tests/testthat/test-varlse.R

In bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

# var_lm()-------------------------
test_that("Test for varlse class", {
  skip_on_cran()
  
  test_lag <- 3
  fit_test_var <- var_lm(etf_vix, test_lag)
  num_col <- ncol(etf_vix)
  num_row <- nrow(etf_vix)

  expect_s3_class(fit_test_var, "varlse")

  expect_equal(
    nrow(fit_test_var$coef),
    ifelse(fit_test_var$type == "none", fit_test_var$p * num_col, fit_test_var$p * num_col + 1)
  )

  expect_equal(
    fit_test_var$df,
    ifelse(fit_test_var$type == "none", fit_test_var$p * num_col, fit_test_var$p * num_col + 1)
  )

  expect_equal(
    nrow(fit_test_var$design),
    fit_test_var$obs
  )

  expect_equal(
    ncol(fit_test_var$y0),
    num_col
  )

  expect_equal(
    ncol(fit_test_var$coef),
    num_col
  )
})

test_that("Computation Methods", {
  skip_on_cran()
  
  test_lag <- 3
  fit_test_nor <- var_lm(etf_vix[, 1:3], test_lag)
  fit_test_llt <- var_lm(etf_vix[, 1:3], test_lag, method = "chol")
  fit_test_qr <- var_lm(etf_vix[, 1:3], test_lag, method = "qr")

  expect_equal(
    fit_test_nor$coefficients,
    fit_test_llt$coefficients
  )

  expect_equal(
    fit_test_nor$coefficients,
    fit_test_qr$coefficients
  )
})
#> Test passed 🌈