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# Tests of DSE curvature functions from dsecurvature.function.testsA
if(!require("dse")) stop("this test requires dse.")
if(!require("curve"))stop("this test requires curve.")
Sys.info()
DSEversion()
fuzz.small <- 1e-12
fuzz.large <- 1e-6
fuzz.very.large <- 1e-2
digits <- 18
all.ok <- T
test.rng <- list(kind="Wichmann-Hill",seed=c(979,1479,1542),normal.kind="Box-Muller")
# comparison values come only from a previous run of the
# code (theoretical values would be nice)...
# Test values have been changed with change to RNG when R 1.0.0 was released
# (Feb. 29, 2000) and also previously.
# simplified from user guide
z<-ARMA(A=array(c(1,.5,.3),c(3,1,1)),
B=array(1,c(1,1,1)),
C=NULL, description="simplified guide example")
VARmodel <-l(z,simulate(z, rng=test.rng))
SSmodel <- l(toSS(VARmodel), VARmodel$data)
ARMAmodel<- l(toARMA(SSmodel), VARmodel$data)
cat("DSE curvature test A 3a...")
spanVAR <- span(VARmodel, compiled=.DSEflags()$COMPILED)
spanARMA.f <- span(ARMAmodel, compiled=.DSEflags()$COMPILED)
tst <- spanARMA.f
good <- spanVAR
error <- max(abs(good-tst))
cat("max. error ", max(error))
if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error)
{printTestValue(c(tst), digits=18)
all.ok <- F
}
cat("DSE curvature test A 3b...")
spanARMA <- span(ARMAmodel, compiled=F)
tst <- spanARMA
good <- spanARMA.f
error <- max(abs(good-tst))
cat("max. error ", max(error))
if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error)
{printTestValue(c(tst), digits=18)
all.ok <- F
}
if (! all.ok) stop("some tests FAILED")
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