test_that("GOGARCH tsaggregate",{ series <- 6 w <- rep(1/6, 6) p <- predict(global_gogarch_mod, h = 10, nsim = 15000, seed = 100) agg_d <- tsaggregate(p, weights = w, distribution = TRUE) agg_v <- tsaggregate(p, weights = w, distribution = FALSE) expect_equal(as.numeric(sqrt(colMeans(agg_d$sigma^2))), as.numeric(agg_v$sigma), tolerance = 0.01) }) test_that("GOGARCH [DR] tsaggregate",{ series <- 6 w <- rep(1/6, 6) p <- predict(global_gogarch_mod_dr, h = 10, nsim = 15000, seed = 100) agg_d <- tsaggregate(p, weights = w, distribution = TRUE) agg_v <- tsaggregate(p, weights = w, distribution = FALSE) expect_equal(as.numeric(sqrt(colMeans(agg_d$sigma^2))), as.numeric(agg_v$sigma), tolerance = 0.02) })