test_that("ols gets the right ols osbjects (1)", { x1<-rnorm(10, mean = 0, sd = 1) x2<-rnorm(10, mean = 0, sd = 2) e<-rnorm(10, mean = 0, sd = 0.1) x<-cbind(x1,x2) y<-2+x1+2*x2+e const<-1 model<-ols(y,x,const) test<-lm(y~x) # Coefficients test1<-test[[1]][1:3] test1<-as.matrix(test1,nrow=3,ncol=1) test11<-matrix(0,nrow=3,ncol=1) for (i in 1:3){ test11[i,1]<-test1[i,1] } expect_equal(round(as.matrix(model[[1]]),11),round(test11,11)) # Standard errors test2<-summary(test)[[4]] test2<-as.matrix(test2,nrow=3,ncol=1) test2 test21<-matrix(0,nrow=3,ncol=1) for (i in 1:3){ test21[i,1]<-test2[i,2] } expect_equal(round(as.matrix(model[[2]]),11),round(test21,11)) # R^2 expect_equal(round(as.numeric(model[[4]],11)),round(as.numeric(summary(test)[[8]],11))) # Degrees of freedom expect_equal(as.numeric(model[5]),as.numeric(test[8])) # Dillution expect_equal(as.numeric(model[6]),det(stats::cor(x))) }) test_that("ols gets the right ols osbjects (2)", { x1<-rnorm(10, mean = 0, sd = 1) x2<-rnorm(10, mean = 0, sd = 2) e<-rnorm(10, mean = 0, sd =1) x<-cbind(x1,x2) y<-2+x1+2*x2+e const<-1 model<-ols(y,x,const) test<-lm(y~x) # Coefficients test1<-test[[1]][1:3] test1<-as.matrix(test1,nrow=3,ncol=1) test11<-matrix(0,nrow=3,ncol=1) for (i in 1:3){ test11[i,1]<-test1[i,1] } expect_equal(round(as.matrix(model[[1]]),11),round(test11,11)) round(as.matrix(model[[1]]),11)==round(test11,11) # Standard errors test2<-summary(test)[[4]] test2<-as.matrix(test2,nrow=3,ncol=1) test2 test21<-matrix(0,nrow=3,ncol=1) for (i in 1:3){ test21[i,1]<-test2[i,2] } expect_equal(round(as.matrix(model[[2]]),11),round(test21,11)) # R^2 expect_equal(round(as.numeric(model[[4]],11)),round(as.numeric(summary(test)[[8]],11))) # Degrees of freedom expect_equal(as.numeric(model[5]),as.numeric(test[8])) # Dillution expect_equal(as.numeric(model[6]),det(stats::cor(x))) }) test_that("ols gets the rights ols osbjects (3)", { x1<-rnorm(1000, mean = 0, sd = 4) x2<-rnorm(1000, mean = 0, sd = 5) x3<-rnorm(1000, mean = 0, sd = 1) e<-rnorm(1000, mean = 0, sd =2) x<-cbind(x1,x2,x3) y<-2+x1+2*x2+x3+e const<-1 model<-ols(y,x,const) test<-lm(y~x) # Coefficients test1<-test[[1]][1:4] test1<-as.matrix(test1,nrow=4,ncol=1) test11<-matrix(0,nrow=4,ncol=1) for (i in 1:4){ test11[i,1]<-test1[i,1] } expect_equal(round(as.matrix(model[[1]]),11),round(test11,11)) round(as.matrix(model[[1]]),11)==round(test11,11) # Standard errors test2<-summary(test)[[4]] test2<-as.matrix(test2,nrow=4,ncol=1) test2 test21<-matrix(0,nrow=4,ncol=1) for (i in 1:4){ test21[i,1]<-test2[i,2] } expect_equal(round(as.matrix(model[[2]]),11),round(test21,11)) # R^2 expect_equal(round(as.numeric(model[[4]],11)),round(as.numeric(summary(test)[[8]],11))) # Degrees of freedom expect_equal(as.numeric(model[5]),as.numeric(test[8])) # Dilution expect_equal(as.numeric(model[6]),det(stats::cor(x))) })