test_that("garch(1,1) profile",{ spec <- garch_modelspec(y[1:1800,1], constant = TRUE, model = "garch", order = c(1,1), distribution = "jsu") mod <- estimate(spec) new_spec <- copy(spec) new_spec$parmatrix <- copy(mod$parmatrix) p <- suppressWarnings(tsprofile(new_spec, nsim = 10, sizes = c(500, 1000), var_init = mod$var_initial, seed = 100)) rmse_500 <- mean(p$summary[size == 500]$RMSE) rmse_1000 <- mean(p$summary[size == 1000]$RMSE) expect_equal(rmse_500, 0.2766035, tolerance = 0.0001) expect_equal(rmse_1000, 0.1790083, tolerance = 0.0001) expect_length(colnames(p$summary), 9) })