Nothing
context("gmm")
skip_on_cran()
skip_if_not_installed("modeltests")
library(modeltests)
skip_if_not_installed("gmm")
library(gmm)
data(Finance)
r <- Finance[1:300, 1:10]
rm <- Finance[1:300, "rm"]
rf <- Finance[1:300, "rf"]
z <- as.matrix(r - rf)
t <- nrow(z)
zm <- rm - rf
h <- matrix(zm, t, 1)
fit <- gmm(z ~ zm, x = h)
test_that("gmm tidier arguments", {
check_arguments(tidy.gmm)
check_arguments(glance.gmm)
})
test_that("tidy.gmm", {
td <- tidy(fit)
td2 <- tidy(fit, conf.int = TRUE)
check_tidy_output(td)
check_tidy_output(td2)
})
test_that("glance.gmm", {
gl <- glance(fit)
check_glance_outputs(gl)
})
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