library(PerformanceAnalytics) test_that("M2.shrink variations", { skip_on_cran() data(edhec) R <- edhec[1:50, 1:4] f <- rowSums(R) res <- M2.shrink(R, targets=c(1,2,3), f=f) expect_true(is.list(res)) res2 <- M2.shrink(R, targets=c(1,2)) expect_true(is.list(res2)) res3 <- M2.shrink(R, targets=c(2)) expect_true(is.list(res3)) }) test_that("M4.shrink variations", { skip_on_cran() data(edhec) R <- edhec[1:50, 1:4] f <- rowSums(R) res <- M4.shrink(R, targets=c(1,2,3,4), f=f) expect_true(is.list(res)) res2 <- M4.shrink(R, targets=c(1,2)) expect_true(is.list(res2)) res3 <- M4.shrink(R, targets=c(3), f=f) expect_true(is.list(res3)) })