# test_that("score_asymm_bekk works with 2-dimensional test data set", { # init <- c(0.062, -0.02689, 0.210177, 0.2236, -0.03, -0.03, # 0.2236, 0.05, -0.0005536, 0.00672,0.2753, 0.94868, 0.03, -0.03, 0.9487) # signs = as.matrix(c(-1, -1)) # theta <- matrix(init, nrow = 15) # # score <- score_asymm_bekk(theta, data.matrix(StocksBonds),signs) # score <- sum(score) # expect_equal(trunc(score), -181125) # }) # # test_that("score_asymm_bekk works with 3-dimensional test data set", { # signs = as.matrix(c(-1, -1, -1)) # # init=c(0.0015876334, 0.0002258635, 0.0006750149, 0.0014719950, -0.0005589923, 0.0012654071, 0.2610727800, 0.0003034200, 0.0224087426, 0.0156283014, 0.2989689227, 0.0275966405, # 0.0131739627, 0.0495781047, 0.2682630137, # 0.12003, -0.0012, 0.0034234, 0.0066, 0.09234, 0.000234, -0.0000567, 0.00562146, 0.063466, # 0.9561381437, 0.0005135573, -0.0072066784, # -0.0072261195, 0.9440457439, -0.0043198682, -0.0139102556, -0.0069184635, 0.9599385388) # theta <- matrix(init, nrow = 33) # score <- score_asymm_bekk(theta, GoldStocksBonds, signs) # score <- sum(score) # expect_equal(trunc(score), -805405) # })