test_that("gibbs_bdp_dw runs on sample white noise data", { test_data <- rnorm(150) test_data <- test_data - mean(test_data) # just very few steps to make sure that the algorithm runs... mcmc <- gibbs_bdp_dw(data=test_data, m=5, likelihood_thinning=1, rescaled_time=(1:2)/3, freq=(1:2)/3 * pi, Ntotal=2000, burnin=100, thin=1) # ... and produces results (i.e. tv-PSD estimate & log posterior trace) expect_equal(length(mcmc$lpost), 1900) expect_false(any(is.na(mcmc$lpost))) expect_true(length(mcmc$tvpsd.median)>0) expect_false(all(is.na(mcmc$tvpsd.median))) })