# Add code to debug below # Set desired breakpoints in .cpp files # Start debugger with "Debug RCPP" in VS-Code test_that("Debug", { skip_if_not(debug_mode) # Probabilistic example set.seed(1) # Quantiles #################################################################### # Experts N <- 2 # Observations T <- 50 # Size of probability grid P <- 9 prob_grid <- 1:P / (P + 1) # Realized observations y <- rnorm(T) # Deviation of the experts # dev <- c(-1, 3) # experts_sd <- c(1, sqrt(4)) dev <- c(-1, 3) experts_sd <- c(1, 4) # Expert predictions experts <- array(dim = c(T, P, N)) for (t in 1:T) { experts[t, , 1] <- qnorm(prob_grid, mean = dev[1], sd = experts_sd[1]) experts[t, , 2] <- qnorm(prob_grid, mean = dev[2], sd = experts_sd[2]) } results <- online( matrix(y), experts, prob_grid, lambda = 5, ndiff = 2, deg = 2 ) })