## ---- test-simStateSpace-sim-ssm lapply( X = 1, FUN = function(i, text) { message(text) set.seed(42) k <- p <- 3 iden <- diag(k) null_vec <- rep(x = 0, times = k) mu0 <- null_vec sigma0 <- iden alpha <- null_vec beta <- diag(x = 0.50, nrow = k) psi <- iden nu <- null_vec lambda <- iden theta <- diag(x = 0.50, nrow = k) time <- 50 burn_in <- 10 gamma_y <- gamma_eta <- 0.10 * diag(k) x <- matrix( data = rnorm(n = k * (time + burn_in)), ncol = k ) # Type 0 ssm <- simStateSpace::SimSSM( mu0 = mu0, sigma0 = sigma0, alpha = alpha, beta = beta, psi = psi, nu = nu, lambda = lambda, theta = theta, type = 0, 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) plot.simstatespace(ssm, eta = TRUE) # Type 1 ssm <- simStateSpace::SimSSM( mu0 = mu0, sigma0 = sigma0, alpha = alpha, beta = beta, psi = psi, nu = nu, lambda = lambda, theta = theta, gamma_eta = gamma_eta, x = x, type = 1, 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) plot.simstatespace(ssm, eta = TRUE) # Type 2 ssm <- simStateSpace::SimSSM( mu0 = mu0, sigma0 = sigma0, alpha = alpha, beta = beta, psi = psi, nu = nu, lambda = lambda, theta = theta, gamma_y = gamma_y, gamma_eta = gamma_eta, x = x, type = 2, 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) plot.simstatespace(ssm, eta = TRUE) # Error testthat::test_that( paste(text, "error"), { testthat::expect_error( simStateSpace::SimSSM( mu0 = mu0, sigma0 = sigma0, alpha = alpha, beta = beta, psi = psi, nu = nu, lambda = lambda, theta = theta, gamma_y = gamma_y, gamma_eta = gamma_eta, x = x, type = 3, time = time, burn_in = burn_in ) ) } ) testthat::test_that( paste(text, "error type 1"), { testthat::expect_error( simStateSpace::SimSSM( mu0 = mu0, sigma0 = sigma0, alpha = alpha, beta = beta, psi = psi, nu = nu, lambda = lambda, theta = theta, type = 1, time = time, burn_in = burn_in ) ) } ) testthat::test_that( paste(text, "error type 2"), { testthat::expect_error( simStateSpace::SimSSM( mu0 = mu0, sigma0 = sigma0, alpha = alpha, beta = beta, psi = psi, nu = nu, lambda = lambda, theta = theta, type = 2, time = time, burn_in = burn_in ) ) } ) }, text = "test-simStateSpace-sim-ssm" )