tests/testthat/test-cTMed-wald-ci-dot.R

In cTMed: Continuous-Time Mediation

## ---- test-cTMed-wald-ci-dot
lapply(
  X = 1,
  FUN = function(i,
                 text,
                 n,
                 tol) {
    message(text)
    testthat::test_that(
      paste(text, "t"),
      {
        testthat::skip_on_cran()
        x <- data.frame(
          x1 = rnorm(n = n),
          x2 = rnorm(n = n),
          x3 = rnorm(n = n)
        )
        x$y <- data.matrix(x) %*% c(.5, .25, 0) + rnorm(n = n)
        lm_obj <- stats::lm(
          formula = y ~ .,
          data = x
        )
        lm_ci <- confint(lm_obj)
        k <- ncol(x)
        student <- cTMed:::.CIWald(
          est = coef(lm_obj),
          se = sqrt(diag(vcov(lm_obj))),
          alpha = 0.05,
          z = FALSE,
          df = n - k,
          test = FALSE
        )
        z <- cTMed:::.CIWald(
          est = coef(lm_obj),
          se = sqrt(diag(vcov(lm_obj))),
          alpha = 0.05,
          z = TRUE,
          test = FALSE
        )
        testthat::expect_true(
          all(
            abs(
              lm_ci[, 1] - student[, 6]
            ) <= tol
          )
        )
        testthat::expect_true(
          all(
            abs(
              lm_ci[, 2] - student[, 7]
            ) <= tol
          )
        )
      }
    )
    testthat::test_that(
      paste(text, "z"),
      {
        testthat::skip_on_cran()
        x <- data.frame(
          x1 = rnorm(n = n),
          x2 = rnorm(n = n),
          x3 = rnorm(n = n)
        )
        x$y <- data.matrix(x) %*% c(.5, .25, 0) + rnorm(n = n)
        lm_obj <- stats::lm(
          formula = y ~ .,
          data = x
        )
        lm_ci <- confint(lm_obj)
        k <- ncol(x)
        student <- cTMed:::.CIWald(
          est = coef(lm_obj),
          se = sqrt(diag(vcov(lm_obj))),
          alpha = 0.05,
          z = FALSE,
          df = n - k,
          test = FALSE
        )
        z <- cTMed:::.CIWald(
          est = coef(lm_obj),
          se = sqrt(diag(vcov(lm_obj))),
          alpha = 0.05,
          z = TRUE,
          test = FALSE
        )
        testthat::expect_true(
          all(
            abs(
              lm_ci[, 1] - z[, 5]
            ) <= tol
          )
        )
        testthat::expect_true(
          all(
            abs(
              lm_ci[, 2] - z[, 6]
            ) <= tol
          )
        )
      }
    )
  },
  text = "test-cTMed-wald-ci-dot",
  n = 10^6,
  tol = 0.01
)