added unit tests for valid pdf estimation

R/lpcde/tests/testthat/test-lpcde.R

@@ -79,3 +79,26 @@ test_that("lpcde multivariate output", {
   expect_equal(model2$opt$p_RBC, 3)
   expect_equal(model2$opt$q_RBC, 2)
 })
+
+test_that("Properties of pdf estimator", {
+  #Setting up simulation
+  set.seed(30)
+  n=100
+  x_data = matrix(rnorm(n, mean=0, sd=1))
+  y_data = matrix(rnorm(n, mean=x_data, sd=1))
+  y_grid = stats::quantile(y_data, seq(from=0.1, to=0.9, by=0.1))
+  #Regularized density estimation
+  model_reg = lpcde::lpcde(x_data=x_data, y_data=y_data, y_grid=y_grid, x=0, bw=1, nonneg=TRUE, normalize=TRUE)
+
+  #check integration to 1
+  grid_diff = c(diff(y_grid), diff(utils::tail(y_grid, 2)))
+  c = sum(model_reg$Estimate[, 3]*grid_diff)
+  expect_equal(1, c)
+
+  #check nonegativity
+  a_nng = any(model_reg$Estimate[,3]<0)
+  expect_equal(a_nng, FALSE)
+
+  #check all probabilities are less than 1
+  expect_equal(all(model_reg$Estimate[,3]<1), TRUE)
+})