################################################################ #. Gaussian ARMA ################################################################ set.seed(169721) y = arima.sim(n = 600, model = list(ar = 0.3, ma = 0.2)) test_that("Vavra's test works for GPs", { start = Sys.time() ht = nortsTest::vavra.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Jarque Beras' test works for GPs", { start = Sys.time() ht = nortsTest::jb_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Shapiro's test works for GPs", { start = Sys.time() ht = nortsTest::shapiro_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Cramer Von Mises' test works for GPs", { start = Sys.time() ht = nortsTest::cvm_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Lobato's test works for GPs", { start = Sys.time() ht = nortsTest::lobato.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Lobato's test works for GPs", { start = Sys.time() ht = nortsTest::lobato_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Epps' test works for GPs", { start = Sys.time() ht = nortsTest::epps.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Epps' test works for GPs", { start = Sys.time() ht = nortsTest::epps_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Random Projections' test works for GPs", { start = Sys.time() ht = nortsTest::rp.test(y,k = 16) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("El Bouch' test works for GPs", { start = Sys.time() ht = nortsTest::elbouch.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) set.seed(169721) y = rnorm(200) x = rnorm(200) test_that("El Bouch' test works for GPs", { start = Sys.time() ht = nortsTest::elbouch.test(y, x) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value >= 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) ################################################################ #. NON Gaussian ARMA ################################################################ set.seed(169721) y = arima.sim(n = 600, model = list(ar = 0.3, ma = 0.2), rand.gen = rgamma, shape = 0.4) test_that("Vavra's test works for non GPs", { start = Sys.time() ht = nortsTest::vavra.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Jarque Beras' test works for non GPs", { start = Sys.time() ht = nortsTest::jb_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Shapiro test works for non GPs", { start = Sys.time() ht = nortsTest::shapiro_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.1), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Cramer Von Mises' test works for non GPs", { start = Sys.time() ht = nortsTest::cvm_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Lobato's test works for non GPs", { start = Sys.time() ht = nortsTest::lobato.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Lobato's test works for non GPs", { start = Sys.time() ht = nortsTest::lobato_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Epps' test works for non GPs", { start = Sys.time() ht = nortsTest::epps.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Bootstrap Epps' test works for non GPs", { start = Sys.time() ht = nortsTest::epps_bootstrap.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("Random Projections' test works for non GPs", { start = Sys.time() ht = nortsTest::rp.test(y,k = 16) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) test_that("El Bouch' test works for non GPs", { start = Sys.time() ht = nortsTest::elbouch.test(y) end = Sys.time() - start # check the test choose the right hypothesis when using a gamma ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) }) set.seed(169721) y = rgamma(200, shape = 2) x = rgamma(200, shape = 3) test_that("El Bouch' test works for non GPs", { start = Sys.time() ht = nortsTest::elbouch.test(y, x) end = Sys.time() - start # check the test choose the right hypothesis when using a Gaussian ARMA expect_equal(unname(ht$p.value < 0.05), TRUE) #check computations are less than 2.5s expect_equal(end < 5, TRUE) })