R Under development (unstable) (2024-02-17 r85935 ucrt) -- "Unsuffered Consequences"
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> if(!require("stats"))   stop("this test requires stats.")
> if(!require("dse"))  stop("this test requires dse.")
Loading required package: dse
Loading required package: tfplot
Loading required package: tframe

Attaching package: 'dse'

The following objects are masked from 'package:stats':

    acf, simulate

> if(!require("EvalEst"))  stop("this test requires EvalEst.")
Loading required package: EvalEst
> if(!require("setRNG"))stop("this test requires setRNG.")
Loading required package: setRNG
>  #x11()
>   outfile <- tempfile("lite.out", tmpdir = tempdir(), fileext = ".ps")
>   postscript(file=outfile,  paper="letter", horizontal=FALSE, onefile=TRUE)
>              # width=6, height=8, pointsize=10,
>    Sys.info()
       sysname        release        version       nodename        machine 
     "Windows"   "Server x64"  "build 20348"     "CRANWIN3"       "x86-64" 
         login           user effective_user 
        "CRAN"         "CRAN"         "CRAN" 
>    DSEversion()
       setRNG        tframe           dse       EvalEst 
   "2024.2-1" "2015.12-1.1"    "2024.2-1"    "2024.2-1" 
>    random.number.test() 
Random number generator tests ...ok
Warning messages:
1: In RNGkind(kind = kind, normal.kind = normal.kind) :
  RNGkind: Marsaglia-Multicarry has poor statistical properties
2: In RNGkind(kind = kind, normal.kind = normal.kind) :
  RNGkind: severe deviations from normality for Kinderman-Ramage + Marsaglia-Multicarry
3: In RNGkind(kind = kind, normal.kind = normal.kind) :
  RNGkind: Marsaglia-Multicarry has poor statistical properties
4: In RNGkind(kind = kind, normal.kind = normal.kind) :
  RNGkind: severe deviations from normality for Kinderman-Ramage + Marsaglia-Multicarry
5: In RNGkind(kind = kind, normal.kind = normal.kind) :
  buggy version of Kinderman-Ramage generator used
6: In RNGkind(kind = kind, normal.kind = normal.kind) :
  RNGkind: Marsaglia-Multicarry has poor statistical properties
> 
> 
> verbose <- TRUE 
> synopsis <- TRUE
> fuzz.small <- 1e-14 
> fuzz.large <- 1e-8
> graphics <- FALSE
> max.error <- NA
> 
>  data("eg1.DSE.data.diff", package="dse")
> # The seed is not important for most of these tests, but AIC eliminates all
> #  parameters occassionally in some model selection tests.
>  test.rng <- list(kind="Wichmann-Hill", normal.kind="Box-Muller", seed=c(979,1479,1542))
> # setRNG(test.rng)
> 
>   if (synopsis & !verbose) cat("All dse3 tests ...")
>   if (verbose) cat("dse3 test 0 ... ")
dse3 test 0 ... >   data <- eg1.DSE.data.diff
>   inputData(data) <- NULL
>   mod1 <- TSmodel(estVARXls(data))
>   mod2 <- TSmodel(estVARXar(data, re.add.means=FALSE, warn=FALSE))
>   ok <- is.TSmodel(mod1)
>   all.ok <- ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 1 ... ")
dse3 test 1 ... >   z <- MonteCarloSimulations(mod1, replications=5, quiet=TRUE)
>   ok <- is.MonteCarloSimulations(z)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 2 ... ")
dse3 test 2 ... >   ok <- testEqual(z, MonteCarloSimulations(mod1, replications=5,
+                                      rng=getRNG(z), quiet=TRUE))
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 3 ... ")
dse3 test 3 ... >   z <- EstEval(mod1, replications=3,  estimation="estVARXls",
+             estimation.args=NULL, criterion="TSmodel", quiet=TRUE)
>   ok <- is.EstEval(z)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 4 ... ")
dse3 test 4 ... >   zz <-summary(coef(z), verbose=FALSE)
>   ok <- TRUE   # could be improved
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 5 ... ")
dse3 test 5 ... >   zz <- summary(roots(z), verbose=FALSE)
>   ok <- TRUE   # could be improved
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 6 ... ")
dse3 test 6 ... >   zz <- coef(z)
>   ok <- is.EstEval(zz)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 7 ... ")
dse3 test 7 ... >   zz <- roots(z)
>   ok <- is.EstEval(zz)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
> #print(library.dynam())
>   if (verbose) cat("dse3 test 8a... ")
dse3 test 8a... >   z <- horizonForecasts(mod1, data, horizons=c(6,12), discard.before=20)
>   error <- max(abs( c(z$horizonForecasts[,100,])  -
+  c(0.0048425425521641824594, 0.0031489473295282835973, 0.0037730234730729999594,
+  0.0024354234760485438289, 0.0040593859721713481878, 0.0031982930612152113414)))
>   ok <- fuzz.small > error
>   if (!ok) {if (is.na(max.error)) max.error <- error
+             else max.error <- max(error, max.error)}
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 8b... ")
dse3 test 8b... >   z <- horizonForecasts(l(toSS(mod1), data),
+                          horizons=c(6,12), discard.before=20)
>   error <- max(abs( c(z$horizonForecasts[,100,]) -
+  c(0.0048425425521641824594, 0.0031489473295282844646, 0.0037730234730729995257,
+  0.0024354234760485446963, 0.0040593859721713499225, 0.0031982930612152122088)))
>   ok <- fuzz.small > error
>   if (!ok) {if (is.na(max.error)) max.error <- error
+             else max.error <- max(error, max.error)}
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
> 
>   if (verbose) cat("dse3 test 9 ... ")
dse3 test 9 ... >   zzz<-l(mod1,simulate(mod1))
>   zz<-forecastCov(zzz, discard.before=50, horizons=1:4)
>   ok <- is.forecastCov(zz)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 10... ")
dse3 test 10... >   ok <- testEqual(zz, forecastCov(zzz$model, 
+              data=zzz$data, discard.before=50, horizons=1:4))
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 11... ")
dse3 test 11... >   zz <-forecastCov(mod1,mod2, data=data, discard.before=30,
+      zero=TRUE, trend=TRUE)
> 
>   ok <- is.forecastCov(zz)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 12... ")
dse3 test 12... >   zzz <-forecastCov(toSS(mod1),toSS(mod2), data=data, 
+                  discard.before=30, zero=TRUE, trend=TRUE)
> 
>   ok <- testEqual(zz,zzz)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 13... ")
dse3 test 13... >   zz <-outOfSample.forecastCovEstimatorsWRTdata(data,
+                estimation.methods = list(estVARXar= list(max.lag=2, warn=FALSE), 
+                                          estVARXls= list(max.lag=2)))
>   ok <- is.forecastCov(zz)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 14... ")
dse3 test 14... >   zz <- forecastCovWRTtrue(list(mod1,mod2),mod1, 
+           pred.replications=2, quiet=TRUE, trend=NULL, zero=TRUE)
> #          pred.replications=2, Spawn=FALSE, quiet=TRUE, trend=NULL, zero=TRUE)
>   ok <- is.forecastCov(zz)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 15... ")
dse3 test 15... >   ok <- testEqual(zz, forecastCovWRTtrue(list(mod1,mod2),mod1, 
+ #          pred.replications=2, Spawn=if(exists(".SPAWN")) .SPAWN else FALSE,
+           pred.replications=2,
+ 	  quiet=TRUE, trend=NULL, zero=TRUE, rng=getRNG(zz)))
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 16... ")
dse3 test 16... >   zz <- forecastCovEstimatorsWRTtrue(mod1, 
+ #         Spawn=if(exists(".SPAWN")) .SPAWN else FALSE, quiet=TRUE, 
+          quiet=TRUE, 
+          estimation.methods=list(estVARXls=NULL, estVARXar=list(warn=FALSE)), 
+          est.replications=2, pred.replications=2, rng=test.rng)
>   ok <- is.forecastCov(zz)
>   all.ok <- all.ok & ok 
>   if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
ok
> 
>   if (verbose) cat("dse3 test 17... ")
dse3 test 17... > # Next seems to cause a problem in Splus when .SPAWN is TRUE above although it may
> #  work with default rng (at least it used to) but test.rng is now set
> #  to give same results as in R.
> #  ok <- testEqual(zz, forecastCovEstimatorsWRTtrue(mod1, Spawn=FALSE, 
>   ok <- testEqual(zz, forecastCovEstimatorsWRTtrue(mod1,  
+            estimation.methods=list(estVARXls=NULL,estVARXar=list(warn=FALSE)), 
+            est.replications=2, pred.replications=2, rng=getRNG(zz)))
>   all.ok <- all.ok & ok 
>   if (verbose) if (ok) cat("ok\n") else cat("failed!\n") 
ok
> 
>   if (graphics)
+       {ok <- dse3.graphics.tests(verbose=verbose,  pause=FALSE)
+        all.ok <- all.ok & ok 
+        if (verbose) cat("dse3 test 18 (graphics) ... ")
+        if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
+       }
> 
>   if (synopsis) 
+     {if (verbose) cat("All dse3 tests completed")
+      if (all.ok) cat(" OK\n") 
+      else  cat(" some FAILED! max.error = ", max.error,"\n")
+     }
All dse3 tests completed OK
> 
>   if (all.ok) invisible(TRUE)  else stop("FAILED")
> 
> 
> 
> # dse3.graphics.tests 
> 
> verbose <- TRUE
> synopsis <- TRUE
> 
> data("eg1.DSE.data.diff", package="dse")
>  
>   if (synopsis & !verbose) cat("dse3 graphics tests ...")
>   if (verbose) cat("  dse3 graphics test 1 ...")
  dse3 graphics test 1 ...>   # If no device is active then write to postscript file 
>   if ( dev.cur() == 1 )
+       {postscript(file="zot.postscript.test.ps",
+                    width=6,height=6,pointsize=10,
+                    onefile=FALSE, print.it=FALSE, append=FALSE)
+        on.exit((function()
+             {dev.off(); synchronize(1); rm("zot.postscript.test.ps")})())
+       }
> 
> # The seed is not important for most of these tests, but AIC eliminates all
> #  parameters occassionally in some model selection tests.
>  test.rng <- list(kind="Wichmann-Hill", normal.kind="Box-Muller", seed=c(979,1479,1542))
> 
>   data <- eg1.DSE.data.diff
>   inputData(data) <- NULL
>   outputData(data) <- outputData(data, series=1)  # [,1,drop=FALSE]
>   mod1 <- TSmodel(estVARXls(data,max.lag=3))
>   mod2 <- TSmodel(estVARXar(data,max.lag=3, aic=FALSE, warn=FALSE))
> 
>   z <- EstEval(mod1, replications=10,  estimation="estVARXls",
+             estimation.args=list(max.lag=3), criterion="TSmodel", quiet=TRUE)
>   distribution(coef(z)) 
>   if (verbose) cat("ok\n")
ok
> 
>   if (verbose) cat("  dse3 graphics test 2 ...")
  dse3 graphics test 2 ...>   distribution(roots(z))
>   if (verbose) cat("ok\n")
ok
> 
>   if (verbose) cat("  dse3 graphics test 3 ...")
  dse3 graphics test 3 ...>   z <- horizonForecasts(mod1, data, horizons=c(6,12), discard.before=20)
>   tfplot(z, start=c(1985,1))
>   if (verbose) cat("ok\n")
ok
> 
>   if (verbose) cat("  dse3 graphics test 4 ...")
  dse3 graphics test 4 ...>   zz <-forecastCov(mod1,mod2, data=data,
+                      discard.before=10, zero=TRUE, trend=TRUE)
>   tfplot(zz)
>   if (verbose) cat("ok\n")
ok
> 
>   if (verbose) cat("  dse3 graphics test 5 ...")
  dse3 graphics test 5 ...>   tfplot(zz, select.cov=c(1), select.trend=FALSE)
>   if (verbose) cat("ok\n")
ok
> 
>   if (verbose) cat("  dse3 graphics test 6 ...")
  dse3 graphics test 6 ...> 
>   data <- eg1.DSE.data.diff
>   inputData(data) <- NULL
> # next causes Error ... all lags eliminated by AIC order selection.
> #  outputData(data) <- outputData(data, series=1)  # [,1,drop=FALSE]
>   zz <-outOfSample.forecastCovEstimatorsWRTdata(data,
+                estimation.methods = list(estVARXar=list(max.lag=2,warn=FALSE),
+                                          estVARXls=list(max.lag=2))) 
>   tfplot(zz, series=c(1))
>   if (verbose) cat("ok\n")
ok
> 
>   if (verbose) cat("  dse3 graphics test 7 ...")
  dse3 graphics test 7 ...>   zz <- forecastCovWRTtrue(list(mod1,mod2),mod1, rng=test.rng,
+                pred.replications=2, 
+ #	       Spawn=if(exists(".SPAWN")) .SPAWN else FALSE, 
+ 	       trend=NULL, zero=TRUE, quiet=TRUE)
>   tfplot(zz, select.cov=c(1))
>   if (verbose) cat("ok\n")
ok
> 
>   if (verbose) cat("  dse3 graphics test 8 ...")
  dse3 graphics test 8 ...>   zz <- forecastCovEstimatorsWRTtrue(mod1, 
+ #         Spawn=if(exists(".SPAWN")) .SPAWN else FALSE,  
+ 	 rng=test.rng,
+          estimation.methods=list(estVARXls=NULL,estVARXls=list(max.lag=2)), 
+ #        estimation.methods=list(estVARXls=NULL,estVARXar=NULL), 
+          est.replications=2, pred.replications=2, quiet=TRUE)
>   tfplot(zz, select.cov=c(1))
>   if (verbose) cat("ok\n")
ok
> 
>   if (synopsis) 
+     {if (verbose) cat("All dse3 graphics tests completed\n")
+      else cat("completed\n")
+     }
All dse3 graphics tests completed
>       
> unlink(outfile)
> 
> proc.time()
   user  system elapsed 
   0.73    0.10    0.78