test_that("Confidence Interval", { set.seed(1234) X <- cbind( generate_brownian_motion(200, v = seq(0, 1, 0.05))$data, generate_brownian_motion(100, v = seq(0, 1, 0.05))$data + 0.1, generate_brownian_motion(150, v = seq(0, 1, 0.05))$data - 0.05 ) res <- confidence_interval(X, c(200, 300)) expect_equal(res$change, c(200, 300)) expect_equal(round(res$lower, 4), c(37.5143, 237.1052)) expect_equal(round(res$upper, 4), c(382.2948, 370.5625)) expect_error(confidence_interval(X, c())) expect_error(confidence_interval(X, c(0))) })