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Type 'q()' to quit R. > require("stats") > require("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 > #x11() > dir <- tempdir() > postscript(file=paste(dir,"/lite.out.ps", sep=""), 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 "2024.2-1" "2015.12-1.1" "2024.2-2" > setRNG::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 > > > > > EvalEst.function.tests <- function(verbose=TRUE, synopsis=TRUE, + fuzz.small=1e-14, fuzz.large=1e-8, graphics=TRUE) + {max.error <- NA + data("eg1.DSE.data.diff", package="dse") + + if (synopsis & !verbose) cat("All EvalEst tests ...") + if (verbose) cat("EvalEst test 0 ... ") + z <- eg1.DSE.data.diff + z$input <- NULL + mod1 <- TSmodel(estVARXar(z, re.add.means=FALSE, warn=FALSE)) + ok <- is.TSmodel(mod1) + all.ok <- ok + if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") } + + if (verbose) cat("EvalEst test 1 ... ") + z <- estBlackBox1(eg1.DSE.data.diff, verbose=FALSE, max.lag=2) + error <- max(abs(z$estimates$like[1]+4025.943051342767)) + ok <- is.TSestModel(z) & (fuzz.large > error ) + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + if (verbose) cat("EvalEst test 2 ... ") + z <- estWtVariables(eg1.DSE.data.diff, c(1,10,10), + estimation="estVARXls") + error <- max(abs(z$estimates$like[1]+4125.05572604540066)) + ok <- is.TSestModel(z) & (fuzz.large > error) + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + if (verbose) cat("EvalEst test 3 ... ") + z <- estSSMittnik(eg1.DSE.data.diff, max.lag=2, n=3) + error <- max(abs(z$estimates$like[1]+3794.0394069904219)) + ok <- is.SS(z$model) & (fuzz.large > 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! error = ", error,")\n") } + + if (verbose) cat("EvalEst test 4 ... ") + z <- l( MittnikReduction(z, criterion="taic", verbose=FALSE), + eg1.DSE.data.diff) + error <- max(abs(z$estimates$like[1]+3795.6760513068380)) + ok <- is.SS(z$model) & (fuzz.large > error ) + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + modSS<-z + + if (verbose) cat("EvalEst test 5 ... ") + z <- featherForecasts( modSS, from.periods=c(250,300)) + error <- max(abs + (c(z$featherForecasts[[1]][286,],z$featherForecasts[[2]][336,]) + -c(-0.00092229286770808757701, -0.0086020067525247358164, + 0.0043454851777852505565, -0.0066741302949233430319, + -0.0089398331205012854933, 0.0021769124280658046222))) + # 10* for change from svd to La.svd (but values not changed) + ok <- 10*fuzz.small > error + if (!ok) {if (is.na(max.error)) max.error <- error + else max.error <- max(error, max.error)} + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed! error = ", error,")\n") } + + if (verbose) cat("EvalEst test 6 ... ") + # previously end=c(1969,6) when .diff data had wrong start date + outputData(modSS$data) <- tfwindow(outputData(modSS), end=c(1969,7)) + # it should be possible to do the following instead, but tsp seems to + # sometimes get mixed up in forecast and cause System terminating: bad address + # outputData(modSS$data) <- outputData(modSS$data)[1:100,] + z <- forecast(modSS, percent=c(90,100,110)) + + # previously 136 below + error <- max(abs( + c(z$forecast[[1]][36,],z$forecast[[2]][36,], z$forecast[[3]][36,]) + -c(-0.00310702417651131587, -0.00604105559321206804,0.00214657444656118738, + -0.00345224972784219028, -0.00671228396225603124,0.00238508249578931863, + -0.00379747527917305948, -0.00738351233129999531,0.00262359054501745074))) + # 10* for change from svd to La.svd (but values not changed) + ok <- 10*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! error = ", error,")\n") } + + if (graphics) + {if (verbose) cat("EvalEst test 7 (graphics) ... ") + ok <- EvalEst.graphics.tests(verbose=verbose, pause=TRUE) + all.ok <- all.ok & ok + if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") } + } + + if (synopsis) + {if (verbose) cat("All EvalEst tests completed") + if (all.ok) cat(" OK\n") + else + {cat(", some FAILED!") + if(max.error > fuzz.small) + cat(" max. error magnitude= ", max.error,")") + cat("\n") + } + } + + if (all.ok) invisible(TRUE) else stop("FAILED") + } > > EvalEst.graphics.tests <- function(verbose=TRUE, synopsis=TRUE) + {# graphics tests do not do any value comparisons + if (synopsis & !verbose) cat("EvalEst graphics tests ...") + + data("eg1.DSE.data.diff", package="dse") + + if (verbose) cat(" EvalEst 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")})()) + } + + data <- eg1.DSE.data.diff + mod1 <- TSmodel(estVARXls(data,max.lag=3)) + modSS <- l(toSS(mod1),data) + + z <- featherForecasts( modSS, from.periods=c(230,250)) + tfplot(z, start=c(1980,1)) + if (verbose) cat("ok\n") + + if (verbose) cat(" EvalEst graphics test 2 ...") + z <- forecast(modSS, percent=c(90,100,110)) + tfplot(z, start=c(1985,1)) + if (verbose) cat("ok\n") + + if (synopsis) + {if (verbose) cat("All EvalEst graphics tests completed\n") + else cat("completed\n") + } + + + invisible(TRUE) + } > > > > EvalEst.function.tests(verbose=TRUE, graphics=FALSE) EvalEst test 0 ... ok EvalEst test 1 ... ok EvalEst test 2 ... ok EvalEst test 3 ... ok EvalEst test 4 ... ok EvalEst test 5 ... ok EvalEst test 6 ... ok All EvalEst tests completed OK > EvalEst.graphics.tests(verbose=TRUE) EvalEst graphics test 1 ...ok EvalEst graphics test 2 ...ok All EvalEst graphics tests completed > > unlink(dir, recursive=TRUE) > > proc.time() user system elapsed 0.50 0.12 0.60