1 files changed, 26 insertions, 0 deletions
diff --git a/tests/testthat/test_lossdistrib.R b/tests/testthat/test_lossdistrib.R
new file mode 100644
index 0000000..074cbf2
--- /dev/null
+++ b/tests/testthat/test_lossdistrib.R
@@ -0,0 +1,26 @@
+library(lossdistrib)
+p <- runif(1000)
+S <- runif(1000)
+issuer.weights <- rep(1/1000,1000)
+
+run1 <- system.time(for(i in 1:1000){
+    lossdistC(p, issuer.weights, S, 301)
+})
+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
+
+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")