context("Tests for ves() function") Y <- ts(cbind(1000+0.5*c(1:100)+rnorm(100,0,10), cbind(1000+1.5*c(1:100)+rnorm(100,0,10))), frequency=12) # Basic VES check testModel <- suppressWarnings(vets(Y,"MMdM", silent=TRUE)) test_that("Test VETS(MMdM)", { expect_match(testModel$model, "MMdM") }) # Test VES with everything individual test_that("Test VES with all individual", { skip_on_cran() testModel <- vets(Y,"MMdM", parameters="none", initials="none", components="none", silent=TRUE) expect_equal(length(coefficients(testModel)), 34) }) # Test VES with common seasonal and persistence test_that("Test VETS with common seasonal and persistence", { skip_on_cran() testModel <- vets(Y,"MMdM", components=c("seasonal"), parameters=c("l","t","s"), silent=TRUE) expect_equal(length(coefficients(testModel)), 20) }) # Test VETS with common initials test_that("Test VETS with common initials", { skip_on_cran() testModel <- vets(Y,"AAN", initials=c("l","t"), parameters="none", silent=TRUE) expect_equal(length(coefficients(testModel)), 6) }) # Test VETS with a trace cost function test_that("Test VETS with a trace cost function", { skip_on_cran() testModel <- vets(Y,"AAN", loss="t", silent=TRUE) expect_match(testModel$loss, "trace") }) # Model selection in VETS test_that("Model selection in VETS", { skip_on_cran() testModel <- vets(Y, "PPP", silent=TRUE) expect_match(testModel$loss, "likelihood") })