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first shot at a test, not working
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lrnv committed Nov 30, 2023
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21 changes: 21 additions & 0 deletions test/archimedean_tests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -286,6 +286,27 @@ end
@test true
end

@testitem "PowerGenerator - sampling,pdf,cdf,fit" begin
using StableRNGs
using Distributions
rng = StableRNG(123)
for d in 2:10
for G (
Copulas.GumbelGenerator(1.7),
Copulas.ClaytonGenerator(1.8),
# others ?
)
C = ArchimedeanCopula(d,Copulas.PowerGenerator(G,1,2))
# C = InvGaussianCopula(d,θ)
data = rand(rng,C,100)
# @test all(pdf(C,data) .>= 0)
# @test all(0 .<= cdf(C,data) .<= 1)
# fit(GumbelCopula,data)
end
end
@test true
end

@testitem "Testing empirical tail values of certain copula samples" begin
using StableRNGs
using Distributions
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