Nothing
################################################################################
# #
# Test if results of dcs() with parallelization are correct #
# #
################################################################################
### Tests for kernel regression
# Not done on CRAN
context("Parallelization")
skip_on_cran()
skip_on_bioc()
test_that("kernel Regression for iid errors works", {
library(DCSmooth)
set.seed(123)
Y = y.norm1 + rnorm(101^2)
dcs_par = dcs(Y, set.options(type = "KR"), parallel = TRUE)
dcs_0 = dcs(Y, set.options(type = "KR"), parallel = FALSE)
expect_equal(dim(dcs_par$Y), c(101, 101))
expect_true(is.numeric(dcs_par$Y))
expect_equal(dim(dcs_par$M), c(101, 101))
expect_true(is.numeric(dcs_par$M))
expect_equal(dim(dcs_par$R), c(101, 101))
expect_true(is.numeric(dcs_par$R))
expect_true(dcs_par$var_est$stnry)
expect_equal(length(dcs_par$h), 2)
expect_true(is.numeric(dcs_par$h), 2)
expect_true(all(dcs_par$h > 0))
expect_equal(dcs_par$h, dcs_0$h)
})
skip_on_cran()
skip_on_bioc()
test_that("kernel Regression for sarma_sep errors works", {
library(DCSmooth)
set.seed(123)
ar = c(1, -0.3) %*% t(c(1, 0.2))
ma = c(1, 0.5) %*% t(c(1, -0.1))
model = list(ar = ar, ma = ma, sigma = 1)
Y = y.norm1 + sarma.sim(101, 101, model = model)$Y
dcs_par = dcs(Y, set.options(type = "KR", var_model = "sarma_sep"),
parallel = TRUE)
dcs_0 = dcs(Y, set.options(type = "KR", var_model = "sarma_sep"),
parallel = FALSE)
expect_equal(dim(dcs_par$Y), c(101, 101))
expect_true(is.numeric(dcs_par$Y))
expect_equal(dim(dcs_par$M), c(101, 101))
expect_true(is.numeric(dcs_par$M))
expect_equal(dim(dcs_par$R), c(101, 101))
expect_true(is.numeric(dcs_par$R))
expect_true(dcs_par$var_est$stnry)
expect_equal(length(dcs_par$h), 2)
expect_true(is.numeric(dcs_par$h), 2)
expect_true(all(dcs_par$h > 0))
expect_equal(dcs_par$h, dcs_0$h)
})
### Tests for local polynomial regression
skip_on_cran()
skip_on_bioc()
test_that("local polynomial regression for iid errors work", {
library(DCSmooth)
set.seed(123)
Y = y.norm1 + rnorm(101^2)
dcs_par = dcs(Y, set.options(type = "LP"), parallel = TRUE)
dcs_0 = dcs(Y, set.options(type = "LP"), parallel = FALSE)
expect_equal(dim(dcs_par$Y), c(101, 101))
expect_true(is.numeric(dcs_par$Y))
expect_equal(dim(dcs_par$M), c(101, 101))
expect_true(is.numeric(dcs_par$M))
expect_equal(dim(dcs_par$R), c(101, 101))
expect_true(is.numeric(dcs_par$R))
expect_true(dcs_par$var_est$stnry)
expect_equal(length(dcs_par$h), 2)
expect_true(is.numeric(dcs_par$h), 2)
expect_true(all(dcs_par$h > 0))
expect_equal(dcs_par$h, dcs_0$h)
})
skip_on_cran()
skip_on_bioc()
test_that("local polynomial regression for sarma_sep errors work", {
library(DCSmooth)
set.seed(123)
ar = c(1, -0.3) %*% t(c(1, 0.2))
ma = c(1, 0.5) %*% t(c(1, -0.1))
model = list(ar = ar, ma = ma, sigma = 1)
Y = y.norm1 + sarma.sim(101, 101, model = model)$Y
dcs_par = dcs(Y, set.options(type = "LP", var_model = "sarma_sep"),
parallel = TRUE)
dcs_0 = dcs(Y, set.options(type = "LP", var_model = "sarma_sep"),
parallel = FALSE)
expect_equal(dim(dcs_par$Y), c(101, 101))
expect_true(is.numeric(dcs_par$Y))
expect_equal(dim(dcs_par$M), c(101, 101))
expect_true(is.numeric(dcs_par$M))
expect_equal(dim(dcs_par$R), c(101, 101))
expect_true(is.numeric(dcs_par$R))
expect_true(dcs_par$var_est$stnry)
expect_equal(length(dcs_par$h), 2)
expect_true(is.numeric(dcs_par$h), 2)
expect_true(all(dcs_par$h > 0))
expect_equal(dcs_par$h, dcs_0$h)
})
### Derivatives
skip_on_cran()
skip_on_bioc()
test_that("derivatives are correctly estimated by KR", {
set.seed(123)
Y = y.norm1 + rnorm(101^2)
opt_1 = set.options(type = "KR", drv = c(1, 0),
kerns = c("MW_321", "MW_220"))
opt_2 = set.options(type = "KR", drv = c(1, 0),
kerns = c("MW_321", "MW_220"))
dcs_1 = dcs(Y, opt_1, parallel = TRUE)
dcs_2 = dcs(Y, opt_2, parallel = FALSE)
expect_equal(dcs_1$dcs_options$drv, c(1, 0))
expect_equal(dim(dcs_1$Y), c(101, 101))
expect_true(is.numeric(dcs_1$Y))
expect_equal(dim(dcs_1$M), c(101, 101))
expect_true(is.numeric(dcs_1$M))
expect_equal(dim(dcs_1$R), c(101, 101))
expect_true(is.numeric(dcs_1$R))
expect_equal(length(dcs_1$h), 2)
expect_true(is.numeric(dcs_1$h), 2)
expect_true(all(dcs_1$h > 0))
expect_equal(dcs_1$h, dcs_2$h)
})
skip_on_cran()
skip_on_bioc()
test_that("derivatives are correctly estimated by LP", {
set.seed(123)
Y = y.norm1 + rnorm(101^2)
opt_1 = set.options(type = "LP", drv = c(1, 0),
kerns = c("MW_321", "MW_220"))
opt_2 = set.options(type = "LP", drv = c(1, 0),
kerns = c("MW_321", "MW_220"))
dcs_1 = dcs(Y, opt_1, parallel = TRUE)
dcs_2 = dcs(Y, opt_2, parallel = FALSE)
expect_equal(dcs_1$dcs_options$drv, c(1, 0))
expect_equal(dim(dcs_1$Y), c(101, 101))
expect_true(is.numeric(dcs_1$Y))
expect_equal(dim(dcs_1$M), c(101, 101))
expect_true(is.numeric(dcs_1$M))
expect_equal(dim(dcs_1$R), c(101, 101))
expect_true(is.numeric(dcs_1$R))
expect_equal(length(dcs_1$h), 2)
expect_true(is.numeric(dcs_1$h), 2)
expect_true(all(dcs_1$h > 0))
expect_equal(dcs_1$h, dcs_2$h)
})
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