Test for dim 6 added

tests/testthat/test_kldggd.R

@@ -70,7 +70,31 @@ kl21_d5 <- kldggd(Sigma2, beta2, Sigma1, beta1, eps = 1e-12)
 test_that("kl works (dim 5)", {
   expect_equal(attr(kl12_d5, "eps"), 1e-12)
   expect_equal(attr(kl21_d5, "eps"), 1e-12)
-
+  
   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)
+})