context("mllomax") ## Data generation. set.seed(313) tiny_data <- extraDistr::rlomax(10, 1, 7) small_data <- extraDistr::rlomax(100, 10, 3) medium_data <- extraDistr::rlomax(1000, 1 / 2, 2) large_data <- extraDistr::rlomax(10000, 20, 13) ## Checks if the ML is correct. mle2 <- suppressWarnings(nlm(function(p) { -sum(extraDistr::dlomax(small_data, p[1], p[2], log = TRUE)) }, p = c(1, 1))$estimate) mle3 <- suppressWarnings(nlm(function(p) { -sum(extraDistr::dlomax(medium_data, p[1], p[2], log = TRUE)) }, p = c(1, 1))$estimate) mle4 <- suppressWarnings(nlm(function(p) { -sum(extraDistr::dlomax(large_data, p[1], p[2], log = TRUE)) }, p = c(1, 1))$estimate) expect_equal(mle2, as.numeric(mllomax(small_data)), tolerance = 1e-3) expect_equal(mle3, as.numeric(mllomax(medium_data)), tolerance = 1e-3) expect_equal(mle4, as.numeric(mllomax(large_data)), tolerance = 1e-3) ## Checks warning with small iterlim. expect_warning(mllomax(small_data, iterlim = 1)) ## Error when the MLE does not exist. expect_error(mllomax(airquality$Wind)) expect_error(mllomax(tiny_data, start = median(tiny_data))) ## Finds errors with na and data out of bounds. expect_error(mllomax(c(tiny_data, NA))) expect_error(mllomax(c(0, tiny_data))) ## Checks that na.rm works as intended. expect_equal( coef(mllomax(small_data)), coef(mllomax(c(small_data, NA), na.rm = TRUE)) ) ## Is the log-likelihood correct? est <- mllomax(small_data, na.rm = TRUE) expect_equal( sum(extraDistr::dlomax(small_data, est[1], est[2], log = TRUE)), attr(est, "logLik") ) ## Check class. expect_equal(attr(est, "model"), "Lomax") expect_equal(class(est), "univariateML") ## Check support. expect_equal(class(attr(est, "support")), "numeric")