[Returnanalytics-commits] r3740 - pkg/Dowd/tests/testthat

[noreply at r-forge.r-project.org]

Author: dacharya
Date: 2015-06-24 23:13:47 +0200 (Wed, 24 Jun 2015)
New Revision: 3740

Added:
   pkg/Dowd/tests/testthat/testCdfOfSumUsingGaussianCopula.R
Log:
Test for CdfOfSumUsingGaussianCopula.

Added: pkg/Dowd/tests/testthat/testCdfOfSumUsingGaussianCopula.R
===================================================================
--- pkg/Dowd/tests/testthat/testCdfOfSumUsingGaussianCopula.R	                        (rev 0)
+++ pkg/Dowd/tests/testthat/testCdfOfSumUsingGaussianCopula.R	2015-06-24 21:13:47 UTC (rev 3740)
@@ -0,0 +1,8 @@
+test_that("Cdf Of Sum Using Gaussian Copula.",{
+  # Success - 1
+  expect_equal(0.3446, CdfOfSumUsingGaussianCopula(0.9, 0.3, 1.5, 1.2, 1.5, 0.6, 25), tolerance=0.001)
+  
+  # Success - 2
+  expect_equal(0.9939, CdfOfSumUsingGaussianCopula(0.1, -0.3, -3, .2, 1.5, 0.6, 10), tolerance=0.001)
+  
+})


Property changes on: pkg/Dowd/tests/testthat/testCdfOfSumUsingGaussianCopula.R
___________________________________________________________________
Added: svn:executable
   + *