library(PerformanceAnalytics) test_that("SFM.fit.models works correctly", { skip_on_cran() if (!requireNamespace("fit.models", quietly = TRUE)) skip("fit.models not installed") if (!requireNamespace("RobStatTM", quietly = TRUE)) skip("RobStatTM not installed") data(managers) mgrs <- managers["2002/"] # Rename columns as in examples colnames(mgrs)[7:10] <- c("LSEQ","SP500","Bond10Yr","RF") expect_error(res <- SFM.fit.models(mgrs$HAM1, mgrs$SP500, Rf = mgrs$RF, plots=FALSE), NA) expect_s3_class(res, "lmfm") expect_equal(length(res), 2) # list of 2 models })