tests/testthat/test-knn_forecast.R

In knnwtsim: K Nearest Neighbor Forecasting with a Tailored Similarity Metric

context("Tests that KNN functions return expected results")

test_that("NNreg returns average of correct k nearest neighbors", {
  v.test <- c(.5, 1, .3, .4, .7)
  k.test <- 3
  y.test <- c(1, 5, 30, 30, 2)

  # if v.test represents similarity the 1st, 2nd,
  # and 5th observations in y.test are neighbors
  y.hat.expected <- mean(c(1, 5, 2))

  expect_equal(NNreg(v = v.test, k.in2 = k.test, y.in2 = y.test), y.hat.expected)
})


test_that("knn.forecast returns expected estimates", {
  Sim.Mat.test <- matrix(c(
    1, .2, .3, .4, .5,
    .2, 1, .4, .3, .2,
    .3, .4, 1, .2, .5,
    .4, .3, .2, 1, .4,
    .5, .2, .5, .4, 1
  ), nrow = 5, ncol = 5, byrow = TRUE)
  k.test <- 2
  y.test <- c(1, 5, -4, 30, 40, 50)
  f.index.test <- c(4, 5)

  # Neighbors for index 4 should be index 1 & 2
  # Neighbors for index 5 should be index 1 & 3

  expected.forecast <- c(3, -1.5)

  expect_equal(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.test, y.in = y.test
  ), expected.forecast)
})



test_that("knn.forecast throws errors for bad y.in and f.index.in arguments", {
  Sim.Mat.test <- matrix(c(
    1, .2, .3, .4, .5,
    .2, 1, .4, .3, .2,
    .3, .4, 1, .2, .5,
    .4, .3, .2, 1, .4,
    .5, .2, .5, .4, 1
  ), nrow = 5, ncol = 5, byrow = TRUE)
  k.test <- 2
  y.test <- c(1, 5, -4, 30, 40, 50)
  f.index.test <- c(4, 5)

  f.index.ch <- c("a", "b")
  y.ch <- c("a", "b")

  y.mat <- matrix(y.test, nrow = 2, ncol = 3)
  f.index.mat <- matrix(f.index.test, nrow = 2, ncol = 1)


  # test for non-numeric f.index.in or y.in
  expect_error(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.ch,
    k.in = k.test, y.in = y.test
  ))

  expect_error(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.test, y.in = y.ch
  ))

  # test for non-vector f.index.in or y.in
  expect_error(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.test, y.in = y.mat
  ))

  expect_error(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.mat,
    k.in = k.test, y.in = y.test
  ))
})

test_that("knn.forecast throws errors for bad Sim.Mat.in arguments", {
  Sim.Mat.test <- matrix(c(
    1, .2, .3, .4, .5,
    .2, 1, .4, .3, .2,
    .3, .4, 1, .2, .5,
    .4, .3, .2, 1, .4,
    .5, .2, .5, .4, 1
  ), nrow = 5, ncol = 5, byrow = TRUE)
  k.test <- 2
  y.test <- c(1, 5, -4, 30, 40, 50)
  f.index.test <- c(4, 5)

  ch.mat <- matrix(as.character(Sim.Mat.test), nrow = 5, ncol = 5)
  Sim.vec <- as.vector(Sim.Mat.test)

  Sim.Mat.nosymmetric <- Sim.Mat.test
  Sim.Mat.nosymmetric[1, 2] <- 1



  # test for non-numeric Sim.Mat.in
  expect_error(knn.forecast(
    Sim.Mat.in = ch.mat, f.index.in = f.index.test,
    k.in = k.test, y.in = y.test
  ))


  # test for non-matrix Sim.Mat.in
  expect_error(knn.forecast(
    Sim.Mat.in = Sim.vec, f.index.in = f.index.test,
    k.in = k.test, y.in = y.test
  ))

  # test for non-symmetric Sim.Mat.in
  expect_error(knn.forecast(
    Sim.Mat.in = Sim.Mat.nosymmetric, f.index.in = f.index.test,
    k.in = k.test, y.in = y.test
  ))
})



test_that("knn.forecast throws errors or warnings for bad k.in arguments", {
  Sim.Mat.test <- matrix(c(
    1, .2, .3, .4, .5,
    .2, 1, .4, .3, .2,
    .3, .4, 1, .2, .5,
    .4, .3, .2, 1, .4,
    .5, .2, .5, .4, 1
  ), nrow = 5, ncol = 5, byrow = TRUE)
  k.test <- 2
  y.test <- c(1, 5, -4, 30, 40, 50)
  f.index.test <- c(4, 5)

  k.ch <- "a"
  k.too.long <- c(2, 2)
  k.not.int <- 2.3
  k.less.1 <- 0

  # test for non-numeric k.in
  expect_error(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.ch, y.in = y.test
  ))


  # test for too long k.in
  expect_error(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.too.long, y.in = y.test
  ))

  # test for non-integer k.in
  expect_warning(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.not.int, y.in = y.test
  ))

  # test for k.in < 1
  expect_error(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.less.1, y.in = y.test
  ))
})

test_that("knn.forecast throws warnings and forecasts correctly
  when Sim.Mat.in row count is greater than max forecast index", {
  Sim.Mat.test <- matrix(c(
    1, .2, .3, .4, .5,
    .2, 1, .4, .3, .2,
    .3, .4, 1, .2, .5,
    .4, .3, .2, 1, .4,
    .5, .2, .5, .4, 1
  ), nrow = 5, ncol = 5, byrow = TRUE)
  k.test <- 2
  y.test <- c(1, 5, -4, 30, 40, 50)
  f.index.test <- c(4)
  expected.forecast <- 3

  # test warning and correct forecast
  expect_warning(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.test, y.in = y.test
  ))

  expect_equal(suppressWarnings(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.test, y.in = y.test
  )), expected.forecast)
})


test_that("knn.forecast throws errors when there are less eligible
          neighbors than k.in", {
  Sim.Mat.test <- matrix(c(
    1, .2, .3, .4, .5,
    .2, 1, .4, .3, .2,
    .3, .4, 1, .2, .5,
    .4, .3, .2, 1, .4,
    .5, .2, .5, .4, 1
  ), nrow = 5, ncol = 5, byrow = TRUE)
  k.test <- 4
  y.test <- c(1, 5, -4, 30, 40, 50)
  f.index.test <- c(4, 5)


  expect_error(knn.forecast(
    Sim.Mat.in = Sim.Mat.test, f.index.in = f.index.test,
    k.in = k.test, y.in = y.test
  ))
})