context("test-id_cvm.R") test_that("id.cvm 3-dims works", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA, p = 6, ic = "AIC" ) cob <- copula::indepTestSim(v1$obs, v1$K, verbose=FALSE) x1 <- id.cvm(v1, dd = cob) expect_equal(sum(round(x1$B, 1)), 2.5) expect_equal(x1$K, 3) expect_equal(x1$n, 169) expect_equal(x1$p, 6) expect_lt(x1$test.stats, 0.014) expect_match(x1$method, "Cramer-von Mises distance") }) test_that("id.cvm 3-dims works with internal test stat calculation", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA, p = 6, ic = "AIC" ) x1 <- id.cvm(v1, dd = NULL) expect_equal(sum(round(x1$B, 1)), 2.5) expect_equal(x1$K, 3) expect_equal(x1$n, 169) expect_equal(x1$p, 6) expect_lt(x1$test.stats, 0.014) expect_match(x1$method, "Cramer-von Mises distance") }) test_that("id.cvm 2-dims works", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA[,-3], p = 3, ic = "AIC" ) cob <- copula::indepTestSim(v1$obs, v1$K, verbose=FALSE) x1 <- id.cvm(v1, dd = cob) expect_equal(sum(round(x1$B, 1)), 0.3) expect_equal(x1$K, 2) expect_equal(x1$n, 172) expect_equal(x1$p, 3) expect_lt(x1$test.stats, 0.014) expect_match(x1$method, "Cramer-von Mises distance") }) test_that("id.cvm 2-dims works with internal test stat calculation", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA[,-3], p = 3, ic = "AIC" ) x1 <- id.cvm(v1, dd = NULL) expect_equal(x1$K, 2) expect_equal(x1$n, 172) expect_equal(x1$p, 3) expect_lt(x1$test.stats, 0.014) expect_match(x1$method, "Cramer-von Mises distance") }) test_that("id.cvm 3-dims works", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA, p = 6, ic = "AIC" ) cob <- copula::indepTestSim(v1$obs, v1$K, verbose=FALSE) x1 <- id.cvm(v1, dd = cob) expect_equal(sum(round(x1$B, 1)), 2.5) expect_equal(x1$K, 3) expect_equal(x1$n, 169) expect_equal(x1$p, 6) expect_lt(x1$test.stats, 0.014) expect_match(x1$method, "Cramer-von Mises distance") }) test_that("restricted id.cvm 3-dims works with restricted var and constant", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA, p = 3, type = "const") # Form vars example restrict <- matrix(c(1, 1, 1, 1, 1, 1, 0, 0, 0,1, 1, 0, 1, 0, 0, 1, 0, 1, 1,1, 0, 0, 1, 1, 0, 1, 0, 0, 1,1), nrow=3, ncol=10, byrow=TRUE) vRes = restrict(v1, method = "man", resmat = restrict) cob <- copula::indepTestSim(v1$obs, v1$K, verbose=FALSE) x1 <- id.cvm(vRes, dd = cob) expect_equal(sum(round(x1$B, 1)), -3) expect_equal(x1$K, 3) expect_equal(x1$n, 172) expect_equal(x1$p, 3) #expect_lt(x1$test.stats, 0.009451468) expect_match(x1$method, "Cramer-von Mises distance") }) test_that("restricted id.cvm 3-dims works with restricted var and constant + trend", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA, p = 3, type = "both") # Form vars example restrict <- matrix(c(1, 1, 1, 1, 1, 1, 0, 0, 0,1,1, 1, 0, 1, 0, 0, 1, 0, 1, 1,1,1, 0, 0, 1, 1, 0, 1, 0, 0, 1,1,1), nrow=3, ncol=11, byrow=TRUE) vRes = restrict(v1, method = "man", resmat = restrict) cob <- copula::indepTestSim(v1$obs, v1$K, verbose=FALSE) x1 <- id.cvm(vRes, dd = cob) expect_equal(sum(round(x1$B, 1)), 2.7) expect_equal(x1$K, 3) expect_equal(x1$n, 172) expect_equal(x1$p, 3) #expect_lt(x1$test.stats, 0.009451468) expect_match(x1$method, "Cramer-von Mises distance") })