R Under development (unstable) (2024-08-23 r87049 ucrt) -- "Unsuffered Consequences"
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> ################################################################################
> ##
> ## $Id: portfolioBasic.test.R 346 2006-10-01 05:08:55Z enos $
> ##
> ## Tests for the portfolioBasic class.
> ##
> ################################################################################
> 
> library(portfolio)
Loading required package: grid
Loading required package: lattice
> 
> load("portfolioBasic.test.RData")
Warning message:
'x' looks like a pre-2.4.0 S4 object: please recreate it 
> 
> ## save(data, x, file = "portfolioBasic.test.RData", compress = TRUE)
> 
> data <- data.frame(id = 1:20, in.var = 1:20)
> data$in.var <- as.numeric(data$in.var)
> 
> x <- new("portfolioBasic", in.var = "in.var", type = "sigmoid", size = 8, data = data)
> x <- create(x)
> 
> ## All weights should sum to 0; side weights sum to 1.
> 
> stopifnot(
+           all.equal(sum(x@weights$weight), 0),
+           all.equal(sum(x@weights$weight[x@weights$weight > 0]), 1)
+           )
> 
> ## Cut the weights in half and then use the scaler to fix.
> 
> x@weights$weight <- x@weights$weight / 2
> x <- scaleWeights(x)
> 
> stopifnot(
+           all.equal(sum(x@weights$weight), 0),
+           all.equal(sum(x@weights$weight[x@weights$weight > 0]), 1)
+           )
> 
> ## I've removed tests involving calling the balance method and then
> ## checking exposures.  The Debian machine at CRAN encounters a
> ## failure, likely due to a differing .Machine$double.eps used in
> ## all.equal.  I couldn't reproduce using -ffloat-store in CFLAGS, but
> ## these tests aren't important for testing portfolioBasic or
> ## exposures, so I'm taking them out.
> 
> ## I should add tests that check cases where a single side has 0
> ## exposure and where both sides have 0 exposure to a factor level.
> 
> proc.time()
   user  system elapsed 
   0.37    0.12    0.48