# vhar_bayes()------------------------- test_that("VHAR-Minn-LDLT", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_bvhar(), cov_spec = set_ldlt(), include_mean = FALSE ) expect_s3_class(fit_test, "ldltmod") }) test_that("VHAR-HS-LDLT", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_horseshoe(), cov_spec = set_ldlt(), include_mean = FALSE ) expect_s3_class(fit_test, "hsmod") expect_true(all(c("lambda", "tau", "kappa") %in% fit_test$param_names)) }) test_that("VHAR-SSVS-LDLT", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_ssvs(), cov_spec = set_ldlt(), include_mean = FALSE ) expect_s3_class(fit_test, "ssvsmod") expect_true("gamma" %in% fit_test$param_names) }) test_that("VHAR-Hierminn-LDLT", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_weight_bvhar(lambda = set_lambda()), cov_spec = set_ldlt(), include_mean = FALSE ) expect_s3_class(fit_test, "ldltmod") }) test_that("VHAR-NG-LDLT", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_ng(), cov_spec = set_ldlt(), include_mean = FALSE ) expect_s3_class(fit_test, "ngmod") expect_true(all(c("lambda", "tau") %in% fit_test$param_names)) }) test_that("VHAR-DL-LDLT", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_dl(), cov_spec = set_ldlt(), include_mean = FALSE ) expect_s3_class(fit_test, "dlmod") expect_true(all(c("lambda", "tau") %in% fit_test$param_names)) }) test_that("Members - VHAR-Minn-SV", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_bvhar(), cov_spec = set_sv(), include_mean = FALSE ) expect_s3_class(fit_test, "svmod") }) test_that("Members - VHAR-HS-SV", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_horseshoe(), cov_spec = set_sv(), include_mean = FALSE ) expect_s3_class(fit_test, "hsmod") expect_true(all(c("lambda", "tau", "kappa") %in% fit_test$param_names)) }) test_that("Members - VHAR-SSVS-SV", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_ssvs(), cov_spec = set_sv(), include_mean = FALSE ) expect_s3_class(fit_test, "ssvsmod") expect_true("gamma" %in% fit_test$param_names) }) test_that("Members - VHAR-Hierminn-SV", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_weight_bvhar(lambda = set_lambda()), cov_spec = set_sv(), include_mean = FALSE ) expect_s3_class(fit_test, "svmod") }) test_that("Members - VHAR-NG-SV", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_ng(), cov_spec = set_sv(), include_mean = FALSE ) expect_s3_class(fit_test, "ngmod") expect_true(all(c("lambda", "tau") %in% fit_test$param_names)) }) test_that("Members - VHAR-DL-SV", { set.seed(1) fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_iter = 5, num_burn = 0, bayes_spec = set_dl(), cov_spec = set_sv(), include_mean = FALSE ) expect_s3_class(fit_test, "dlmod") expect_true(all(c("lambda", "tau") %in% fit_test$param_names)) }) test_that("Multi chain", { set.seed(1) iter_test <- 5 chain_test <- 2 fit_test <- vhar_bayes( etf_vix[1:50, 1:2], num_chains = chain_test, num_iter = iter_test, num_burn = 0, thinning = 1, include_mean = FALSE ) expect_equal( nrow(fit_test$param), iter_test * chain_test ) }) #> Test passed 🌈