0.1868, 0.1732,
                0.5394, -0.6303, -0.0063, 0.086, 0.2992, 0.1003, 0.1014, -0.0388, -0.2608, -0.197, 0.1898, -0.0871,
                0.231, 3.6336, -1.8297, 18.0466, 13.7945, 80.9443, 1.5888, 0.239, 0.0985, 0.7906, -0.5625, 0.1164,
                -0.2218, -0.2726, -0.0398, -0.3315, 0.3602, -0.208, 0.0263, 0.2054, -0.3508, 0.0475, 3.8855,
                -3.2228, 20.6817, 0.5301, 0.2762, 0.1756)
mod44_2 <- GSMVAR(p=4, M=4, d=2, params=params44_2)

mod44t_2 <- suppressWarnings(GSMVAR(p=4, M=4, d=2, params=c(params44_2, 10, 20, 30, 500), model="StMVAR"))
mod44gs_2 <- suppressWarnings(GSMVAR(p=4, M=c(2, 2), d=2, params=c(params44_2, 30, 400), model="G-StMVAR"))

params112 <- c(1.03, 2.36, 0.85, 0.06, 0.04, 0.94, 0.93, -0.913, 0.90)
mod112 <- GSMVAR(p=1, M=1, d=2, params=params112)

test_that("warn_eigens works correctly", {
  expect_warning(warn_eigens(mod44, stat_tol=0.002, posdef_tol=0.002))
  expect_warning(warn_eigens(mod44_2, stat_tol=0.002, posdef_tol=0.002))
  expect_warning(warn_eigens(mod44t_2, stat_tol=0.002, posdef_tol=0.002))
  expect_warning(warn_eigens(mod44gs_2, stat_tol=0.002, posdef_tol=0.002))
  expect_warning(warn_eigens(mod112, stat_tol=0.002, posdef_tol=0.002))
})

test_that("warn_eigens works correctly", {
  expect_warning(warn_eigens(mod44t_2))
  expect_warning(warn_eigens(mod44gs_2))
})