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reducing testing time a bit
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lrnv committed Dec 4, 2023
1 parent 5ce41b1 commit 0a29317
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Showing 2 changed files with 8 additions and 8 deletions.
14 changes: 7 additions & 7 deletions test/archimedean_tests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -161,7 +161,7 @@ end
using StableRNGs
using Distributions
rng = StableRNG(123)
for d in 2:10
for d in 2:5
for θ [-1.0,-rand(rng),0.0,rand(rng)]
C = AMHCopula(d,θ)
data = rand(rng,C,100)
Expand All @@ -181,7 +181,7 @@ end
@test all(pdf(C0,data0) .>= 0)
@test all(0 .<= cdf(C0,data0) .<= 1)
fit(ClaytonCopula,data0)
for d in 2:10
for d in 2:5
for θ [-1/(d-1) * rand(rng),0.0,-log(rand(rng)), Inf]
C = ClaytonCopula(d,θ)
data = rand(rng,C,100)
Expand Down Expand Up @@ -212,7 +212,7 @@ end
fit(FrankCopula,data1)


for d in 2:10
for d in 2:5
for θ [1.0,1-log(rand(rng)), Inf]
C = FrankCopula(d,θ)
data = rand(rng,C,10000)
Expand All @@ -227,7 +227,7 @@ end
using StableRNGs
using Distributions
rng = StableRNG(123)
for d in 2:10
for d in 2:5
for θ [1.0,1-log(rand(rng)), Inf]
C = GumbelCopula(d,θ)
data = rand(rng,C,100)
Expand All @@ -242,7 +242,7 @@ end
using StableRNGs
using Distributions
rng = StableRNG(123)
for d in 2:10
for d in 2:5
for θ [1.0,1-log(rand(rng)), Inf]
C = JoeCopula(d,θ)
data = rand(rng,C,100)
Expand All @@ -258,7 +258,7 @@ end
using StableRNGs
using Distributions
rng = StableRNG(123)
for d in 2:10
for d in 2:5
for θ [0.0,rand(rng),1.0]
C = GumbelBarnettCopula(d,θ)
data = rand(rng,C,100)
Expand All @@ -274,7 +274,7 @@ end
using StableRNGs
using Distributions
rng = StableRNG(123)
for d in 2:10
for d in 2:5
for θ [rand(rng),1.0, -log(rand(rng))]
C = InvGaussianCopula(d,θ)
data = rand(rng,C,100)
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2 changes: 1 addition & 1 deletion test/some_tests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,7 @@ end
M1 = Beta(2,3)
M2 = LogNormal(2,3)
D = SklarDist(C,(M1,M2))
X = rand(rng,D,100)
X = rand(rng,D,10)
loglikelihood(D,X)
@test_broken fit(SklarDist{TCopula,Tuple{Beta,LogNormal}},X) # should give a very high \nu for the student copula.
end
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