tests/testthat/test-autodependence.R

In fChange: Functional Change Point Detection and Analysis

test_that("Symmetric Confirmation", {
  acv <- autocovariance(electricity, 0)
  aco <- autocorrelation(electricity, 0)

  expect_equal(acv, t(acv))
  expect_equal(aco, t(aco))
  expect_equal(
    round(diag(aco), 7),
    c(
      0.8847832, 0.8831488, 0.8893171, 0.8978068, 0.8821414,
      0.8605953, 0.9524064, 1.0406137, 1.1376170, 1.1286609,
      1.0840598, 1.0939983, 1.0963860, 1.1010148, 1.0733718,
      1.0808826, 1.1329568, 1.1108067, 1.0396160, 1.0130921,
      0.9859969, 0.8569262, 0.8123149, 0.8077560
    )
  )
})

test_that("Some autocorrelation on electricity", {
  aco <- autocorrelation(electricity, 0)
  aco1 <- autocorrelation(electricity, 1)

  expect_equal(
    round(diag(aco), 7),
    c(
      0.8847832, 0.8831488, 0.8893171, 0.8978068, 0.8821414,
      0.8605953, 0.9524064, 1.0406137, 1.1376170, 1.1286609,
      1.0840598, 1.0939983, 1.0963860, 1.1010148, 1.0733718,
      1.0808826, 1.1329568, 1.1108067, 1.0396160, 1.0130921,
      0.9859969, 0.8569262, 0.8123149, 0.8077560
    )
  )
  expect_equal(
    round(diag(aco1), 7),
    c(
      0.6283851, 0.6354570, 0.6416834, 0.6605441, 0.6517430,
      0.6430812, 0.7043002, 0.6972579, 0.7445781, 0.6944436,
      0.7423818, 0.7947165, 0.7950447, 0.8375397, 0.8159054,
      0.8189858, 0.8597472, 0.8248445, 0.7173009, 0.5845091,
      0.5641858, 0.5248945, 0.6026876, 0.6147604
    )
  )
})

test_that("Lengths and Sizes", {
  acv <- autocovariance(electricity, 0)
  acv1 <- autocovariance(electricity, 0:1)
  aco <- autocorrelation(electricity, 0)
  aco1 <- autocorrelation(electricity, 0:1)

  expect_equal(dim(acv), c(nrow(electricity), nrow(electricity)))
  expect_equal(length(acv), nrow(electricity)^2)

  expect_equal(dim(acv1), NULL)
  expect_equal(length(acv1), 2)


  expect_equal(dim(aco), c(nrow(electricity), nrow(electricity)))
  expect_equal(length(aco), nrow(electricity)^2)

  expect_equal(dim(aco1), NULL)
  expect_equal(length(aco1), 2)
})