test_that("dependency matrix Phi is correct", { thetaAR <- genTheta(1, 0.4, structure = "AR") expect_true("matrix" %in% class(thetaAR)) expect_equal(dim(thetaAR), c(3, 3)) theta_test <- matrix(c(0.4^sqrt(2), 0.4, 0.4^sqrt(2), 0.4, 1, 0.4, 0.4^sqrt(2), 0.4, 0.4^sqrt(2)), ncol = 3) theta_test <- theta_test / sqrt(sum(theta_test^2)) expect_equal(thetaAR, theta_test) thetaMA <- genTheta(1, 0.4, structure = "MA") theta_test <- matrix(c(0.4^2, 0.4, 0.4^2, 0.4, 1, 0.4, 0.4^2, 0.4, 0.4^2), ncol = 3) expect_equal(thetaMA, theta_test) phi <- genTheta(2, c(0.8, 0.6, 0.4, 0.2)) expect_equal(dim(phi), c(5, 5)) expect_equal(phi, matrix(c(0.2, 0.4, 0.6, 0.4, 0.2, 0.4, 0.6, 0.8, 0.6, 0.4, 0.6, 0.8, 1, 0.8, 0.6, 0.4, 0.6, 0.8, 0.6, 0.4, 0.2, 0.4, 0.6, 0.4, 0.2), ncol = 5)) }) test_that("dependency is correctly added to the data", { E <- matrix(rnorm(25), ncol = 5) theta <- genTheta(2, 0.4) X1 <- dependency(E, q_ = 2, param_ = 0.4) X2 <- dependency(E, Theta_ = theta) Xtest <- sum(E * theta) expect_equal(X1, X2) expect_true("matrix" %in% class(X1)) expect_equal(dim(X1), c(1, 1)) expect_equal(X1[1], Xtest) expect_equal(X2[1], Xtest) })