tests/testthat/helper-data.R

In roll: Rolling and Expanding Statistics

set.seed(5640)
n_vars <- 5
n_obs <- 15 # 15 # 1500
n_size <- n_obs * n_vars
lambda <- 0.9 # 0.9 # 1 / 0.9
dates <- rev(seq(Sys.Date(), length.out = n_obs, by = "-1 day"))

# test arguments
test_p <- c(0, 0.25, 0.5, 0.75, 1)
test_width <- c(1, 5, 10, 15)
test_intercept <- c(TRUE, FALSE)
test_center <- c(TRUE, FALSE)
test_scale <- c(TRUE, FALSE)
test_min_obs <- c(1, 5, 10, 15)
test_complete_obs <- c(TRUE, FALSE)
test_na_restore <- c(TRUE, FALSE)
test_online <- c(TRUE, FALSE)

# test data
test_ls <- list("deterministic matrix with 0's" =
                  matrix(rep(0:(n_vars - 1) / 1000, each = n_obs / n_vars),
                         nrow = n_obs, ncol = n_vars),
                
                "random matrix with 0's" =
                  matrix(sample(c(0, rnorm(n_size - 1)), n_size, replace = TRUE,
                                prob = rep(1 / n_size, n_size)),
                         nrow = n_obs, ncol = n_vars),
                
                "random matrix with 0's and NA's" =
                  matrix(sample(c(NA, 0, rnorm(n_size - 2)), n_size, replace = TRUE,
                                prob = c(1 / n_vars, rep(1 / n_size, n_size - 1))),
                         nrow = n_obs, ncol = n_vars))

if (requireNamespace("zoo", quietly = TRUE)) {
  test_ls[1:2] <- lapply(test_ls[1:2], function(x) zoo::zoo(x, dates))
}

test_ls[1:2] <- lapply(test_ls[1:2], setNames, paste0("x", rep(1:n_vars)))

# test_ls[1:2] <- lapply(test_ls[1:2], function(x) {
#   
#   colnames(x) <- paste0("x", rep(1:n_vars))
#   
#   return(x)
#   
# })