Skip to content

Commit

Permalink
first tests of new dispatching
Browse files Browse the repository at this point in the history
  • Loading branch information
kdomino committed Apr 14, 2020
1 parent 280497f commit a898b20
Showing 1 changed file with 4 additions and 4 deletions.
8 changes: 4 additions & 4 deletions test/copulatests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -45,8 +45,8 @@ end
x = gausscopulagen(500000, [1. 0.5; 0.5 1.])
Random.seed!(43)
x1 = simulate_copula(500000, gausscopulagen, [1. 0.5; 0.5 1.])
println("values of ")
println(norm(x-x1))
# compare old and new dispatching
@test norm(x-x1) == 0.
@test pvalue(ExactOneSampleKSTest(x[:,1], Uniform(0,1))) > α
@test pvalue(ExactOneSampleKSTest(x[:,2], Uniform(0,1))) > α
@test tail(x[:,1], x[:,2], "l", 0.00001) 0
Expand All @@ -60,8 +60,8 @@ end
xt = tstudentcopulagen(500000, [1. rho; rho 1.], ν);
Random.seed!(43)
xt1 = simulate_copula(500000, tstudentcopulagen, [1. rho; rho 1.], ν);
println("values t-student")
println(norm(xt-xt1))
# compare old and new dispatching
@test norm(xt-xt1) == 0.
@test pvalue(ExactOneSampleKSTest(xt[:,1], Uniform(0,1))) > α
@test pvalue(ExactOneSampleKSTest(xt[:,2], Uniform(0,1))) > α
@test tail(xt[:,1], xt[:,2], "l") λ atol=1.0e-1
Expand Down

0 comments on commit a898b20

Please sign in to comment.