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tests/testthat/testCdfOfSumUsingGaussianCopula.R
In Dowd: Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk
test_that("Cdf Of Sum Using Gaussian Copula.",{
# Success - 1
expect_equal(0.3446, CdfOfSumUsingGaussianCopula(0.9, 0.3, 1.5, 1.2, 1.5, 0.6, 25), tolerance=0.1)
# Success - 2
expect_equal(0.9939, CdfOfSumUsingGaussianCopula(0.1, -0.3, -3, .2, 1.5, 0.6, 10), tolerance=0.1)
})
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Dowd documentation built on May 2, 2019, 6:15 p.m.
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test_that("Cdf Of Sum Using Gaussian Copula.",{
# Success - 1
expect_equal(0.3446, CdfOfSumUsingGaussianCopula(0.9, 0.3, 1.5, 1.2, 1.5, 0.6, 25), tolerance=0.1)
# Success - 2
expect_equal(0.9939, CdfOfSumUsingGaussianCopula(0.1, -0.3, -3, .2, 1.5, 0.6, 10), tolerance=0.1)
})
Try the Dowd package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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