tests/testthat/test-mixAR_diag.R

In mixAR: Mixture Autoregressive Models

test_that("diagnostics for mixAR work",{
    
    prob <- c(0.5,0.5)
    sigma <- c(1, 5)
    arco <- list(c(-0.5, 0.5), 1)
    
    model <- new("MixARGaussian", prob = prob, scale = sigma, arcoef = arco)
    model2 <- new("MixARGaussian", prob = prob, scale = sigma, arcoef = list(-0.5, 1))
    
    y <- mixAR_sim(model, 400, init = c(0, 0))
    
    fit1 <- fit_mixAR(y, model)
    
    bic1 <- mixAR_BIC(y, model, fix=NULL, comp_loglik=TRUE, index=3:400)
    
    expect_equal(bic1, mixAR_BIC(y, model))
    
    mixAR_BIC(y, model, fix="shift")
    mixAR_BIC(y, model, index = 100:200) 
    mixAR_BIC(y, fit1)
    
    expect_output( BIC_comp(list(model, model2), y) )
    expect_output( BIC_comp(list(model, model2, fit1), y) )

    d <- tsdiag(model, y = y, ask = FALSE)
    d <- tsdiag(model, y = y, plot = 2, std.resid = TRUE)
    expect_output(print(d))
    expect_warning(tsdiag(model, y = y, plot = c(1, 10)),
                   "'plot' should be TRUE/FALSE or vector of positive integers <=")
    d <- tsdiag(model, y = y, plot = c(1,4), ask = FALSE)

    mixAR_diag(model, y = y, plot = 3)
    mixAR_diag(fit1, y = y, plot = 4)
})