context("plot histogram")
library("SWIM")
################ stress ################
set.seed(0)
x <- data.frame("gamma" = rgamma(10^5, shape = 2))
res1 <- stress(type = "VaR", x = x,
alpha = c(0.75, 0.95), q_ratio = 1.1)
plot_h <- plot_hist(res1, xCol = 1, wCol = "all", base = TRUE, displ = FALSE)
################ plot sensitivity ################
test_that("output", {
expect_named(plot_h, c( names(x), "stress", "value"))
expect_true(all(levels(plot_h[,2]) %in% c("stress 1", "stress 2", "base")))
})
test_that("value x", {
#base 1
expect_equal(plot_h[plot_h$stress %in% "base", ][, 1], x[,1])
#stress 1
expect_equal(plot_h[plot_h$stress %in% "stress 1", ][, 1], x[,1])
#stress 2
expect_equal(plot_h[plot_h$stress %in% "stress 2", ][, 1], x[,1])
})
test_that("values", {
#base 1
expect_equal(plot_h[plot_h$stress %in% "base", ][, 3], rep(1, nrow(x)))
#stress 1
expect_equal(plot_h[plot_h$stress %in% "stress 1", ][, 3], get_weights(res1)[,1])
#stress 2
expect_equal(plot_h[plot_h$stress %in% "stress 2", ][, 3], get_weights(res1)[,2])
})
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