# Copyright 2013 Steven E. Pav. All Rights Reserved. # Author: Steven E. Pav # This file is part of SharpeR. # # SharpeR is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # SharpeR is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with SharpeR. If not, see . # env var: # nb: # see also: # todo: # changelog: # # Created: 2013.12.23 # Copyright: Steven E. Pav, 2013-2013 # Author: Steven E. Pav # Comments: Steven E. Pav # helpers#FOLDUP set.char.seed <- function(str) { set.seed(as.integer(charToRaw(str))) } THOROUGHNESS <- getOption('test.thoroughness',1.0) #UNFOLD context("test unified Markowitz")#FOLDUP test_that("sm/ism_vcov runs",{#FOLDUP set.char.seed("1023fe77-6323-478f-bea7-304d8008dde8") X <- matrix(rnorm(1000*4),ncol=4) # just want to make sure these all run: foo <- sm_vcov(X) baz <- ism_vcov(X) foo <- sm_vcov(X,fit.intercept=FALSE) baz <- ism_vcov(X,fit.intercept=FALSE) foo <- sm_vcov(X,vcov.func="normal") baz <- ism_vcov(X,vcov.func="normal") expect_error(sm_vcov(X,vcov.func="fnordmal")) expect_error(sm_vcov(X,vcov.func="normal",fit.intercept=FALSE)) # sentinel expect_true(TRUE) })#UNFOLD #UNFOLD #for vim modeline: (do not edit) # vim:ts=2:sw=2:tw=79:fdm=marker:fmr=FOLDUP,UNFOLD:cms=#%s:syn=r:ft=r:ai:si:cin:nu:fo=croql:cino=p0t0c5(0: