p <- sample(5:50, 1) n <- sample(4:p, 1) datamat <- matrix(rnorm(p * n), p, n) test_that("checking output with uncentered data", { optimal_hat_sphericity <- shrinkcovmat(datamat, target = "spherical", centered = FALSE)$lambdahat optimal_hat_identity <- shrinkcovmat(datamat, target = "identity", centered = FALSE)$lambdahat optimal_hat_diagonal <- shrinkcovmat(datamat, target = "diagonal", centered = FALSE)$lambdahat sample_variances <- apply(datamat, 1, var) range_variances <- diff(range(sample_variances)) average_variances <- mean(sample_variances) select_target <- targetselection(datamat, FALSE) expect_equal(select_target$lambda_hat_spherical, optimal_hat_sphericity) expect_equal(select_target$lambda_hat_identity, optimal_hat_identity) expect_equal(select_target$lambda_hat_diagonal, optimal_hat_diagonal) expect_equal(select_target$range, range_variances) expect_equal(select_target$average, average_variances) }) test_that("checking output with centered data", { optimal_hat_sphericity <- shrinkcovmat(datamat, target = "spherical", centered = TRUE)$lambdahat optimal_hat_identity <- shrinkcovmat(datamat, target = "identity", centered = TRUE)$lambdahat optimal_hat_diagonal <- shrinkcovmat(datamat, target = "diagonal", centered = TRUE)$lambdahat sample_variances <- apply(datamat, 1, function(x) mean(x^2)) range_variances <- diff(range(sample_variances)) average_variances <- mean(sample_variances) select_target <- targetselection(datamat, TRUE) expect_equal(select_target$lambda_hat_spherical, optimal_hat_sphericity) expect_equal(select_target$lambda_hat_identity, optimal_hat_identity) expect_equal(select_target$lambda_hat_diagonal, optimal_hat_diagonal) expect_equal(select_target$range, range_variances) expect_equal(select_target$average, average_variances) })