# test_that("Asymmetric Log-likelihood works with 2-dimensional sample data", { # signs <- as.matrix(c(-1,-1)) # theta <- c(0.026486941, -0.054371863, 0.118496142, 0.199628848, -0.007720701, -0.008865618, # 0.298887218, 0.1123, 0.00023, -0.002312, 0.04553 , 0.976954018, 0.003170047, 0.019283272, 0.941393723) # theta <- matrix(theta, nrow = 15) # # # expect_equal(trunc(loglike_asymm_bekk(theta, data.matrix(StocksBonds), signs)), -7444) # }) # # test_that("Asymmetric Log-likelihood equals symmetric Log-likelihood with 3-dimensional sample data", { # signs <- as.matrix(c(-1,1,-1)) # theta_asymm <- c( 0.0010122220, -0.0002678085, 0.0001905036, 0.0008937830, 0.0003111280, 0.0003893194, # 0.2453276126, 0.0222127631, -0.0434456548, -0.0366629406, 0.2637613982, -0.0248105673, # 0.0624407934, -0.0016446789, 0.1733957064, rep(1e-14,9), 0.9651528236, -0.0060973318, 0.0155928988, # 0.0125157899, 0.9606411455, 0.0008724460, -0.0196494968, -0.0009070321, 0.9801993180) # theta_asymm <- matrix(theta_asymm, nrow = 33) # theta <- c( 0.0010122220, -0.0002678085, 0.0001905036, 0.0008937830, 0.0003111280, 0.0003893194, # 0.2453276126, 0.0222127631, -0.0434456548, -0.0366629406, 0.2637613982, -0.0248105673, # 0.0624407934, -0.0016446789, 0.1733957064, 0.9651528236, -0.0060973318, 0.0155928988, # 0.0125157899, 0.9606411455, 0.0008724460, -0.0196494968, -0.0009070321, 0.9801993180) # theta <- matrix(theta, nrow = 24) # # expect_equal(trunc(loglike_asymm_bekk(theta_asymm, GoldStocksBonds,signs)), trunc(loglike_bekk(theta, GoldStocksBonds))) # }) # # test_that("Asymmetric Log-likelihood works with 3-dimensional sample data", { # signs <- as.matrix(c(1,-1,1)) # theta <- c( 0.0010122220, -0.0002678085, 0.0001905036, 0.0008937830, 0.0003111280, 0.0003893194, # 0.2453276126, 0.0222127631, -0.0434456548, -0.0366629406, 0.2637613982, -0.0248105673, # 0.0624407934, -0.0016446789, 0.1733957064, 0.10631, 0.001, 0.0546423, 0.00321, 0.12173, -0.002321, 0.003123, -0.009312, 0.0936432, 0.9651528236, -0.0060973318, 0.0155928988, # 0.0125157899, 0.9606411455, 0.0008724460, -0.0196494968, -0.0009070321, 0.9801993180) # theta <- matrix(theta, nrow = 33) # # # expect_equal(trunc(loglike_asymm_bekk(theta, GoldStocksBonds,signs)), 75270) # })