## ---- test-simStateSpace-sim-ssm-ou-fixed lapply( X = 1, FUN = function(i, text) { message(text) # prepare parameters set.seed(42) p <- k <- 2 iden <- diag(p) n <- 5 mu0 <- c(-3.0, 1.5) sigma0 <- iden mu <- c(5.76, 5.18) phi <- matrix(data = c(0.10, -0.05, -0.05, 0.10), nrow = p) sigma <- matrix( data = c(2.79, 0.06, 0.06, 3.27), nrow = p ) nu <- rep(x = 0, times = k) lambda <- diag(k) theta <- diag(x = 0.50, nrow = k) delta_t <- 0.10 time <- 50 burn_in <- 10 gamma_y <- gamma_eta <- 0.10 * diag(k) x <- lapply( X = seq_len(n), FUN = function(i) { return( matrix( data = rnorm(n = k * (time + burn_in)), ncol = k ) ) } ) # Type 0 ssm <- simStateSpace::SimSSMOUFixed( n = n, mu0 = mu0, sigma0 = sigma0, mu = mu, phi = phi, sigma = sigma, nu = nu, lambda = lambda, theta = theta, type = 0, delta_t = delta_t, time = time, burn_in = burn_in ) as.data.frame.simstatespace(ssm, eta = TRUE) as.data.frame.simstatespace(ssm, eta = FALSE) as.data.frame.simstatespace(ssm, eta = TRUE, long = FALSE) as.data.frame.simstatespace(ssm, eta = FALSE, long = FALSE) as.matrix.simstatespace(ssm, eta = TRUE) as.matrix.simstatespace(ssm, eta = FALSE) as.matrix.simstatespace(ssm, eta = TRUE, long = FALSE) as.matrix.simstatespace(ssm, eta = FALSE, long = FALSE) print.simstatespace(ssm) plot.simstatespace(ssm, id = 1:3, time = (0:4) * 0.10) plot.simstatespace(ssm, eta = TRUE) # Type 1 ssm <- simStateSpace::SimSSMOUFixed( n = n, mu0 = mu0, sigma0 = sigma0, mu = mu, phi = phi, sigma = sigma, nu = nu, lambda = lambda, theta = theta, gamma_eta = gamma_eta, x = x, type = 1, delta_t = delta_t, time = time, burn_in = burn_in ) as.data.frame.simstatespace(ssm, eta = TRUE) as.data.frame.simstatespace(ssm, eta = FALSE) as.data.frame.simstatespace(ssm, eta = TRUE, long = FALSE) as.data.frame.simstatespace(ssm, eta = FALSE, long = FALSE) as.matrix.simstatespace(ssm, eta = TRUE) as.matrix.simstatespace(ssm, eta = FALSE) as.matrix.simstatespace(ssm, eta = TRUE, long = FALSE) as.matrix.simstatespace(ssm, eta = FALSE, long = FALSE) print.simstatespace(ssm) plot.simstatespace(ssm, id = 1:3, time = (0:4) * 0.10) plot.simstatespace(ssm, eta = TRUE) # Type 2 ssm <- simStateSpace::SimSSMOUFixed( n = n, mu0 = mu0, sigma0 = sigma0, mu = mu, phi = phi, sigma = sigma, nu = nu, lambda = lambda, theta = theta, gamma_y = gamma_y, gamma_eta = gamma_eta, x = x, type = 2, delta_t = delta_t, time = time, burn_in = burn_in ) as.data.frame.simstatespace(ssm, eta = TRUE) as.data.frame.simstatespace(ssm, eta = FALSE) as.data.frame.simstatespace(ssm, eta = TRUE, long = FALSE) as.data.frame.simstatespace(ssm, eta = FALSE, long = FALSE) as.matrix.simstatespace(ssm, eta = TRUE) as.matrix.simstatespace(ssm, eta = FALSE) as.matrix.simstatespace(ssm, eta = TRUE, long = FALSE) as.matrix.simstatespace(ssm, eta = FALSE, long = FALSE) print.simstatespace(ssm) plot.simstatespace(ssm, id = 1:3, time = (0:4) * 0.10) plot.simstatespace(ssm, eta = TRUE) # Error testthat::test_that( paste(text, "error"), { testthat::expect_error( simStateSpace::SimSSMOUFixed( n = n, mu0 = mu0, sigma0 = sigma0, mu = mu, phi = phi, sigma = sigma, nu = nu, lambda = lambda, theta = theta, gamma_y = gamma_y, gamma_eta = gamma_eta, x = x, type = 3, delta_t = delta_t, time = time, burn_in = burn_in ) ) } ) testthat::test_that( paste(text, "error type 1"), { testthat::expect_error( simStateSpace::SimSSMOUFixed( n = n, mu0 = mu0, sigma0 = sigma0, mu = mu, phi = phi, sigma = sigma, nu = nu, lambda = lambda, theta = theta, type = 1, delta_t = delta_t, time = time, burn_in = burn_in ) ) } ) testthat::test_that( paste(text, "error type 2"), { testthat::expect_error( simStateSpace::SimSSMOUFixed( n = n, mu0 = mu0, sigma0 = sigma0, mu = mu, phi = phi, sigma = sigma, nu = nu, lambda = lambda, theta = theta, type = 2, delta_t = delta_t, time = time, burn_in = burn_in ) ) } ) }, text = "test-simStateSpace-sim-ssm-ou-fixed" )