Nothing
context("Tests for ves() function")
Y <- ts(cbind(1000+0.5*c(1:100)+rnorm(100,0,10),
cbind(1000+1.5*c(1:100)+rnorm(100,0,10))),
frequency=12)
# Basic VES check
testModel <- suppressWarnings(vets(Y,"MMdM", silent=TRUE))
test_that("Test VETS(MMdM)", {
expect_match(testModel$model, "MMdM")
})
# Test VES with everything individual
test_that("Test VES with all individual", {
skip_on_cran()
testModel <- vets(Y,"MMdM", parameters="none", initials="none", components="none", silent=TRUE)
expect_equal(length(coefficients(testModel)), 34)
})
# Test VES with common seasonal and persistence
test_that("Test VETS with common seasonal and persistence", {
skip_on_cran()
testModel <- vets(Y,"MMdM", components=c("seasonal"), parameters=c("l","t","s"), silent=TRUE)
expect_equal(length(coefficients(testModel)), 20)
})
# Test VETS with common initials
test_that("Test VETS with common initials", {
skip_on_cran()
testModel <- vets(Y,"AAN", initials=c("l","t"), parameters="none", silent=TRUE)
expect_equal(length(coefficients(testModel)), 6)
})
# Test VETS with a trace cost function
test_that("Test VETS with a trace cost function", {
skip_on_cran()
testModel <- vets(Y,"AAN", loss="t", silent=TRUE)
expect_match(testModel$loss, "trace")
})
# Model selection in VETS
test_that("Model selection in VETS", {
skip_on_cran()
testModel <- vets(Y, "PPP", silent=TRUE)
expect_match(testModel$loss, "likelihood")
})
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