R Under development (unstable) (2025-02-03 r87683 ucrt) -- "Unsuffered Consequences"
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> library(Umpire)
> ###############################################################
> # We now verify that the MVN methods work, and check the
> # assertions made for the 'covar' and 'correl' methods. This uses
> # the "hit" code as well as the "engine" code.
> 
> # set the seed to ensure reproducibility
> suppressWarnings( RNGversion("3.5.3") )
> set.seed(556401)
> # set a limit on tolerance
> tolerance <- 1e-10
> # create a random orthogonal 2x2 matrix
> a <- runif(1)
> b <- sqrt(1-a^2)
> X <- matrix(c(a, b, -b, a), 2, 2)
> # now choose random positive squared-eigenvalues
> Lambda2 <- diag(rev(sort(rexp(2))), 2)
> # construct a covariance matrix
> Y <- t(X) %*% Lambda2 %*% X
> # Use the MVN constructor
> marvin <- MVN(c(0,0), Y)
> # check the four assertions
> print(paste("Tolerance for assertion checking:", tolerance))
[1] "Tolerance for assertion checking: 1e-10"
> print(paste("Covar  assertion 1:",
+             all(abs(covar(marvin) - Y) < tolerance)
+             ))
[1] "Covar  assertion 1: TRUE"
> mar2 <- alterMean(marvin, normalOffset, delta=3)
> print(paste("Covar  assertion 2:",
+             all(abs(covar(marvin) - covar(mar2)) < tolerance)
+             ))
[1] "Covar  assertion 2: TRUE"
> print(paste("Correl assertion 1:",
+             all(abs(diag(correl(marvin)) - 1) < tolerance)
+             ))
[1] "Correl assertion 1: TRUE"
> mar3 <- alterSD(marvin, function(x) 2*x)
> print(paste("Correl assertion 2:",
+             all(abs(correl(marvin) - correl(mar2)) < tolerance)
+             ))
[1] "Correl assertion 2: TRUE"
> rm(a, b, X, Lambda2, Y, marvin, mar2, mar3)
> 
> 
> 
> proc.time()
   user  system elapsed 
   0.75    0.14    0.89