context("mlcauchy") ## Data generation. set.seed(313) tiny_data <- stats::rcauchy(10, 1, 7) small_data <- stats::rcauchy(100, 10, 3) medium_data <- stats::rcauchy(1000, 1 / 2, 2) large_data <- stats::rcauchy(10000, 20, 13) ## Checks if the ML is correct. mle1 <- suppressWarnings(nlm(function(p) { -sum(stats::dcauchy(tiny_data, p[1], p[2], log = TRUE)) }, p = c(1, 1))) mle2 <- suppressWarnings(nlm(function(p) { -sum(stats::dcauchy(small_data, p[1], p[2], log = TRUE)) }, p = c(1, 1))) mle3 <- suppressWarnings(nlm(function(p) { -sum(stats::dcauchy(medium_data, p[1], p[2], log = TRUE)) }, p = c(1, 1))) mle4 <- suppressWarnings(nlm(function(p) { -sum(stats::dcauchy(large_data, p[1], p[2], log = TRUE)) }, p = c( stats::median(large_data), stats::median(abs(large_data - stats::median(large_data))) ))) ## Checks estimates. expect_equal(mle1$estimate, as.numeric(mlcauchy(tiny_data)), tolerance = 1e-5 ) expect_equal(mle2$estimate, as.numeric(mlcauchy(small_data)), tolerance = 1e-5 ) expect_equal(mle3$estimate, as.numeric(mlcauchy(medium_data)), tolerance = 1e-5 ) expect_equal(mle4$estimate, as.numeric(mlcauchy(large_data)), tolerance = 1e-5 ) ## Checks logLiks. expect_equal(-mle1$minimum, attr(mlcauchy(tiny_data), "logLik"), tolerance = 1e-5 ) expect_equal(-mle2$minimum, attr(mlcauchy(small_data), "logLik"), tolerance = 1e-5 ) expect_equal(-mle3$minimum, attr(mlcauchy(medium_data), "logLik"), tolerance = 1e-5 ) expect_equal(-mle4$minimum, attr(mlcauchy(large_data), "logLik"), tolerance = 1e-5 ) ## Finds errors with na and data out of bounds. expect_error(mlcauchy(c(tiny_data, NA))) ## Checks that na.rm works as intended. expect_equal( coef(mlcauchy(small_data)), coef(mlcauchy(c(small_data, NA), na.rm = TRUE)) ) ## Check class. est <- mlcauchy(small_data, na.rm = TRUE) expect_equal(attr(est, "model"), "Cauchy") expect_equal(class(est), "univariateML") ## Check support. expect_equal(class(attr(est, "support")), "numeric")