context("Multivariate Normal Distribution") test_that('The density function provides correct answers', { x <- matrix(c(0.5, -0.5), nrow = 1) mu <- c(1, -1) S <- matrix(c(1/2, 1/3, 1/3, 1/4), nrow = 2) expect_equal(test_dmvnorm(x, mu, S), list( "Log" = matrix(-12.4495440069013, ncol = 1), "NoLog" = matrix(0.0000039195096, ncol = 1) ) ) x <- matrix(c(0.5, -0.5, 0.5), nrow = 1) mu <- c(1, -1, 0) S <- matrix(c(1/2, 1/3, 1/4, 1/3, 1/4, 1/5, 1/4, 1/5, 1/6), ncol = 3) expect_equal(test_dmvnorm(x, mu, S), list( "Log" = matrix(-28.92001771250195, ncol = 1), "NoLog" = matrix(0.00000000000027, ncol = 1) ) ) })