# BVAR simlation--------------------- test_that("BVAR simulation", { skip_on_cran() test_lag <- 2 num_col <- 3 bvar_spec <- set_bvar( sigma = rep(1, num_col), lambda = .1, delta = rep(.1, num_col), eps = 1e-04 ) set.seed(1) mat_bvar_full <- sim_mncoef( p = test_lag, bayes_spec = bvar_spec, full = TRUE ) mat_bvar_notfull <- sim_mncoef( p = test_lag, bayes_spec = bvar_spec, full = FALSE ) # name of list------------ expect_named( mat_bvar_full, c("coefficients", "covmat") ) expect_named( mat_bvar_notfull, c("coefficients", "covmat") ) # size-------------------- expect_equal( nrow(mat_bvar_full$coefficients), num_col * test_lag ) expect_equal( ncol(mat_bvar_full$coefficients), num_col ) expect_equal( nrow(mat_bvar_full$covmat), num_col ) expect_equal( ncol(mat_bvar_full$covmat), num_col ) # when full = FALSE------- expect_identical( mat_bvar_notfull$covmat, diag(bvar_spec$sigma) ) }) #> Test passed 🌈 # BVHAR simlation-------------------- test_that("BVHAR simulation", { skip_on_cran() num_col <- 3 bvhar_spec <- set_bvhar( sigma = rep(1, num_col), lambda = .1, delta = rep(.1, num_col), eps = 1e-04 ) set.seed(1) mat_bvhar_full <- sim_mnvhar_coef( bayes_spec = bvhar_spec, full = TRUE ) mat_bvhar_notfull <- sim_mnvhar_coef( bayes_spec = bvhar_spec, full = FALSE ) # name of list------------ expect_named( mat_bvhar_full, c("coefficients", "covmat") ) expect_named( mat_bvhar_notfull, c("coefficients", "covmat") ) # size-------------------- expect_equal( nrow(mat_bvhar_full$coefficients), num_col * 3 ) expect_equal( ncol(mat_bvhar_full$coefficients), num_col ) expect_equal( nrow(mat_bvhar_full$covmat), num_col ) expect_equal( ncol(mat_bvhar_full$covmat), num_col ) # when full = FALSE------- expect_identical( mat_bvhar_notfull$covmat, diag(bvhar_spec$sigma) ) }) #> Test passed 🌈