Merge branch 'hotfix/add-test'

tests/testthat/test-forecast.R

@@ -1,15 +1,32 @@
 # VAR----------------------------------
 test_that("Test for varlse forecast", {
-  skip_on_cran()
+  num_col <- 3
+  fit_var <- var_lm(etf_vix[, 1:3], 2)
+  fit_vhar <- vhar_lm(etf_vix[, 1:3])
 
-  fit_var <- var_lm(etf_vix, 2)
-  fit_vhar <- vhar_lm(etf_vix)
-
-  pred_var <- predict(fit_var, 5)
-  pred_vhar <- predict(fit_vhar, 5)
+  num_forecast <- 2
+  pred_var <- predict(fit_var, num_forecast)
+  pred_vhar <- predict(fit_vhar, num_forecast)
 
   expect_s3_class(pred_var, "predbvhar")
   expect_s3_class(pred_vhar, "predbvhar")
+
+  expect_equal(
+    nrow(pred_var$forecast),
+    num_forecast
+  )
+  expect_equal(
+    ncol(pred_var$forecast),
+    num_col
+  )
+  expect_equal(
+    nrow(pred_vhar$forecast),
+    num_forecast
+  )
+  expect_equal(
+    ncol(pred_vhar$forecast),
+    num_col
+  )
 
 })
 #> Test passed 🌈

tests/testthat/test-stable-process.R

@@ -0,0 +1,17 @@
+test_that("Stable root", {
+  test_lag <- 3
+  num_col <- 2
+  fit_test_var <- var_lm(etf_vix[, seq_len(num_col)], test_lag)
+  fit_test_vhar <- vhar_lm(etf_vix[, seq_len(num_col)])
+
+  expect_equal(
+    length(stableroot(fit_test_var)),
+    num_col * fit_test_var$p
+  )
+
+  expect_equal(
+    length(stableroot(fit_test_vhar)),
+    num_col * fit_test_vhar$month
+  )
+
+})

tests/testthat/test-summary-varlse.R

@@ -0,0 +1,17 @@
+test_that("VAR Coefficients Summary Table", {
+  test_lag <- 3
+  num_col <- 2
+  fit_test_var <- var_lm(etf_vix[, seq_len(num_col)], test_lag)
+  fit_var_summary <- summary(fit_test_var)
+  term_summary <- fit_var_summary$coefficients[, "term"]
+
+  expect_equal(
+    gsub(pattern = "\\..*", replacement = "", term_summary)[seq_len(fit_test_var$df)],
+    rownames(fit_test_var$coefficients)
+  )
+
+  expect_equal(
+    unique(gsub(pattern = ".*\\.", replacement = "", term_summary)),
+    colnames(fit_test_var$coefficients)
+  )
+})

tests/testthat/test-summary-vharlse.R

@@ -0,0 +1,16 @@
+test_that("VHAR Coefficients Summary Table", {
+  num_col <- 2
+  fit_test_vhar <- vhar_lm(etf_vix[, seq_len(num_col)])
+  fit_vhar_summary <- summary(fit_test_vhar)
+  term_summary <- fit_vhar_summary$coefficients[, "term"]
+
+  expect_equal(
+    gsub(pattern = "\\..*", replacement = "", term_summary)[seq_len(fit_test_vhar$df)],
+    rownames(fit_test_vhar$coefficients)
+  )
+
+  expect_equal(
+    unique(gsub(pattern = ".*\\.", replacement = "", term_summary)),
+    colnames(fit_test_vhar$coefficients)
+  )
+})

tests/testthat/test-varlse.R

@@ -1,37 +1,52 @@
-# Components of varlse--------------
+# var_lm()-------------------------
 test_that("Test for varlse class", {
-  skip_on_cran()
-
   test_lag <- 3
   fit_test_var <- var_lm(etf_vix, test_lag)
   num_col <- ncol(etf_vix)
   num_row <- nrow(etf_vix)
-  
+
   expect_s3_class(fit_test_var, "varlse")
-  
+
   expect_equal(
-    nrow(fit_test_var$coef), 
+    nrow(fit_test_var$coef),
     ifelse(fit_test_var$type == "none", fit_test_var$p * num_col, fit_test_var$p * num_col + 1)
   )
-  
+
   expect_equal(
-    fit_test_var$df, 
+    fit_test_var$df,
     ifelse(fit_test_var$type == "none", fit_test_var$p * num_col, fit_test_var$p * num_col + 1)
   )
-  
+
   expect_equal(
     nrow(fit_test_var$design),
     fit_test_var$obs
   )
-  
+
   expect_equal(
     ncol(fit_test_var$y0),
     num_col
   )
-  
+
   expect_equal(
     ncol(fit_test_var$coef),
     num_col
   )
 })
+
+test_that("Computation Methods", {
+  test_lag <- 3
+  fit_test_nor <- var_lm(etf_vix[, 1:3], test_lag)
+  fit_test_llt <- var_lm(etf_vix[, 1:3], test_lag, method = "chol")
+  fit_test_qr <- var_lm(etf_vix[, 1:3], test_lag, method = "qr")
+
+  expect_equal(
+    fit_test_nor$coefficients,
+    fit_test_llt$coefficients
+  )
+
+  expect_equal(
+    fit_test_nor$coefficients,
+    fit_test_qr$coefficients
+  )
+})
 #> Test passed 🌈

tests/testthat/test-vharlse.R

@@ -1,7 +1,5 @@
 # Components of vharlse--------------
 test_that("Test for vharlse class", {
-  skip_on_cran()
-
   fit_test_vhar <- vhar_lm(etf_vix)
   num_col <- ncol(etf_vix)
   num_row <- nrow(etf_vix)
@@ -33,4 +31,20 @@ test_that("Test for vharlse class", {
     num_col
   )
 })
+
+test_that("Computation Methods", {
+  fit_test_nor <- vhar_lm(etf_vix[, 1:3])
+  fit_test_llt <- vhar_lm(etf_vix[, 1:3], method = "chol")
+  fit_test_qr <- vhar_lm(etf_vix[, 1:3], method = "qr")
+
+  expect_equal(
+    fit_test_nor$coefficients,
+    fit_test_llt$coefficients
+  )
+
+  expect_equal(
+    fit_test_nor$coefficients,
+    fit_test_qr$coefficients
+  )
+})
 #> Test passed 🌈