context("test-id_chol.R") test_that("id.chol 3-dims works", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" ) x1 <- id.chol(v1) expect_equal(sum(round(x1$B, 4)), 2.8932) expect_equal(x1$K, 3) expect_equal(x1$n, 169) expect_equal(x1$p, 6) expect_match(x1$method, "Cholesky") }) test_that("id.chol 3-dims works with alternative ordering with variable names", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" ) x1 <- id.chol(v1, order_k = c("pi", "x", "i")) v2 <- vars::VAR(USA[,c(2,1,3)], lag.max = 10, ic = "AIC" ) x2 <- id.chol(v2) expect_equal(sum(round(x1$B, 4)), sum(round(x2$B, 4)), 2.9049) expect_equal(x1$K, 3) expect_equal(x1$n, 169) expect_equal(x1$p, 6) expect_match(x1$method, "Cholesky") }) test_that("id.chol 3-dims works with alternative ordering with numbers", { skip_on_cran() set.seed(23211) v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" ) x1 <- id.chol(v1, order_k = c(2, 1, 3)) v2 <- vars::VAR(USA[,c(2,1,3)], lag.max = 10, ic = "AIC" ) x2 <- id.chol(v2) expect_equal(sum(round(x1$B, 4)), sum(round(x2$B, 4)), 2.9049) expect_equal(x1$K, 3) expect_equal(x1$n, 169) expect_equal(x1$p, 6) expect_match(x1$method, "Cholesky") })