1 files changed, 31 insertions, 21 deletions
diff --git a/tests/testthat/test_lossdistrib.R b/tests/testthat/test_lossdistrib.R
index 074cbf2..6550852 100644
--- a/tests/testthat/test_lossdistrib.R
+++ b/tests/testthat/test_lossdistrib.R
@@ -1,26 +1,36 @@
-library(lossdistrib)
-p <- runif(1000)
-S <- runif(1000)
-issuer.weights <- rep(1/1000,1000)
+test_that("gaussian quadrature", {
+    temp <- GHquad(100)
+    expect_equal(length(temp$Z), 100)
+    expect_equal(length(temp$w), 100)
+    expect_equal(as.numeric(crossprod(temp$w, temp$Z)), 0)
+    ##expectation of a log normal
+    expect_equal(as.numeric(crossprod(temp$w, exp(temp$Z))), exp(0.5))
+})
 
-run1 <- system.time(for(i in 1:1000){
-    lossdistC(p, issuer.weights, S, 301)
+test_that("loss distribution", {
+    p <- runif(100)
+    S <- runif(100)
+    w <- runif(100)
+    w <- w/sum(w)
+    N <- 101
+    expect_equal(lossdistC(p, w, S, N), lossdistrib2(p, w, S, N))
+    expect_equal(lossdistC(p, w, S, N, TRUE), lossdistrib2(p, w, S, N, TRUE))
+    expect_equal(length(lossdistC(p, w, S, N)), N)
 })
-cat("simple lossdist", run1["elapsed"], "\n")
 
-S <- matrix(runif(1000*500), 1000, 500)
-rho <- rep(0.45, 1000)
-temp <- GHquad(500)
-Z <- temp$Z
-w <- temp$w
+## S <- matrix(runif(1000*500), 1000, 500)
+## rho <- rep(0.45, 1000)
+## temp <- GHquad(500)
+## Z <- temp$Z
+## w <- temp$w
 
-test <- lossdistCZ(p, issuer.weights, S, 301, FALSE, rho, Z)
-p <- matrix(runif(100*25), 100, 25)
-issuer.weights <- rep(1/100, 100)
-S <- runif(100)
+## test <- lossdistCZ(p, issuer.weights, S, 301, FALSE, rho, Z)
+## p <- matrix(runif(100*25), 100, 25)
+## issuer.weights <- rep(1/100, 100)
+## S <- runif(100)
 
-cat("I'm here")
-rho <- rep(0.45, 100)
-test <- BClossdistC(p, issuer.weights, 1-S, rho, temp$Z, temp$w)
-# the blas function should be roughly twice as fast
-cat("blas lossdist", run2["elapsed"], "\n")
+## cat("I'm here")
+## rho <- rep(0.45, 100)
+## test <- BClossdistC(p, issuer.weights, 1-S, rho, temp$Z, temp$w)
+## # the blas function should be roughly twice as fast
+## cat("blas lossdist", run2["elapsed"], "\n")