library(PerformanceAnalytics) library(xts) test_that("RachevRatio evaluates correctly across standard parameter bounds", { skip_on_cran() data(edhec) R <- edhec[1:50, 1:4] w <- rep(0.25, 4) # A. Univariate execution res1 <- RachevRatio(R[,1]) expect_true(is.numeric(res1)) # B. Multivariate execution res2 <- RachevRatio(R) expect_equal(dim(res2), c(1, 4)) # C. Portfolio component weighting res3 <- RachevRatio(R, weights = w) expect_true(is.numeric(res3)) # D. RPESE Standard Errors if (requireNamespace("RPESE", quietly = TRUE)) { res4 <- RachevRatio(R, SE = TRUE) expect_equal(dim(res4), c(3, 4)) # Ratio + IFiid + IFcor } })