# var_lm()------------------------- test_that("Test for varlse class", { skip_on_cran() test_lag <- 3 fit_test_var <- var_lm(y = etf_vix, p = 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$coef), ifelse(fit_test_var$type == "none", fit_test_var$p * num_col, fit_test_var$p * num_col + 1) ) expect_equal( fit_test_var$df, ifelse(fit_test_var$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", { skip_on_cran() test_lag <- 3 fit_test_nor <- var_lm(y = etf_vix[, 1:3], p = test_lag) fit_test_llt <- var_lm(y = etf_vix[, 1:3], p = test_lag, method = "chol") fit_test_qr <- var_lm(y = etf_vix[, 1:3], p = 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_that("VARX", { skip_on_cran() test_lag <- 3 test_lag_exogen <- 2 endog_y <- etf_vix[, 1:3] exogen <- etf_vix[,4:5] fit_test_nor <- var_lm(y = endog_y, p = test_lag, exogen = exogen, s = test_lag_exogen) fit_test_llt <- var_lm(y = endog_y, p = test_lag, exogen = exogen, s = test_lag_exogen, method = "chol") fit_test_qr <- var_lm(y = endog_y, p = test_lag, exogen = exogen, s = test_lag_exogen, method = "qr") expect_equal( fit_test_nor$coefficients, fit_test_llt$coefficients ) expect_equal( fit_test_nor$coefficients, fit_test_qr$coefficients ) }) #> Test passed 🌈