R Under development (unstable) (2024-02-17 r85935 ucrt) -- "Unsuffered Consequences"
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>  require("dse")
Loading required package: dse
Loading required package: tfplot
Loading required package: tframe

Attaching package: 'dse'

The following objects are masked from 'package:stats':

    acf, simulate

>  Sys.info()
       sysname        release        version       nodename        machine 
     "Windows"   "Server x64"  "build 20348"     "CRANWIN3"       "x86-64" 
         login           user effective_user 
        "CRAN"         "CRAN"         "CRAN" 
>  DSEversion()
       setRNG        tframe           dse 
   "2024.2-1" "2015.12-1.1"    "2024.2-1" 
>  data("eg1.DSE.data.diff", package="dse") 
>  
>  if (!is.TSdata(eg1.DSE.data.diff)) stop("Test data not found. Testing stopped.")
>  
> fuzz.small <- 1e-14
> fuzz.large <- 1e-10
> digits <- 18
> all.ok <- TRUE  
> 
> 
> test.rng <- list(kind="Wichmann-Hill",seed=c(979,1479,1542),normal.kind="Box-Muller")
> 
>   VARmodel  <-  estVARXar(eg1.DSE.data.diff, re.add.means=FALSE, warn=FALSE)
> 
>   VARmodelB <- TSmodel(VARmodel)
>   B <- t(chol(VARmodel$estimates$cov))
>   VARmodelB$B <- array(B, c(1,dim(B)))  # has B != I
>   VARmodelB <- setTSmodelParameters(VARmodelB)
>   VARmodelB <- l(VARmodelB,VARmodel$data, warn=FALSE)
> 
> cat("dse test 8a ...\n")
dse test 8a ...
>   z  <- simulate(TSmodel(VARmodel), input=inputData(eg1.DSE.data.diff)) 
>   zz <- simulate(TSmodel(VARmodel), rng=setRNG::getRNG(z), 
+                      input=inputData(eg1.DSE.data.diff))
>   ok <- testEqual(z, zz, fuzz=fuzz.small)
> 
>    if (!ok) 
+      {
+       all.ok <- FALSE  
+      }
> 
> cat("dse test 8b ...\n")
dse test 8b ...
>   sigma <- solve(t(VARmodelB$model$B[1,,]) %*% VARmodelB$model$B[1,,])
>   sigma <- (sigma + t(sigma))/2 # insure symetric - chol is sensitive
>   zzz <- simulate(TSmodel(VARmodelB), rng=setRNG::getRNG(z), 
+                      input=inputData(eg1.DSE.data.diff), Cov=sigma)
>   ok <- testEqual(z, zzz, fuzz=fuzz.small)
>   error <- max(abs(outputData(z) - outputData(zzz)))
>    cat("max. error ", max(error), "\n")
max. error  1.776357e-15 
> 
>    if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error || !ok) 
+      {printTestValue(outputData(z), digits=18)
+       printTestValue(outputData(zzz), digits=18)
+       all.ok <- FALSE  
+      }
> 
> cat("dse test 8c ...\n")
dse test 8c ...
>   # next use estimates$cov
>   z  <- simulate(VARmodel, input=inputData(eg1.DSE.data.diff)) 
>   sigma <- VARmodel$estimates$cov
>   sigma <- (sigma + t(sigma))/2 # insure symetric - chol is sensitive
>   zz <- simulate(TSmodel(VARmodel), rng=setRNG::getRNG(z), 
+                      input=inputData(eg1.DSE.data.diff), Cov=sigma)
> 
>   if ( ! testEqual(z, zz, fuzz=fuzz.small)) 
+      {
+       all.ok <- FALSE  
+      }
> 
>   ok <- testEqual(summary(z)$estimates,
+                    summary(zz)$estimates, fuzz=fuzz.small)
> 
>   if ( !ok) 
+      {printTestValue(c(summary(z)$estimates),  digits=18)
+       printTestValue(c(summary(zz)$estimates), digits=18)
+       all.ok <- FALSE  
+      }
> 
> 
> 
>   if (! all.ok) stop("some tests FAILED")
> 
> 
> proc.time()
   user  system elapsed 
   0.12    0.14    0.25