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) } model <- online( y = matrix(y), experts = experts, tau = prob_grid, trace = FALSE ) # Return Type expect_type(model, "list") # Dimensions expect_true(all(dim(model$weights) == c(length(y) + 1, 1, P, N))) expect_true(all(dim(model$predictions) == c(length(y), 1, P))) # Missing values expect_true(all(!is.na(model$weights))) expect_true(all(!is.na(model$experts_loss))) expect_true(all(!is.na(model$predictions))) expect_true(all(!is.na(model$past_perf_wrt_params))) expect_true(all(!is.na(model$opt_index))) expect_true(all(!is.na(model$forecaster_loss))) expect_true(all(!is.na(model$experts_loss)))