skip_if(debug_mode) set.seed(1) T <- 1000 N <- 2 P <- 99 prob_grid <- 1:P / (P + 1) mean_y <- 0 sd_y <- 5 # Realized observations y <- rnorm(n = T) # Expert predictions experts <- array(dim = c(T, P, N)) for (t in 1:T) { experts[t, , 1] <- qnorm(prob_grid, mean = -5, sd = 2) experts[t, , 2] <- qnorm(prob_grid, mean = 5, sd = 2) } # We expect different results when using the sobolev space: boa_smooth <- online( y = matrix(y), tau = prob_grid, experts = experts, p_smooth_pr = list( lambda = 50, deg = 2, ndiff = 2 ), trace = FALSE ) boa_smooth_sobol <- online( y = matrix(y), tau = prob_grid, experts = experts, p_smooth_pr = list( lambda = 50, deg = 2, ndiff = 1.5 ), trace = FALSE ) expect_false(mean(boa_smooth_sobol$forecaster_loss) == mean(boa_smooth$forecaster_loss))