Nothing
test.vgL3fitNM <- function () {
for (i in 1:nrow(testParam)) {
param <- testParam[i,]
vgC <- param[1]
sigma <- param[2]
theta <- param[3]
nu <- param[4]
vgCHat <- vector(length=Nfit)
sigmaHat <- vector(length=Nfit)
thetaHat <- vector(length=Nfit)
nuHat <- vector(length=Nfit)
for (j in 1:Nfit) {
vgFitReturn <- vgFit(rvg(n = n, param = param))$param
vgCHat[j] <- vgFitReturn[1]
sigmaHat[j] <- vgFitReturn[2]
thetaHat[j] <- vgFitReturn[3]
nuHat[j] <- vgFitReturn[4]
}
vgCHatAvg <- mean(vgCHat)
sigmaHatAvg <- mean(sigmaHat)
thetaHatAvg <- mean(thetaHat)
nuHatAvg <- mean(nuHat)
checkTrue(abs(vgCHatAvg - vgC) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], vgCHatAvg))
checkTrue(abs(sigmaHatAvg - sigma) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], sigmaHatAvg))
checkTrue(abs(thetaHatAvg - theta) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], thetaHatAvg))
checkTrue(abs(nuHatAvg - nu) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], nuHatAvg))
}
}
test.vgL3fitnlm <- function () {
for (i in 1:nrow(testParam)) {
param <- testParam[i,]
vgC <- param[1]
sigma <- param[2]
theta <- param[3]
nu <- param[4]
vgCHat <- vector(length=Nfit)
sigmaHat <- vector(length=Nfit)
thetaHat <- vector(length=Nfit)
nuHat <- vector(length=Nfit)
for (j in 1:Nfit) {
vgFitReturn <- vgFit(rvg(n = n, param = param), method = "nlm")$param
vgCHat[j] <- vgFitReturn[1]
sigmaHat[j] <- vgFitReturn[2]
thetaHat[j] <- vgFitReturn[3]
nuHat[j] <- vgFitReturn[4]
}
vgCHatAvg <- (cumsum(vgCHat)[Nfit])/Nfit
sigmaHatAvg <- (cumsum(sigmaHat)[Nfit])/Nfit
thetaHatAvg <- (cumsum(thetaHat)[Nfit])/Nfit
nuHatAvg <- (cumsum(nuHat)[Nfit])/Nfit
checkTrue(abs(vgCHatAvg - vgC) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], vgCHatAvg))
checkTrue(abs(sigmaHatAvg - sigma) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], sigmaHatAvg))
checkTrue(abs(thetaHatAvg - theta) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], thetaHatAvg))
checkTrue(abs(nuHatAvg - nu) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], nuHatAvg))
}
}
test.vgL3fitBFGS <- function () {
for (i in 1:nrow(testParam)) {
param <- testParam[i,]
vgC <- param[1]
sigma <- param[2]
theta <- param[3]
nu <- param[4]
vgCHat <- vector(length=Nfit)
sigmaHat <- vector(length=Nfit)
thetaHat <- vector(length=Nfit)
nuHat <- vector(length=Nfit)
for (j in 1:Nfit) {
vgFitReturn <- vgFit(rvg(n = n, param = param), method = "BFGS")$param
vgCHat[j] <- vgFitReturn[1]
sigmaHat[j] <- vgFitReturn[2]
thetaHat[j] <- vgFitReturn[3]
nuHat[j] <- vgFitReturn[4]
}
vgCHatAvg <- (cumsum(vgCHat)[Nfit])/Nfit
sigmaHatAvg <- (cumsum(sigmaHat)[Nfit])/Nfit
thetaHatAvg <- (cumsum(thetaHat)[Nfit])/Nfit
nuHatAvg <- (cumsum(nuHat)[Nfit])/Nfit
checkTrue(abs(vgCHatAvg - vgC) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], vgCHatAvg))
checkTrue(abs(sigmaHatAvg - sigma) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], sigmaHatAvg))
checkTrue(abs(thetaHatAvg - theta) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], thetaHatAvg))
checkTrue(abs(nuHatAvg - nu) < errorThresholdFit,
msg = paste(param[1], param[2], param[3], param[4], nuHatAvg))
}
}
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