# Model evaluation of VAR---------------- test_that("VAR evaluation", { test_lag <- 3 fit_test_var <- var_lm(etf_vix, test_lag) expect_s3_class(fit_test_var, "varlse") expect_s3_class(logLik(fit_test_var), "logLik") }) #> Test passed 🌈 # Model evaluation of VAR---------------- test_that("VHAR evaluation", { fit_test_vhar <- vhar_lm(etf_vix) expect_s3_class(logLik(fit_test_vhar), "logLik") }) #> Test passed 🌈 # Model evaluation of VAR---------------- test_that("VAR evaluation", { fit_test_vhar <- vhar_lm(etf_vix) expect_s3_class(fit_test_vhar, "vharlse") expect_s3_class(logLik(fit_test_vhar), "logLik") }) #> Test passed 🌈 # Model evaluation of BVAR---------------- test_that("BVAR evaluation", { test_lag <- 3 etf_ncol <- ncol(etf_vix) bvar_spec <- set_bvar( sigma = apply(etf_vix, 2, sd), lambda = .2, delta = rep(.1, etf_ncol) ) fit_test_bvar <- bvar_minnesota(etf_vix, test_lag, bvar_spec) expect_s3_class(fit_test_bvar, "bvarmn") expect_s3_class(logLik(fit_test_bvar), "logLik") }) #> Test passed 🌈 # Model evaluation of BVHAR-S---------------- test_that("BVHAR-S evaluation", { har <- c(5, 22) etf_ncol <- ncol(etf_vix) vhar_spec <- set_bvhar( sigma = apply(etf_vix, 2, sd), lambda = .2, delta = rep(.1, etf_ncol) ) fit_test_bvhar_s <- bvhar_minnesota(etf_vix, har = har, bayes_spec = vhar_spec) expect_s3_class(fit_test_bvhar_s, "bvharmn") expect_s3_class(logLik(fit_test_bvhar_s), "logLik") }) #> Test passed 🌈 # Model evaluation of BVHAR-L---------------- test_that("BVHAR-L evaluation", { har <- c(5, 22) etf_ncol <- ncol(etf_vix) vhar_spec <- set_weight_bvhar( sigma = apply(etf_vix, 2, sd), lambda = .2, daily = rep(.3, etf_ncol), weekly = rep(.2, etf_ncol), monthly = rep(.1, etf_ncol) ) fit_test_bvhar_s <- bvhar_minnesota(etf_vix, har = har, bayes_spec = vhar_spec) expect_s3_class(fit_test_bvhar_s, "bvharmn") expect_s3_class(logLik(fit_test_bvhar_s), "logLik") }) #> Test passed 🌈