tests/testthat/test-rolling.R

In rsample: General Resampling Infrastructure

test_that("default param", {
  rs1 <- rolling_origin(dat1)
  sizes1 <- dim_rset(rs1)

  expect_true(all(sizes1$assessment == 1))
  expect_true(all(sizes1$analysis == 5:19))
  same_data <-
    purrr::map_lgl(rs1$splits, function(x) {
      all.equal(x$data, dat1)
    })
  expect_true(all(same_data))

  for (i in 1:nrow(rs1)) {
    expect_equal(
      rs1$splits[[i]]$in_id,
      1:(i + attr(rs1, "initial") - 1)
    )
    expect_equal(
      rs1$splits[[i]]$out_id,
      i + attr(rs1, "initial")
    )
  }
})

test_that("larger holdout", {
  rs2 <- rolling_origin(dat1, assess = 3)
  sizes2 <- dim_rset(rs2)

  expect_true(all(sizes2$assessment == 3))
  expect_true(all(sizes2$analysis == 5:17))

  for (i in 1:nrow(rs2)) {
    expect_equal(
      rs2$splits[[i]]$in_id,
      1:(i + attr(rs2, "initial") - 1)
    )
    expect_equal(
      rs2$splits[[i]]$out_id,
      (i + attr(rs2, "initial")):
      (i + attr(rs2, "initial") + attr(rs2, "assess") - 1)
    )
  }
})

test_that("fixed analysis size", {
  rs3 <- rolling_origin(dat1, cumulative = FALSE)
  sizes3 <- dim_rset(rs3)

  expect_true(all(sizes3$assessment == 1))
  expect_true(all(sizes3$analysis == 5))

  for (i in 1:nrow(rs3)) {
    expect_equal(
      rs3$splits[[i]]$in_id,
      i:(i + attr(rs3, "initial") - 1)
    )
    expect_equal(
      rs3$splits[[i]]$out_id,
      i + attr(rs3, "initial")
    )
  }
})


test_that("skipping", {
  rs4 <- rolling_origin(dat1, cumulative = FALSE, skip = 2)
  sizes4 <- dim_rset(rs4)

  expect_true(all(sizes4$assessment == 1))
  expect_true(all(sizes4$analysis == 5))

  for (i in 1:nrow(rs4)) {
    expect_equal(
      rs4$splits[[i]]$in_id,
      (i + attr(rs4, "skip") * (i - 1)):
      (i + attr(rs4, "skip") * (i - 1) + attr(rs4, "initial") - 1)
    )
    expect_equal(
      rs4$splits[[i]]$out_id,
      i + attr(rs4, "skip") * (i - 1) + attr(rs4, "initial")
    )
  }
})

test_that("lag", {
  rs5 <- rolling_origin(dat1, initial = 5, assess = 1, cumulative = FALSE, skip = 0, lag = 3)
  sizes5 <- dim_rset(rs5)

  expect_true(all(sizes5$assessment == attr(rs5, "assess") + attr(rs5, "lag")))
  expect_true(all(sizes5$analysis == attr(rs5, "initial")))

  for (i in 1:nrow(rs5)) {
    expect_equal(
      rs5$splits[[i]]$in_id,
      i:(i + attr(rs5, "initial") - 1)
    )
    expect_equal(
      rs5$splits[[i]]$out_id,
      (i + attr(rs5, "initial") - attr(rs5, "lag")):(i + attr(rs5, "initial") + attr(rs5, "assess") - 1)
    )
  }

  expect_error(rolling_origin(drinks, initial = 5, lag = 6)) # lag must be less than training observations
  expect_error(olling_origin(drinks, lag = 2.1)) # lag must be whole number
})

test_that("rsplit labels", {
  rs <- rolling_origin(dat1)
  all_labs <- purrr::map(rs$splits, labels) %>%
    list_rbind()
  original_id <- rs[, grepl("^id", names(rs))]
  expect_equal(all_labs, original_id)
})