context("mlcuachy") ## Data generation. set.seed(313) tiny_data <- actuar::rinvgauss(10, 1, 7) small_data <- actuar::rinvgauss(100, 10, 3) medium_data <- actuar::rinvgauss(1000, 1 / 2, 2) large_data <- actuar::rinvgauss(10000, 20, 13) ## Checks if the ML is correct. mle1 <- suppressWarnings(nlm(function(p) { -sum(actuar::dinvgauss(tiny_data, p[1], p[2], log = TRUE)) }, p = c(1, 7))) mle2 <- suppressWarnings(nlm(function(p) { -sum(actuar::dinvgauss(small_data, p[1], p[2], log = TRUE)) }, p = c(10, 3))) mle3 <- suppressWarnings(nlm(function(p) { -sum(actuar::dinvgauss(medium_data, p[1], p[2], log = TRUE)) }, p = c(1 / 2, 2))) mle4 <- suppressWarnings(nlm(function(p) { -sum(actuar::dinvgauss(large_data, p[1], p[2], log = TRUE)) }, p = c(20, 13))) ## Checks estimates. expect_equal(mle1$estimate, as.numeric(mlinvgauss(tiny_data)), tolerance = 1e-5 ) expect_equal(mle2$estimate, as.numeric(mlinvgauss(small_data)), tolerance = 1e-5 ) expect_equal(mle3$estimate, as.numeric(mlinvgauss(medium_data)), tolerance = 1e-5 ) expect_equal(mle4$estimate, as.numeric(mlinvgauss(large_data)), tolerance = 1e-5 ) ## Checks logLiks. expect_equal(-mle1$minimum, attr(mlinvgauss(tiny_data), "logLik"), tolerance = 1e-5 ) expect_equal(-mle2$minimum, attr(mlinvgauss(small_data), "logLik"), tolerance = 1e-5 ) expect_equal(-mle3$minimum, attr(mlinvgauss(medium_data), "logLik"), tolerance = 1e-5 ) expect_equal(-mle4$minimum, attr(mlinvgauss(large_data), "logLik"), tolerance = 1e-5 ) ## Finds errors with na and data out of bounds. expect_error(mlinvgauss(c(tiny_data, 0))) expect_error(mlinvgauss(c(tiny_data, NA))) ## Checks that na.rm works as intended. expect_equal( coef(mlinvgauss(small_data)), coef(mlinvgauss(c(small_data, NA), na.rm = TRUE)) ) ## Check class. est <- mlinvgauss(small_data, na.rm = TRUE) expect_equal(attr(est, "model"), "Inverse Gaussian") expect_equal(class(est), "univariateML")