Nothing
if(!require("stats")) stop("this test requires stats.")
if(!require("EvalEst")) stop("this test requires EvalEst.")
if(!require("setRNG"))stop("this test requires setRNG.")
#x11()
outfile <- tempfile("lite.out", tmpdir = tempdir(), fileext = ".ps")
postscript(file=outfile, paper="letter", horizontal=FALSE, onefile=TRUE)
# width=6, height=8, pointsize=10,
Sys.info()
DSEversion()
random.number.test()
dse4.function.tests <- function(verbose=TRUE, synopsis=TRUE,
fuzz.small=1e-14, fuzz.large=1e-7, graphics=TRUE)
{max.error <- 0
data("eg1.DSE.data.diff", package="dse")
if (synopsis & !verbose) cat("All dse4 tests ...")
if (verbose) cat("dse4 test 1 ... ")
z <- stripMine(eg1.DSE.data.diff, essential.data=c(1,2),
estimation.methods=list(estVARXls=list(max.lag=3)))
ok <- is.forecastCovEstimatorsWRTdata.subsets(z)
all.ok <- ok
if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
if (verbose) cat("dse4 test 2 ... ")
z1 <- z$multi.model[[
selectForecastCov(z, select.cov.best=1, verbose=FALSE)$selection.index[2]]]
subdata <- TSdata(output=outputData(eg1.DSE.data.diff, series=1:3))
z2 <- estimateModels(subdata, estimation.sample =182, quiet = TRUE,
estimation.methods = list(estVARXls=list(max.lag=3)))
outputData(subdata) <- outputData(subdata)[1:182,,drop=FALSE]
# inputData(subdata) <- inputData(subdata) [1:182,,drop=FALSE] not in subdata
z3 <- estVARXls(subdata, max.lag=3)
# Had to add fuzz=1e-15 in next two, default =0 no longer worked April 2012
# with R-2.15.0 on 32 bit Ubunti (with new BLAS recently installed).
ok <- testEqual(z2$multi.model[[1]],z3$model, fuzz=1e-15)
ok <- ok & testEqual(z2$multi.model[[1]], z1, fuzz=1e-15)
all.ok <- all.ok & ok
if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
if (verbose) cat("dse4 test 3 ... ")
cat("skipping test 4 (requires stepwise).")
if (FALSE)
{
all.data <- TSdata(input=eg1.DSE.data.diff$output,
output=eg1.DSE.data.diff$input )
umodel <- build.input.models(all.data, max.lag=2)
umodel <- build.diagonal.model(umodel)
z <- TSdata(output=outputData(all.data),
input=inputData(all.data, series=1:2))
# previously ??input=inputData(extract(all.data, outputs=1, inputs=1:2)))
ymodel <- estVARXls(z, max.lag=3)$model
z <- ymodel$C
ymodel$C <- array(0, c(dim(z)[1:2], nseriesOutput(umodel)))
ymodel$C[1:(dim(z)[1]), 1:(dim(z)[2]), 1:(dim(z)[3])] <- z
sim.data <- genMineData(umodel, ymodel,
rng= list(kind="default",seed=c(21,46,16,12, 51, 2, 31, 8, 42, 60, 7, 3)) )
m.step <- mineStepwise(sim.data, method="backward", plot.=FALSE)
error <- max(abs(m.step$stepwise$rss[c(1,27)] -
c(5.65168201726030333e+01, 3.06441399376576440e+06)))
# previously c(47.537312899054931847, 4088283.2706551752053)))
ok <- fuzz.large > error
if (!ok) max.error <- max(error, max.error)
all.ok <- all.ok & ok
if (verbose) {if (ok) cat("ok\n") else cat("failed!\n") }
}
if (graphics)
{ok <- dse4.graphics.tests(verbose=verbose, pause=FALSE)
all.ok <- all.ok & ok
}
if (synopsis)
{if (verbose) cat("All dse4 tests completed")
if (all.ok) cat(" OK\n")
else
{cat(", some FAILED!")
if(max.error > fuzz.small)
cat(" max. error magnitude= ", max.error,")")
cat("\n")
}
}
if (all.ok) invisible(TRUE) else stop("FAILED")
}
dse4.graphics.tests <- function(verbose=TRUE, synopsis=TRUE)
{ if (synopsis & !verbose) cat("dse4 graphics tests ...")
if (verbose) cat(" dse4 graphics test 1 ...")
# If no device is active then write to postscript file
if ( dev.cur() == 1 )
{postscript(file="zot.postscript.test.ps",width=6,height=6,pointsize=10,
onefile=FALSE, print.it=FALSE, append=FALSE)
on.exit((function()
{dev.off(); synchronize(1); rm("zot.postscript.test.ps")})())
}
z <- stripMine(eg1.DSE.data.diff, essential.data=c(1,2),
estimation.methods=list(estVARXls=list(max.lag=3)))
zz <- tfplot(z)
if (verbose) cat("ok\n")
if (synopsis)
{if (verbose) cat("All dse4 graphics tests completed\n")
else cat("completed\n")
}
invisible(TRUE)
}
dse4.function.tests(verbose=TRUE, graphics=FALSE)
dse4.graphics.tests(verbose=TRUE) # test 3 needs stepwise
unlink(outfile)
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.