set.seed(42) nu1 <- 4 mu1 <- c(0, 0, 0) Sigma1 <- matrix(c(0.8, 0.3, 0.2, 0.3, 0.2, 0.1, 0.2, 0.1, 0.2), nrow = 3) x1 <- rmtd(10000, nu1, mu1, Sigma1) set.seed(42) nu2 <- 0.5 mu2 <- c(1, 2, 4) Sigma2 <- matrix(c(1, 0.3, 0.2, 0.3, 0.5, 0.1, 0.2, 0.1, 0.7), nrow = 3) x2 <- rmtd(10000, nu2, mu2, Sigma2) # Esimation des paramètres x1estim <- estparmtd(x1, eps = 1e-8, display = FALSE, plot = FALSE) x2estim <- estparmtd(x2, eps = 1e-8, display = FALSE, plot = FALSE) test_that("estparmggd works", { expect_equal(nu1, x1estim$nu, tolerance = 0.05) expect_equal(mu1, x1estim$mu, tolerance = 0.05) expect_equal(Sigma1, x1estim$Sigma, tolerance = 0.05) expect_equal(nu2, x2estim$nu, tolerance = 0.05) expect_equal(mu2, x2estim$mu, tolerance = 0.05) expect_equal(Sigma2, x2estim$Sigma, tolerance = 0.05) } )