## ---- test-simStateSpace-ssm-mean-y lapply( X = 1, FUN = function(i, text, tol) { message(text) testthat::test_that( text, { testthat::skip_on_cran() set.seed(42) n <- 1000 time <- 1000 k <- p <- 3 iden <- diag(k) null_vec <- rep(x = 0, times = k) alpha <- null_vec beta <- matrix( data = c( 0.7, 0.5, -0.1, 0.0, 0.6, 0.4, 0, 0, 0.5 ), nrow = k ) psi <- 0.1 * iden psi_l <- t(chol(psi)) nu <- rep(x = 1, times = k) lambda <- iden theta <- iden theta_l <- t(chol(theta)) mu0 <- simStateSpace::SSMMeanEta( beta = beta, alpha = alpha ) mu_y <- simStateSpace::SSMMeanY( nu = nu, lambda = lambda, mean_eta = mu0 ) sigma0 <- simStateSpace::SSMCovEta( beta = beta, psi = psi ) sigma0_l <- t(chol(sigma0)) sim <- simStateSpace::SimSSMFixed( n = n, time = time, mu0 = mu0, sigma0_l = sigma0_l, alpha = alpha, beta = beta, psi_l = psi_l, nu = nu, lambda = lambda, theta_l = theta_l, type = 0 ) data <- as.matrix(sim, eta = TRUE) y <- data[, paste0("y", seq_len(p))] testthat::expect_true( all( ( c( mu_y ) - c( colMeans( y ) ) ) <= tol ) ) } ) }, text = "test-simStateSpace-ssm-mean-y", tol = 0.01 )