library(PerformanceAnalytics) test_that("M3 and M4 moment estimation works", { skip_on_cran() data(edhec) R <- edhec[1:50, 1:4] expect_true(is.vector(M3.MM(R, as.mat=FALSE))) expect_true(is.matrix(M3.MM(R, as.mat=TRUE))) expect_true(is.vector(M4.MM(R, as.mat=FALSE))) expect_true(is.matrix(M4.MM(R, as.mat=TRUE))) # Conversion tests vec <- M3.MM(R, as.mat=FALSE) mat <- M3.vec2mat(vec, ncol(R)) expect_true(is.matrix(mat)) mat2 <- M3.MM(R, as.mat=TRUE) vec2 <- M3.mat2vec(mat2) expect_true(is.vector(vec2)) vec4 <- M4.MM(R, as.mat=FALSE) mat4 <- M4.vec2mat(vec4, ncol(R)) expect_true(is.matrix(mat4)) mat42 <- M4.MM(R, as.mat=TRUE) vec42 <- M4.mat2vec(mat42) expect_true(is.vector(vec42)) })