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Commit 25984879 authored by SANTAGOSTINI Pierre's avatar SANTAGOSTINI Pierre
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Example for dim p=6 removed (was too long to run)

parent 432b305e
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......@@ -74,27 +74,3 @@ test_that("kl works (dim 5)", {
expect_equal(as.numeric(kl12_d5), kl12Matlab_d5)
expect_equal(as.numeric(kl21_d5), kl21Matlab_d5)
})
# Dimension p = 6
beta1 <- 0.74
beta2 <- 0.55
Sigma1 = matrix(c(0.8, 0.3, 0.2, 0, 0, 0, 0.3, 0.2, 0.1, 0, 0, 0,
0.2, 0.1, 0.2, 0, 0, 0, 0, 0, 0, 1, 0, 0,
0, 0, 0, 0, 1, 0, 0, 0, 0, 0 , 0, 1), nrow = 6)
Sigma2 = matrix(c(1, 0.3, 0.2, 0, 0, 0, 0.3, 0.5, 0.1, 0, 0, 0,
0.2, 0.1, 0.7, 0, 0, 0, 0, 0, 0, 1, 0, 0,
0, 0, 0, 0, 2, 0, 0, 0, 0, 0, 0, 3), nrow = 6)
kl12Matlab_d6 <- 3.367857801981060
kl21Matlab_d6 <- 16.157323374492506
kl12_d6 <- kldggd(Sigma1, beta1, Sigma2, beta2, eps = 1e-5)
kl21_d6 <- kldggd(Sigma2, beta2, Sigma1, beta1, eps = 1e-6)
test_that("kl works (dim 6)", {
expect_equal(attr(kl12_d6, "eps"), 1e-5)
expect_equal(attr(kl21_d6, "eps"), 1e-6)
expect_equal(as.numeric(kl12_d6), kl12Matlab_d6)
expect_equal(as.numeric(kl21_d6), kl21Matlab_d6)
})
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