# inst/unitTests/runit.momSE.R In DistributionUtils: Distribution Utilities

```### Unit tests of function momSE

### Functions with name test.* are run by R CMD check or by make if
### LEVEL=1 in call to make
### Functions with name levelntest.* are run by make if
### LEVEL=n in call to make
### Functions with name graphicstest.* are run by make if
### LEVEL=graphics in call to make

test.momSE <- function()
{
## Purpose: Level 1 test of momSE
## ----------------------------------------------------------------------
## Arguments:
## ----------------------------------------------------------------------
## Author: David Scott, Date: 5 Feb 2010, 11:53

## Moments of the normal distribution, mean 1, variance 4
mu <- 1
sigma <- 2
n <- 100
mom <- c(0,sigma^2,0,3*sigma^4,0,15*sigma^6,0,105*sigma^8)
## standard error of sample variance
checkEquals(momSE(2, 100, mom[1:4]), sqrt(2*sigma^4/n))

## standard error of sample central third moment
checkEquals(momSE(3, 100, mom[1:6]), sqrt(6*sigma^6/n))

## standard error of sample central fourth moment
checkEquals(momSE(4, 100, mom), sqrt(96*sigma^8/n))

## Moments of the gamma distribution, shape 1, scale 2
shape <- 1
scale <- 2
n <- 1000
rawMom <- numeric(8)
gammaMom <- function(order, shape, scale){
gMom <- (scale^order)*gamma(shape + order)/gamma(shape)
return(gMom)
}
rawMom <- sapply(1:8, gammaMom, shape = shape, scale = scale)
centralMom <- momChangeAbout("all", rawMom, 0, rawMom[1])

stErrors <- numeric(4)
stErrors[1] <- sqrt(centralMom[2]/n)
for (i in (2:4)){
stErrors[i] <- momSE(i, n, centralMom[1:(2*i)])
}
stErrors
shouldBe <- c(0.06324555320337,0.35777087639997,
3.71806401235912,60.10550723519435)

## compare with previously calculated answer
checkEqualsNumeric(stErrors, shouldBe)

return()
}
```

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DistributionUtils documentation built on May 2, 2019, 4:46 p.m.