## Copyright (C) 2018 Marius Hofert, Ivan Kojadinovic, Martin Maechler, and Jun Yan
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program 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 General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see .
### Miscellaneous regression tests for 'copula' package
### ------------------------------ ======
require(copula)
source(system.file("Rsource", "utils.R", package="copula", mustWork=TRUE))
##-> assertError(), assert.EQ(), ... showProc.time()
if(!dev.interactive(orNone=TRUE)) pdf("misc-tests_copula.pdf")
## Testing chiPlot() and Kplot() --> ../R/graphics.R
## ------- ----- ~~~~~~~~~~~~~~~
X <- cbind(c(-2.224, -1.538, -0.807, 0.024, 0.052, 1.324),
c(0.431, 1.035, 0.586, 1.465, 1.115, -0.847))
## For now, ":::" because they are not exported yet:
chiP <- copula:::chiPlot(X, main = quote(list(chiPlot(X), X %in% R^{6 %*% 2})))
Kplt <- copula:::Kplot (X, main = "Kplot(X)")
##
stopifnot(all.equal(Kplt[,"H"], c(0, 0, 2, 2, 6, 6)/10),
all.equal(Kplt[,"W"], tolerance = 5e-6,
c(0.0383659, 0.0924076, 0.163329, 0.255939, 0.381122, 0.568837)),
all.equal(chiP, tolerance = 2e-6,
cbind(H= c(0, 0.2, 0.2, 0.6, 0.6, 0),
F= c(0, 0.2, 0.4, 0.6, 0.8, 1),
G= c(0.2, 0.6, 0.4, 1, 0.8, 0),
chi=c(NaN, 0.408248, 1/6, NaN, -0.25, NaN),
lambda=c(1, -0.36, 0.04, 1, 0.36, -1))),
TRUE)
## Testing A() -- failed after svn c1770, copula book, ch.3:
kg <- khoudrajiCopula(copula2 = gumbelCopula(4), shapes = c(0.2, 0.95))
Akg <- A(kg, w = (0:8)/8)
stopifnot(Akg[c(1,9)] == 1,
all.equal(Akg, tolerance = 6e-6,
c(1, 0.88987, 0.85893, 0.87634, 0.90023, 0.92504, 0.95, 0.975, 1))
)
if(!copula:::doExtras())
q("no")
## Only for package maintainer etc -- not in standard tests :
use <- baseenv()[[paste0("re", "quire")]]
## Failure in 'copuladaes' :
if(use("copulaedas")) {
### From example CEDA-class:
UMDA <- CEDA(copula = "indep", margin = "norm",
popSize = 200, fEval = 0, fEvalTol = 1e-03)
UMDA@name <- "Univariate Marginal Distribution Algorithm"
resultsUMDA <- edaRun(UMDA, fSphere, rep(-600, 5), rep(600, 5))
## Error in edaLearn(eda, gen, model, selectedPop, selectedEval, lower, upper) :
## no slot of name "parameters" for this object of class "indepCopula"
}