rename files

iitis · Apr 17, 2020 · ddd0e32 · ddd0e32
1 parent e0400d5
commit ddd0e32
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Showing 5 changed files with 19 additions and 9 deletions.
diff --git a/src/DatagenCopulaBased.jl b/src/DatagenCopulaBased.jl
@@ -15,18 +15,22 @@ module DatagenCopulaBased
 
   include("sampleunivdists.jl")
 
+  # dispatching of the generator
   include("copulagendat.jl")
 
+  # axiliary function for correlqations
+  include("corgen.jl")
+  include("marshallolkincopcor.jl")
+  include("archcopcorrelations.jl")
+
+  # particular copulas famillies
   include("eliptic_fr_mo_copulas.jl")
   include("archcopulagendat.jl")
   include("nestedarchcopulagendat.jl")
   include("chaincopulagendat.jl")
 
-  include("corgen.jl")
-  include("marshallolkincopcor.jl")
-  include("archcopcorrelations.jl")
-
-  include("subcopulasgendat.jl")
+  # change Gaussian data by adding higher order cross-correlations
+  include("add_higher_order_cors.jl")
 
   export gaussian_cop, tstudent_cop, frechet, marshallolkin, gumbel, clayton, amh, frank
   export rev_gumbel, rev_clayton, rev_amh

diff --git a/src/subcopulasgendat.jl → src/add_higher_order_cors.jl b/src/subcopulasgendat.jl → src/add_higher_order_cors.jl
diff --git a/test/subcopulastests.jl → test/higher_order_cors_tests.jl b/test/subcopulastests.jl → test/higher_order_cors_tests.jl
diff --git a/test/multiproctests.jl b/test/multiproctests.jl
@@ -1,14 +1,14 @@
 @everywhere using HypothesisTests
 α = 0.025
 
-@testset "multiprocessing tests" begin
+@testset "multiprocessing tests for nested Frank copula" begin
   addprocs(2)
   eval(Expr(:toplevel, :(@everywhere using DatagenCopulaBased)))
   eval(Expr(:toplevel, :(@everywhere import DatagenCopulaBased: nestedfrankgen)))
   eval(Expr(:toplevel, :(@everywhere using Random)))
   eval(Expr(:toplevel, :(@everywhere Random.seed!(44))))
   @test nestedfrankgen(5., 3., [1, 1, 2]) == [9, 54, 63]
-  x = nestedarchcopulagen(250000, [3, 2],  [8., 10.], 2., "frank", 2)
+  x = simulate_copula(250000, nested_frank, [3, 2],  [8., 10.], 2., 2)
   @test pvalue(ExactOneSampleKSTest(x[:,1], Uniform(0,1))) > α
   @test pvalue(ExactOneSampleKSTest(x[:,2], Uniform(0,1))) > α
   @test pvalue(ExactOneSampleKSTest(x[:,3], Uniform(0,1))) > α

diff --git a/test/runtests.jl b/test/runtests.jl
@@ -25,13 +25,19 @@ import DatagenCopulaBased: meanΣ, frechet, mean_outer, parameters, are_paramete
 import DatagenCopulaBased: getcors_advanced
 import DatagenCopulaBased: random_unit_vector
 
+# axiliary tests
 include("tailtest.jl")
 include("univdatagentests.jl")
 include("marg_cor_tests.jl")
+
+#tests particular copulas generators
 include("eliptic_fr_mo_test.jl")
 include("archcopulatests.jl")
-
 include("nestedarchcoptest.jl")
 include("chaincopulastests.jl")
-include("subcopulastests.jl")
+
+# test transforming of data by introducing higher order corss-correlations
+include("higher_order_cors_tests.jl")
+
+# multiprocessing tests for nested Frank copula
 include("multiproctests.jl")