R Under development (unstable) (2024-08-15 r87022 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > ## 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) Loading required package: copula > source(system.file("Rsource", "utils.R", package="copula", mustWork=TRUE)) Loading required package: tools > ##-> 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)) + ) > > ## has returned an "invalid" object in {copula} versions <= 1.1-3 : > tools::assertError(verbose = TRUE, fgC <- fgmCopula(c(-1:1))) Asserted error: wrong parameters > > > if(!copula:::doExtras()) + q("no") > proc.time() user system elapsed 1.07 0.14 1.21