# context("test-id_dc.R") # # test_that("id.dc 3-dims PIT = FALSE works", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" ) # x1 <- id.dc(v1) # # expect_equal(sum(round(x1$B, 4)), 2.8498) # # expect_equal(x1$K, 3) # expect_equal(x1$n, 169) # expect_equal(x1$PIT, FALSE) # expect_equal(x1$p, 6) # # expect_match(x1$method, "Distance covariances") # }) # # test_that("id.dc 3-dims PIT = TRUE works", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" ) # x1 <- id.dc(v1, PIT = TRUE) # # expect_equal(sum(round(x1$B, 4)), 2.5394) # # expect_equal(x1$K, 3) # expect_equal(x1$n, 169) # expect_equal(x1$PIT, TRUE) # expect_equal(x1$p, 6) # # expect_match(x1$method, "Distance covariances") # }) # # test_that("id.dc 3-dims PIT = TRUE works", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" ) # x1 <- id.dc(v1, PIT = TRUE) # # expect_equal(sum(round(x1$B, 4)), 2.5394) # # expect_equal(x1$K, 3) # expect_equal(x1$n, 169) # expect_equal(x1$PIT, TRUE) # expect_equal(x1$p, 6) # # expect_match(x1$method, "Distance covariances") # }) # # test_that("id.dc 2-dims PIT = FALSE works", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA[,-3], p = 3, ic = "AIC" ) # x1 <- id.dc(v1) # # expect_equal(sum(round(x1$B, 4)), 1.8296) # # expect_equal(x1$K, 2) # expect_equal(x1$n, 172) # expect_equal(x1$PIT, FALSE) # expect_equal(x1$p, 3) # # expect_match(x1$method, "Distance covariances") # }) # # test_that("id.dc 2-dims PIT = FALSE works with trend + constant", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA[,-3], p = 3, type = 'both' ) # x1 <- id.dc(v1) # # expect_equal(sum(round(x1$B, 4)), 1.8102) # # expect_equal(x1$K, 2) # expect_equal(x1$n, 172) # expect_equal(x1$PIT, FALSE) # expect_equal(x1$p, 3) # # expect_match(x1$method, "Distance covariances") # }) # # test_that("id.dc 2-dims PIT = FALSE works without deterministic term", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA[,-3], p = 3, type = 'none' ) # x1 <- id.dc(v1) # # expect_equal(sum(round(x1$B, 4)), 1.8441) # # expect_equal(x1$K, 2) # expect_equal(x1$n, 172) # expect_equal(x1$PIT, FALSE) # expect_equal(x1$p, 3) # # expect_match(x1$method, "Distance covariances") # }) # # test_that("id.dc 2-dims PIT = TRUE works", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA[,-3], p = 3, ic = "AIC" ) # x1 <- id.dc(v1, PIT = TRUE) # # expect_equal(sum(round(x1$B, 4)), 1.8734) # # expect_equal(x1$K, 2) # expect_equal(x1$n, 172) # expect_equal(x1$PIT, TRUE) # expect_equal(x1$p, 3) # # expect_match(x1$method, "Distance covariances") # }) # # test_that("restricted id.dc 3-dims PIT = FALSE 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) # # x1 <- id.dc(vRes) # # expect_equal(sum(round(x1$B, 4)), 3.4498) # # expect_equal(x1$K, 3) # expect_equal(x1$n, 172) # expect_equal(x1$PIT, FALSE) # expect_equal(x1$p, 3) # # expect_match(x1$method, "Distance covariances") # }) # # test_that("id.dc 3-dims PIT = FALSE works with restricted var and trend", { # skip_on_cran() # set.seed(23211) # v1 <- vars::VAR(USA, p = 3, type = "trend") # # 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) # # x1 <- id.dc(vRes) # # expect_equal(sum(round(x1$B, 4)), 3.6068) # # expect_equal(x1$K, 3) # expect_equal(x1$n, 172) # expect_equal(x1$PIT, FALSE) # expect_equal(x1$p, 3) # # expect_match(x1$method, "Distance covariances") # }) # # # test_that("id.dc 3-dims PIT = FALSE 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) # # x1 <- id.dc(vRes) # # expect_equal(sum(round(x1$B, 4)), 2.643) # # expect_equal(x1$K, 3) # expect_equal(x1$n, 172) # expect_equal(x1$PIT, FALSE) # expect_equal(x1$p, 3) # # expect_match(x1$method, "Distance covariances") # }) #