tests/testthat/test.ECTSVR.R

In ECTSVR: Cointegration Based Support Vector Regression Model

library(testthat)
require(ECTSVR)

#taking data finland from the r library
data(finland)
#takaing the two cointegrated variables (4th and 3rd) from the data set
data_example <- finland[,4:3]
#application of ECTSVR model with radial basis kernel function of Epsilon support vector regression model
ECTSVR(data_example,"trace",0.8,2, "radial","eps-regression", verbose = FALSE)