VineCopulas.jl

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Testing ​

The test suite uses TestItems.jl. Each test item is small, tagged, and independent. Shared contracts are defined in test/common.jl.

Run the full suite with:

julia
using Pkg
Pkg.test()

For local development, filters can be used with TestItemRunner.jl:

julia
using TestItemRunner
@run_package_tests filter = ti -> :CVine in ti.tags
@run_package_tests filter = ti -> :DVine in ti.tags
@run_package_tests filter = ti -> :RVine in ti.tags
@run_package_tests filter = ti -> :PairCopula in ti.tags
@run_package_tests filter = ti -> :ExtremeValue in ti.tags
@run_package_tests filter = ti -> :Rosenblatt in ti.tags

The older large regression tests are preserved under test/legacy and run through test/regression, so the migration to TestItems.jl does not discard coverage.

Adding tests for a new pair-copula ​

A new pair-copula should pass at least the generic pair-copula contract:

julia
M.check_paircopula(C)

This checks finite density/log-density behavior, valid h-functions, and inverse h-function round trips on a grid. Singular families may need specialized inequalities instead of strict round trips.

Prefer adding tests in test/paircopulas/generic.jl or a new family-specific test file, with clear tags such as :PairCopula, :Miscellaneous, :ExtremeValue, or :Archimedean.