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tests/testthat/testFrechetES.R
In Dowd: Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk
test_that("Frechet ES.",{
# Success - 1
expect_equal(as.matrix(623.485), FrechetES(3.5, 2.3, 1.6, 10, .95, 30), tolerance=0.01)
# Success - 2
expect_equal(as.matrix(0.1514), FrechetES(-1.3, 1.2, .2, 10, .9, 280), tolerance=0.01)
})
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Dowd documentation built on May 2, 2019, 6:15 p.m.
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test_that("Frechet ES.",{
# Success - 1
expect_equal(as.matrix(623.485), FrechetES(3.5, 2.3, 1.6, 10, .95, 30), tolerance=0.01)
# Success - 2
expect_equal(as.matrix(0.1514), FrechetES(-1.3, 1.2, .2, 10, .9, 280), tolerance=0.01)
})
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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