library(mixAR) context("tests of mixARemFixedPoint()") test_that("mixARemFixedPoint works", { ## 2020-03-09 ## In v2.4 of package "fma" this gives error, at least in R-devel. ## Replacing everywhere 'ibmclose' with 'fma::ibmclose', ## which works in fma v2.4 and earlier versions of fma. ## data(ibmclose, package = "fma") # ibm data from BJ m0 <- exampleModels$WL_ibm m1 <- mixARemFixedPoint(fma::ibmclose, m0) m1a <- mixARemFixedPoint(fma::ibmclose, m1$model) expect_equal_to_reference(m1, "m1.RDS", tolerance = 1e-6) expect_equal_to_reference(m1a, "m1a.RDS", tolerance = 1e-6) ms <- mixARemFixedPoint(fma::ibmclose, m0, est_shift = FALSE) expect_equal_to_reference(ms, "ms.RDS", tolerance = 1e-6) set.seed(1234) ts1 <- mixAR_sim(m0, n = 1000, init = c(346, 352, 357), nskip = 0) m2a <- mixARemFixedPoint(ts1, m0, est_shift = FALSE)$model m2b <- mixARemFixedPoint(diff(ts1), m0, est_shift = FALSE)$model expect_equal_to_reference(m2a, "m2a.RDS") expect_equal_to_reference(m2b, "m2b.RDS") })