library(PerformanceAnalytics) test_that("DownsidePotential works", { skip_on_cran() data(portfolio_bacon) MAR = 0.005 res1 <- DownsideDeviation(portfolio_bacon[,1], MAR) res2 <- DownsidePotential(portfolio_bacon[,1], MAR) expect_true(is.numeric(res1)) expect_true(is.numeric(res2)) }) test_that("DownsideDeviation matrix variations", { skip_on_cran() data(edhec) R <- edhec[1:50, 1:4] # Method continuous doesn't execute inside DownsideDeviation if len is undefined expect_true(is.numeric(DownsideDeviation(R[,1], method="full"))) expect_true(is.numeric(DownsideDeviation(R[,1], method="subset"))) # Passing entire matrix natively instead of just apply column expect_true(is.matrix(DownsideDeviation(R, MAR=0.01))) })