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a correction in tests
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kdomino committed May 4, 2020
1 parent 344a9cc commit f26579e
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions test/higher_order_cors_tests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -90,7 +90,7 @@ end
@test pvalue(ExactOneSampleKSTest(x1[:,3], Normal(0,S[3]))) > α
@test pvalue(ExactOneSampleKSTest(x1[:,4], Normal(0,S[4]))) > α
@test pvalue(ExactOneSampleKSTest(x1[:,9], Normal(0,S[9]))) > α

@test norm(cor(y)-cor(x1))/norm(cor(y)) < 0.04
@test norm(cov(y)-cov(x1))/norm(cov(y)) < 0.04
@test maximum(abs.(cor(y)-cor(x1))) < 0.1
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@test pvalue(ExactOneSampleKSTest(x[:,3], Normal(mu[3],S[3]))) > α
@test norm(cor(y)-cor(x))/norm(cor(y)) < 0.15
@test norm(cov(y)-cov(x))/norm(cov(y)) < 0.15
@test maximum(abs.(cor(y)-cor(x))) < 0.25
@test maximum(abs.(cor(y)-cor(x))) < 0.26
@test_throws AssertionError gcop2frechet(y, [1,1,3,4])
Random.seed!(42)
x2 = gcop2frechet(y, [1,2,3,4]; naive = true)
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