Some tests changed, new tests added

tests/testthat/test_kldstudent.R

-nu1 <- 1; nu2 <- 1
-
 # Dimension p = 1
+
 Sigma1 <- 0.5
 Sigma2 <- 1
 
-kl1_12 <- kldstudent(nu1, Sigma1, nu2, Sigma2, eps = 1e-16)
-kl1_21 <- kldstudent(nu1, Sigma2, nu2, Sigma1, eps = 1e-16)
+kl1_12 <- kld(Sigma1, Sigma2, distribution = "mtd", nu1 = 1, nu2 = 1, eps = 1e-16)
+kl1_21 <- kld(Sigma2, Sigma1, distribution = "mtd", nu1 = 1, nu2 = 1, eps = 1e-16)
 
 lambda <- 0.5
 
@@ -25,8 +24,8 @@ test_that("kl works (dim 1)", {
 Sigma1 <- diag(0.5, nrow = 2)
 Sigma2 <- diag(1, nrow = 2)
 
-kl2_12 <- kldstudent(nu1, Sigma1, nu2, Sigma2, eps = 1e-16)
-kl2_21 <- kldstudent(nu1, Sigma2, nu2, Sigma1, eps = 1e-16)
+kl2_12 <- kld(Sigma1, Sigma2, distribution = "mtd", nu1 = 1, nu2 = 1, eps = 1e-16)
+kl2_21 <- kld(Sigma2, Sigma1, distribution = "mtd", nu1 = 1, nu2 = 1, eps = 1e-16)
 
 lambda <- as.complex(0.5)
 
@@ -42,12 +41,13 @@ test_that("kl works (dim 2)", {
 })
 
 # Dimension p = 2; 2nd example
+
 Sigma1 <- matrix(c(0.5, 0, 0, 1), nrow = 2)
 Sigma2 <- diag(nrow = 2)
 
 lambda <- 0.5
 
-kl2 <- kldstudent(nu1, Sigma1, nu2, Sigma2, eps = 1e-16)
+kl2 <- kld(Sigma1, Sigma2, distribution = "mtd", nu1 = 1, nu2 = 1, eps = 1e-16)
 
 test_that("kl works (dim 2, one of the eigenvalues = 1)", {
   expect_equal(
@@ -56,39 +56,76 @@ test_that("kl works (dim 2, one of the eigenvalues = 1)", {
   )
 })
 
+nu1 <- 2; nu2 <- 4
 
 #Dimension p = 3
-Sigma1 <- diag(0.5, nrow = 3)
-Sigma2 <- diag(nrow = 3)
 
-lambda <- 0.5
+Sigma1 <- 4*rbind(c(1, 0.6, 0.2), c(0.6, 1, 0.3), c(0.2, 0.3, 1))
+Sigma2 <- rbind(c(1, 0.3, 0.1), c(0.3, 1, 0.4), c(0.1, 0.4, 1))
 
-kl3<- kldstudent(nu1, Sigma1, nu2, Sigma2, eps = 1e-16)
+lambda <- 0.5
 
+kl3_12 <- kld(Sigma1, Sigma2, distribution = "mtd", nu1 = nu1, nu2 = nu2, eps = 1e-8)
+kl3_21 <- kld(Sigma2, Sigma1, distribution = "mtd", nu1 = nu1, nu2 = nu2, eps = 5e-5)
 test_that("kl works (dim 3)", {
   expect_equal(
-    round(as.numeric(kl3), 15),
-    -3/2*log(lambda) + 4*log(0.5 + sqrt(lambda)/2) - 2*((1 - sqrt(lambda))/(1 + sqrt(lambda)))
+    attr(kl3_12, "epsilon"), 1e-8
+  )
+  expect_equal(
+    round(as.numeric(kl3_12), 16), 0.9297752865860369
+  )
+  
+  expect_equal(
+    attr(kl3_21, "epsilon"), 5e-5
+  )
+  expect_equal(
+    round(as.numeric(kl3_21), 16), 0.4074954441658625
   )
 })
 
-# Dimension p = 4
-Sigma1 <- diag(1, 4)
-Sigma2 <- matrix(c(0.5, 0, 0, 0, 0, 0.4, 0, 0, 0, 0, 0.3, 0, 0, 0, 0, 0.2), nrow = 4)
+# Dimension p = 3, 2nd example
 
-kl4.12 <- kldstudent(nu1, Sigma1, nu2, Sigma2, eps = 1e-16)
-kl4.21 <- kldstudent(nu1, Sigma2, nu2, Sigma1, eps = 1e-16)
+Sigma1 <- 2*rbind(c(1, 0.6, 0.2), c(0.6, 1, 0.3), c(0.2, 0.3, 1))
+Sigma2 <- rbind(c(1, 0.3, 0.1), c(0.3, 1, 0.4), c(0.1, 0.4, 1))
 
-test_that("kl12 works (dim 4)", {
+kl3 <- kld(Sigma1, Sigma2, distribution = "mtd", nu1 = nu1, nu2 = nu2, eps = 1e-16)
+Sigma2 <- rbind(c(1, 0.3, 0.1), c(0.3, 1, 0.4), c(0.1, 0.4, 1))
+
+test_that("kl12 works (dim 3, 2nd)", {
   expect_equal(
-    round(as.numeric(kl4.12), 16),
-    0.2450457876729235
+    attr(kl3, "epsilon"), 1e-16
+  )
+  expect_equal(
+    round(as.numeric(kl3), 16), 0.3979439491689158
   )
 })
 
-test_that("kl21 works (dim 4)", {
+# Dimension p = 4
+
+Sigma1 <- 4*rbind(c(1, 0.6, 0.2, 0),
+                  c(0.6, 1, 0.3, 0),
+                  c(0.2, 0.3, 1, 0),
+                  c(0, 0, 0, 1))
+Sigma2 <- rbind(c(1, 0.3, 0.1, 0),
+                c(0.3, 1, 0.4, 0),
+                c(0.1, 0.4, 1, 0),
+                c(0, 0, 0, 1))
+
+kl4_12 <- kld(Sigma1, Sigma2, distribution = "mtd", nu1 = nu1, nu2 = nu2, eps = 1e-6)
+kl4_21 <- kld(Sigma2, Sigma1, distribution = "mtd", nu1 = nu1, nu2 = nu2, eps = 1e-6)
+
+test_that("kl12 works (dim 4)", {
+  expect_equal(
+    attr(kl4_12, "epsilon"), 1e-06
+  )
+  expect_equal(
+    round(as.numeric(kl4_12), 16), 1.039925196101446
+  )
+  
+  expect_equal(
+    attr(kl4_21, "epsilon"), 1e-06
+  )
   expect_equal(
-    round(as.numeric(kl4.21), 16),
-    0.2631143574988659
+    round(as.numeric(kl4_21), 16), 0.5359743613606762
   )
 })