test_that("glmm regression works", { library(dplyr) df_reg <- tidyfit::Factor_Industry_Returns m_reg <- m("glmm", Return ~ `Mkt-RF` + `Mkt-RF` | Industry, df_reg) expect_equal(nrow(coef(m_reg)), 11) expect_equal(nrow(predict(m_reg, df_reg[1:10,])), 10) expect_equal(nrow(fitted(m_reg)), 7080) expect_equal(nrow(resid(m_reg)), 7080) expect_equal(nrow(predict(m_reg, df_reg %>% select(-Return))), 7080) }) test_that("glm classification works", { library(dplyr) df_reg <- tidyfit::Factor_Industry_Returns df_reg$Return <- ifelse(df_reg$Return > 0, 1, 0) m_reg <- classify(df_reg, Return ~ CMA + CMA | Industry, m("glmm")) expect_equal(nrow(coef(m_reg)), 11) expect_equal(nrow(predict(m_reg, df_reg[1:10,])), 10) expect_equal(nrow(fitted(m_reg)), 7080) expect_equal(nrow(predict(m_reg, df_reg %>% select(-Return))), 7080) })