tests/testthat/test-marginal_settings.R

In portvine: Vine Based (Un)Conditional Portfolio Risk Measure Estimation

test_that("validity works", {
  expect_error(marginal_settings())
  expect_error(marginal_settings(1))
  expect_error(marginal_settings(
    train_size = 5,
    refit_size = 5
  ))
  expect_error(marginal_settings(
    train_size = 5.1,
    refit_size = 5
  ))
  expect_error(marginal_settings(
    train_size = -3,
    refit_size = -5
  ))
  expect_error(marginal_settings(
    train_size = 10,
    refit_size = 5,
    individual_spec = list(),
    default_spec = list()
  ))
  expect_error(marginal_settings(
    train_size = 10,
    refit_size = 5,
    individual_spec = list("ugarch")
  ))
  expect_error(marginal_settings(
    train_size = 10,
    refit_size = 5,
    individual_spec = list(default_garch_spec())
  ))
  expect_error(marginal_settings(
    train_size = 10,
    refit_size = 5,
    individual_spec =
      list(
        "a" = default_garch_spec(),
        default_garch_spec()
      )
  ))
  expect_error(marginal_settings(
    train_size = 10,
    refit_size = 5,
    individual_spec =
      list(
        "a" = default_garch_spec(),
        123
      )
  ))
})

test_that("basic functionality", {
  basic_marginal_settings <- marginal_settings(
    train_size = 10,
    refit_size = 5,
    individual_spec =
      list("a" = default_garch_spec(ma = 4))
  )
  expect_s4_class(basic_marginal_settings, "marginal_settings")
  expect_equal(basic_marginal_settings@train_size, 10)
  expect_equal(basic_marginal_settings@refit_size, 5)
  expect_s4_class(basic_marginal_settings@default_spec, "uGARCHspec")
  expect_equal(basic_marginal_settings@default_spec, default_garch_spec())
  expect_equal(
    basic_marginal_settings@individual_spec[["a"]],
    default_garch_spec(ma = 4)
  )
})