# context("test-wild_boot.R") # # test_that("wild.boot returns valid object for id.dc", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC") # x1 <- id.dc(v1) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbdc <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 1, signrest = signrest) # # expect_length(bbdc, 20) # expect_equal(bbdc$nboot, 10) # # bbdc1 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc1, 20) # expect_equal(bbdc1$nboot, 10) # # bbdc2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbdc2, 20) # expect_equal(bbdc2$nboot, 10) # # bbdc3 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc3, 20) # expect_equal(bbdc3$nboot, 10) # # v2 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "trend") # x2 <- id.dc(v2) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbdc4 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbdc4, 20) # expect_equal(bbdc4$nboot, 10) # # bbdc5 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc5, 20) # expect_equal(bbdc5$nboot, 10) # # bbdc6 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbdc6, 20) # expect_equal(bbdc6$nboot, 10) # # bbdc7 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc7, 20) # expect_equal(bbdc7$nboot, 10) # # v3 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "both") # x3 <- id.dc(v3) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbdc8 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbdc8, 20) # expect_equal(bbdc8$nboot, 10) # # bbdc9 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc9, 20) # expect_equal(bbdc9$nboot, 10) # # bbdc10 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbdc10, 20) # expect_equal(bbdc10$nboot, 10) # # bbdc11 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc11, 20) # expect_equal(bbdc11$nboot, 10) # # v4 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "none") # x4 <- id.dc(v4) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbdc12 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbdc12, 20) # expect_equal(bbdc12$nboot, 10) # # bbdc13 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc13, 20) # expect_equal(bbdc13$nboot, 10) # # bbdc14 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbdc14, 20) # expect_equal(bbdc14$nboot, 10) # # bbdc15 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc15, 20) # expect_equal(bbdc15$nboot, 10) # # x1 <- id.dc(v1, PIT = FALSE) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbdc18 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbdc18, 20) # expect_equal(bbdc18$nboot, 10) # # bbdc18 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc18, 20) # expect_equal(bbdc18$nboot, 10) # # bbdc18 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc18, 20) # expect_equal(bbdc18$nboot, 10) # # bbdc20 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbdc20, 20) # expect_equal(bbdc20$nboot, 10) # # bbdc20 <- wild.boot(x1, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc20, 20) # expect_equal(bbdc20$nboot, 10) # # x2 <- id.dc(v2, PIT = FALSE) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbdc21 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbdc21, 20) # expect_equal(bbdc21$nboot, 10) # # bbdc22 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc22, 20) # expect_equal(bbdc22$nboot, 10) # # bbdc23 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc23, 20) # expect_equal(bbdc23$nboot, 10) # # bbdc24 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbdc24, 20) # expect_equal(bbdc24$nboot, 10) # # bbdc24 <- wild.boot(x2, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc24, 20) # expect_equal(bbdc24$nboot, 10) # # x3 <- id.dc(v3, PIT = FALSE) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbdc25 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbdc25, 20) # expect_equal(bbdc25$nboot, 10) # # bbdc26 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc26, 20) # expect_equal(bbdc26$nboot, 10) # # bbdc27 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc27, 20) # expect_equal(bbdc27$nboot, 10) # # bbdc28 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbdc28, 20) # expect_equal(bbdc28$nboot, 10) # # bbdc29 <- wild.boot(x3, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc29, 20) # expect_equal(bbdc29$nboot, 10) # # x4 <- id.dc(v4, PIT = FALSE) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbdc30 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbdc30, 20) # expect_equal(bbdc30$nboot, 10) # # bbdc31 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc31, 20) # expect_equal(bbdc31$nboot, 10) # # bbdc31 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc31, 20) # expect_equal(bbdc31$nboot, 10) # # bbdc32 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbdc32, 20) # expect_equal(bbdc32$nboot, 10) # # bbdc33 <- wild.boot(x4, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbdc33, 20) # expect_equal(bbdc33$nboot, 10) # # bbdc34 <- wild.boot(x4, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, # signcheck = FALSE, signrest = NULL) # expect_length(bbdc34, 20) # expect_equal(bbdc34$nboot, 10) # }) # # test_that("wild.boot returns valid object for id.cv", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC") # x1 <- id.cv(v1, SB = 59) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 1, signrest = signrest) # # expect_length(bbcv, 20) # expect_equal(bbcv$nboot, 10) # # bbcv1 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv1, 20) # expect_equal(bbcv1$nboot, 10) # # bbcv2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv2, 20) # expect_equal(bbcv2$nboot, 10) # # bbcv3 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv3, 20) # expect_equal(bbcv3$nboot, 10) # # v2 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "trend") # x2 <- id.cv(v2, SB = 59) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv4 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv4, 20) # expect_equal(bbcv4$nboot, 10) # # bbcv5 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv5, 20) # expect_equal(bbcv5$nboot, 10) # # bbcv6 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv6, 20) # expect_equal(bbcv6$nboot, 10) # # bbcv7 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv7, 20) # expect_equal(bbcv7$nboot, 10) # # v3 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "both") # x3 <- id.cv(v3, SB = 59) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv8 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv8, 20) # expect_equal(bbcv8$nboot, 10) # # bbcv9 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv9, 20) # expect_equal(bbcv9$nboot, 10) # # bbcv10 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv10, 20) # expect_equal(bbcv10$nboot, 10) # # bbcv11 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv11, 20) # expect_equal(bbcv11$nboot, 10) # # v4 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "none") # x4 <- id.cv(v4, SB = 59) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv12 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv12, 20) # expect_equal(bbcv12$nboot, 10) # # bbcv13 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv13, 20) # expect_equal(bbcv13$nboot, 10) # # bbcv14 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv14, 20) # expect_equal(bbcv14$nboot, 10) # # bbcv15 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv15, 20) # expect_equal(bbcv15$nboot, 10) # # restmat <- matrix(NA, 3,3) # restmat[1,c(2,3)] <- 0 # restmat[2,3] <- 0 # x1 <- id.cv(v1, SB = 59, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv18 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv18, 20) # expect_equal(bbcv18$nboot, 10) # # bbcv18 <- wild.boot(x1, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv18, 20) # expect_equal(bbcv18$nboot, 10) # # x2 <- id.cv(v2, SB = 59, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv18 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv18, 20) # expect_equal(bbcv18$nboot, 10) # # bbcv20 <- wild.boot(x2, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv20, 20) # expect_equal(bbcv20$nboot, 10) # # x3 <- id.cv(v3, SB = 59, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv20 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv20, 20) # expect_equal(bbcv20$nboot, 10) # # bbcv21 <- wild.boot(x3, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv21, 20) # expect_equal(bbcv21$nboot, 10) # # x4 <- id.cv(v4, SB = 59, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv22 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv22, 20) # expect_equal(bbcv22$nboot, 10) # # bbcv23 <- wild.boot(x4, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv23, 20) # expect_equal(bbcv23$nboot, 10) # # # With vector as input # SB <- rep(0, v1$obs) # SB[50:80] <- 1 # SB[100:110] <- 1 # # x1 <- id.cv(v1, SB = SB) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv24 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv24, 20) # expect_equal(bbcv24$nboot, 10) # # bbcv25 <- wild.boot(x1, design = "recursive", distr = "gaussian", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv25, 20) # expect_equal(bbcv25$nboot, 10) # # x2 <- id.cv(v2, SB = SB) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv26 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv26, 20) # expect_equal(bbcv26$nboot, 10) # # bbcv27 <- wild.boot(x2, design = "recursive", distr = "gaussian", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv27, 20) # expect_equal(bbcv27$nboot, 10) # # x3 <- id.cv(v3, SB = SB) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv28 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv28, 20) # expect_equal(bbcv28$nboot, 10) # # bbcv28 <- wild.boot(x3, design = "recursive", distr = "gaussian", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv28, 20) # expect_equal(bbcv28$nboot, 10) # # x4 <- id.cv(v4, SB = SB) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv29 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv29, 20) # expect_equal(bbcv29$nboot, 10) # # bbcv30 <- wild.boot(x4, design = "recursive", distr = "gaussian", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv30, 20) # expect_equal(bbcv30$nboot, 10) # # }) # # test_that("wild.boot returns valid object for id.cv with 3 vola regimes", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC") # x1 <- id.cv(v1, SB = 59, SB2 = 110) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 1, signrest = signrest) # # expect_length(bbcv, 20) # expect_equal(bbcv$nboot, 10) # # bbcv1 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv1, 20) # expect_equal(bbcv1$nboot, 10) # # bbcv2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv2, 20) # expect_equal(bbcv2$nboot, 10) # # bbcv3 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv3, 20) # expect_equal(bbcv3$nboot, 10) # # v2 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "trend") # x2 <- id.cv(v2, SB = 59, SB2 = 110) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv4 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv4, 20) # expect_equal(bbcv4$nboot, 10) # # bbcv5 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv5, 20) # expect_equal(bbcv5$nboot, 10) # # bbcv6 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv6, 20) # expect_equal(bbcv6$nboot, 10) # # bbcv7 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv7, 20) # expect_equal(bbcv7$nboot, 10) # # v3 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "both") # x3 <- id.cv(v3, SB = 59, SB2 = 110) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv8 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv8, 20) # expect_equal(bbcv8$nboot, 10) # # bbcv9 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv9, 20) # expect_equal(bbcv9$nboot, 10) # # bbcv10 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv10, 20) # expect_equal(bbcv10$nboot, 10) # # bbcv11 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv11, 20) # expect_equal(bbcv11$nboot, 10) # # v4 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "none") # x4 <- id.cv(v4, SB = 59, SB2 = 110) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv12 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv12, 20) # expect_equal(bbcv12$nboot, 10) # # bbcv13 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv13, 20) # expect_equal(bbcv13$nboot, 10) # # bbcv14 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv14, 20) # expect_equal(bbcv14$nboot, 10) # # bbcv15 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbcv15, 20) # expect_equal(bbcv15$nboot, 10) # # restmat <- matrix(NA, 3,3) # restmat[1,c(2,3)] <- 0 # restmat[2,3] <- 0 # x1 <- id.cv(v1, SB = 59, SB2 = 110, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv18 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv18, 20) # expect_equal(bbcv18$nboot, 10) # # bbcv18 <- wild.boot(x1, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv18, 20) # expect_equal(bbcv18$nboot, 10) # # x2 <- id.cv(v2, SB = 59, SB2=110, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv18 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv18, 20) # expect_equal(bbcv18$nboot, 10) # # bbcv20 <- wild.boot(x2, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv20, 20) # expect_equal(bbcv20$nboot, 10) # # x3 <- id.cv(v3, SB = 59, SB2 = 110, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv20 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv20, 20) # expect_equal(bbcv20$nboot, 10) # # bbcv21 <- wild.boot(x3, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv21, 20) # expect_equal(bbcv21$nboot, 10) # # x4 <- id.cv(v4, SB = 59, SB2 = 110, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbcv22 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbcv22, 20) # expect_equal(bbcv22$nboot, 10) # # bbcv23 <- wild.boot(x4, design = "recursive", distr = "mammen", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbcv23, 20) # expect_equal(bbcv23$nboot, 10) # }) # # test_that("wild.boot returns valid object for id.st", { # skip_on_cran() # set.seed(231) # v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" ) # x1 <- id.st(v1, c_fix = 80, gamma_fix = -1) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbst <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 1, signrest = signrest) # # expect_length(bbst, 20) # expect_equal(bbst$nboot, 10) # # bbst1 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbst1, 20) # expect_equal(bbst1$nboot, 10) # # bbst2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbst2, 20) # expect_equal(bbst2$nboot, 10) # # bbst3 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbst3, 20) # expect_equal(bbst3$nboot, 10) # # v2 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "trend") # x2 <- id.st(v2, c_fix = 80, gamma_fix = -1) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbst4 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbst4, 20) # expect_equal(bbst4$nboot, 10) # # bbst5 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbst5, 20) # expect_equal(bbst5$nboot, 10) # # bbst6 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbst6, 20) # expect_equal(bbst6$nboot, 10) # # bbst7 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbst7, 20) # expect_equal(bbst7$nboot, 10) # # v3 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "both") # x3 <- id.st(v3, c_fix = 80, gamma_fix = -1) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbst8 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbst8, 20) # expect_equal(bbst8$nboot, 10) # # bbst9 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbst9, 20) # expect_equal(bbst9$nboot, 10) # # bbst10 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbst10, 20) # expect_equal(bbst10$nboot, 10) # # bbst11 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbst11, 20) # expect_equal(bbst11$nboot, 10) # # v4 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "none") # x4 <- id.st(v4, c_fix = 80, gamma_fix = -1) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbst12 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbst12, 20) # expect_equal(bbst12$nboot, 10) # # bbst13 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbst13, 20) # expect_equal(bbst13$nboot, 10) # # bbst14 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbst14, 20) # expect_equal(bbst14$nboot, 10) # # bbst15 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbst15, 20) # expect_equal(bbst15$nboot, 10) # # restmat <- matrix(NA, 3,3) # restmat[1, c(2, 3)] <- 0 # restmat[2, 3] <- 0 # x1 <- id.st(v1, c_fix = 80, gamma_fix = -1, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbst18 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbst18, 20) # expect_equal(bbst18$nboot, 10) # # bbst18 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbst18, 20) # expect_equal(bbst18$nboot, 10) # # x2 <- id.st(v2, c_fix = 80, gamma_fix = -1, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbst18 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbst18, 20) # expect_equal(bbst18$nboot, 10) # # bbst20 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbst20, 20) # expect_equal(bbst20$nboot, 10) # # x3 <- id.st(v3, c_fix = 80, gamma_fix = -1, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbst20 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbst20, 20) # expect_equal(bbst20$nboot, 10) # # bbst21 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbst21, 20) # expect_equal(bbst21$nboot, 10) # # x4 <- id.st(v4, c_fix = 80, gamma_fix = -1, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbst22 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbst22, 20) # expect_equal(bbst22$nboot, 10) # # bbst23 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbst23, 20) # expect_equal(bbst23$nboot, 10) # }) # # test_that("wild.boot returns valid object for id.ngml", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" ) # x1 <- id.ngml(v1) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbngml <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbngml, 20) # expect_equal(bbngml$nboot, 10) # # bbngml1 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml1, 20) # expect_equal(bbngml1$nboot, 10) # # bbngml2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbngml2, 20) # expect_equal(bbngml2$nboot, 10) # # bbngml3 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml3, 20) # expect_equal(bbngml3$nboot, 10) # # v2 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "trend") # x2 <- id.ngml(v2) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbngml4 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbngml4, 20) # expect_equal(bbngml4$nboot, 10) # # bbngml5 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml5, 20) # expect_equal(bbngml5$nboot, 10) # # bbngml6 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbngml6, 20) # expect_equal(bbngml6$nboot, 10) # # bbngml7 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml7, 20) # expect_equal(bbngml7$nboot, 10) # # v3 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "both") # x3 <- id.ngml(v3) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbngml8 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbngml8, 20) # expect_equal(bbngml8$nboot, 10) # # bbngml9 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml9, 20) # expect_equal(bbngml9$nboot, 10) # # bbngml10 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbngml10, 20) # expect_equal(bbngml10$nboot, 10) # # bbngml11 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml11, 20) # expect_equal(bbngml11$nboot, 10) # # v4 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "none") # x4 <- id.ngml(v4) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbngml12 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbngml12, 20) # expect_equal(bbngml12$nboot, 10) # # bbngml13 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml13, 20) # expect_equal(bbngml13$nboot, 10) # # bbngml14 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbngml14, 20) # expect_equal(bbngml14$nboot, 10) # # bbngml15 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml15, 20) # expect_equal(bbngml15$nboot, 10) # # x1 <- id.ngml(v1, stage3 = TRUE) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbngml18 <- wild.boot(x1, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbngml18, 20) # expect_equal(bbngml18$nboot, 5) # # bbngml18 <- wild.boot(x1, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml18, 20) # expect_equal(bbngml18$nboot, 5) # # bbngml18 <- wild.boot(x1, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml18, 20) # expect_equal(bbngml18$nboot, 5) # # bbngml20 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbngml20, 20) # expect_equal(bbngml20$nboot, 5) # # bbngml20 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml20, 20) # expect_equal(bbngml20$nboot, 5) # # x2 <- id.ngml(v2, stage3 = TRUE) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbngml21 <- wild.boot(x2, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbngml21, 20) # expect_equal(bbngml21$nboot, 5) # # bbngml22 <- wild.boot(x2, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml22, 20) # expect_equal(bbngml22$nboot, 5) # # bbngml23 <- wild.boot(x2, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml23, 20) # expect_equal(bbngml23$nboot, 5) # # bbngml24 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbngml24, 20) # expect_equal(bbngml24$nboot, 5) # # bbngml25 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml25, 20) # expect_equal(bbngml25$nboot, 5) # # x3 <- id.ngml(v3, stage3 = TRUE) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbngml26 <- wild.boot(x3, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbngml26, 20) # expect_equal(bbngml26$nboot, 5) # # bbngml27 <- wild.boot(x3, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml27, 20) # expect_equal(bbngml27$nboot, 5) # # bbngml28 <- wild.boot(x3, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml28, 20) # expect_equal(bbngml28$nboot, 5) # # bbngml29 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbngml29, 20) # expect_equal(bbngml29$nboot, 5) # # bbngml30 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml30, 20) # expect_equal(bbngml30$nboot, 5) # # restmat <- matrix(NA, 3,3) # restmat[1, c(2, 3)] <- 0 # restmat[2, 3] <- 0 # # x1 <- id.ngml(v1, stage3 = F, restriction_matrix = restmat) # # bbngml31 <- wild.boot(x1, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml31, 20) # expect_equal(bbngml31$nboot, 5) # # bbngml32 <- wild.boot(x1, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml32, 20) # expect_equal(bbngml32$nboot, 5) # # bbngml33 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml33, 20) # expect_equal(bbngml33$nboot, 5) # # x2 <- id.ngml(v2, stage3 = F, restriction_matrix = restmat) # # bbngml34 <- wild.boot(x2, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml34, 20) # expect_equal(bbngml34$nboot, 5) # # bbngml35 <- wild.boot(x2, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml35, 20) # expect_equal(bbngml35$nboot, 5) # # bbngml36 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml36, 20) # expect_equal(bbngml36$nboot, 5) # # x3 <- id.ngml(v3, stage3 = F, restriction_matrix = restmat) # # bbngml37 <- wild.boot(x3, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml37, 20) # expect_equal(bbngml37$nboot, 5) # # bbngml38 <- wild.boot(x3, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml38, 20) # expect_equal(bbngml38$nboot, 5) # # bbngml39 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml39, 20) # expect_equal(bbngml39$nboot, 5) # # x4 <- id.ngml(v4, stage3 = F, restriction_matrix = restmat) # # bbngml40 <- wild.boot(x4, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml40, 20) # expect_equal(bbngml40$nboot, 5) # # bbngml41 <- wild.boot(x4, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml41, 20) # expect_equal(bbngml41$nboot, 5) # # bbngml42 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml42, 20) # expect_equal(bbngml42$nboot, 5) # # x1 <- id.ngml(v1, stage3 = T, restriction_matrix = restmat) # # bbngml43 <- wild.boot(x1, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml43, 20) # expect_equal(bbngml43$nboot, 5) # # bbngml44 <- wild.boot(x1, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml44, 20) # expect_equal(bbngml44$nboot, 5) # # bbngml45 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml45, 20) # expect_equal(bbngml45$nboot, 5) # # x2 <- id.ngml(v2, stage3 = T, restriction_matrix = restmat) # # bbngml46 <- wild.boot(x2, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml46, 20) # expect_equal(bbngml46$nboot, 5) # # bbngml47 <- wild.boot(x2, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml47, 20) # expect_equal(bbngml47$nboot, 5) # # bbngml48 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml48, 20) # expect_equal(bbngml48$nboot, 5) # # x3 <- id.ngml(v3, stage3 = T, restriction_matrix = restmat) # # bbngml49 <- wild.boot(x3, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml49, 20) # expect_equal(bbngml49$nboot, 5) # # bbngml50 <- wild.boot(x3, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml50, 20) # expect_equal(bbngml50$nboot, 5) # # bbngml51 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml51, 20) # expect_equal(bbngml51$nboot, 5) # # x4 <- id.ngml(v4, stage3 = T, restriction_matrix = restmat) # # bbngml52 <- wild.boot(x4, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml52, 20) # expect_equal(bbngml52$nboot, 5) # # bbngml53 <- wild.boot(x4, distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml53, 20) # expect_equal(bbngml53$nboot, 5) # # bbngml54 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 5, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbngml54, 20) # expect_equal(bbngml54$nboot, 5) # }) # # test_that("wild.boot returns valid object for id.garch", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" ) # x1 <- id.garch(v1) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbgarch <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbgarch, 20) # expect_equal(bbgarch$nboot, 10) # # bbgarch1 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbgarch1, 20) # expect_equal(bbgarch1$nboot, 10) # # bbgarch2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbgarch2, 20) # expect_equal(bbgarch2$nboot, 10) # # bbgarch3 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbgarch3, 20) # expect_equal(bbgarch3$nboot, 10) # # v2 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "trend") # x2 <- id.garch(v2) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbgarch4 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbgarch4, 20) # expect_equal(bbgarch4$nboot, 10) # # bbgarch5 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbgarch5, 20) # expect_equal(bbgarch5$nboot, 10) # # bbgarch6 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbgarch6, 20) # expect_equal(bbgarch6$nboot, 10) # # bbgarch7 <- wild.boot(x2, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbgarch7, 20) # expect_equal(bbgarch7$nboot, 10) # # v3 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "both") # x3 <- id.garch(v3) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbgarch8 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbgarch8, 20) # expect_equal(bbgarch8$nboot, 10) # # bbgarch9 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbgarch9, 20) # expect_equal(bbgarch9$nboot, 10) # # bbgarch10 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbgarch10, 20) # expect_equal(bbgarch10$nboot, 10) # # bbgarch11 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbgarch11, 20) # expect_equal(bbgarch11$nboot, 10) # # v4 <- vars::VAR(USA, lag.max = 10, ic = "AIC", type = "none") # x4 <- id.garch(v4) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbgarch12 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbgarch12, 20) # expect_equal(bbgarch12$nboot, 10) # # bbgarch13 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbgarch13, 20) # expect_equal(bbgarch13$nboot, 10) # # bbgarch14 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # expect_length(bbgarch14, 20) # expect_equal(bbgarch14$nboot, 10) # # bbgarch15 <- wild.boot(x4, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL) # expect_length(bbgarch15, 20) # expect_equal(bbgarch15$nboot, 10) # # restmat <- matrix(NA, 3,3) # restmat[1, c(2, 3)] <- 0 # restmat[2, 3] <- 0 # x1 <- id.garch(v1, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbgarch18 <- wild.boot(x1, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbgarch18, 20) # expect_equal(bbgarch18$nboot, 10) # # x2 <- id.garch(v2, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbgarch18 <- wild.boot(x2, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbgarch18, 20) # expect_equal(bbgarch18$nboot, 10) # # x3 <- id.garch(v3, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbgarch18 <- wild.boot(x3, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbgarch18, 20) # expect_equal(bbgarch18$nboot, 10) # # x4 <- id.garch(v4, restriction_matrix = restmat) # # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1)) # bbgarch20 <- wild.boot(x4, distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # # expect_length(bbgarch20, 20) # expect_equal(bbgarch20$nboot, 10) # })