context("Dependence measures") set.seed(5) u <- VineCopula::BiCopSim(50, 23, -7) fit <- kdecop(u) test_that("All measures can be calculated", { expect_named(dep_measures(fit, n_qmc = 100), kdecopula:::all_measures) }) test_that("Measures are in a plausible range", { tau <- dep_measures(fit, "kendall", n_qmc = 100) expect_gt(tau, -1) expect_lt(tau, 0.5) rho <- dep_measures(fit, "spearman", n_qmc = 100) expect_gt(rho, -1) expect_lt(rho, 0.5) beta <- dep_measures(fit, "blomqvist", n_qmc = 100) expect_gt(beta, -1) expect_lt(beta, 0.5) gamma <- dep_measures(fit, "gini", n_qmc = 100) expect_gt(gamma, -1) expect_lt(gamma, 0.5) vdw <- dep_measures(fit, "vd_waerden", n_qmc = 100) expect_gt(vdw, -1) expect_lt(vdw, 0.5) mi <- dep_measures(fit, "minfo", n_qmc = 100) expect_gt(mi, 0) r <- dep_measures(fit, "linfoot", n_qmc = 100) expect_gt(r, 0.5) expect_lt(r, 1) })