Nothing
test_that("diagonal in-sample uncertainty is stable across core counts", {
skip_on_cran()
skip_if(
parallel::detectCores(logical = TRUE) < 2,
"Parallel regression check requires at least two cores."
)
data <- scpi_germany
unit.co <- setdiff(unique(data$country), "West Germany")
df <- scdata(
df = data,
id.var = "country",
time.var = "year",
outcome.var = "gdp",
period.pre = 1960:1990,
period.post = 1991:1997,
unit.tr = "West Germany",
unit.co = unit.co,
constant = FALSE,
cointegrated.data = TRUE
)
set.seed(8894)
serial <- scpi(
df,
sims = 1000,
w.constr = list(name = "simplex"),
cores = 1,
u.order = 1,
u.lags = 0,
u.sigma = "HC1",
u.missp = TRUE,
e.order = 1,
e.lags = 0,
e.method = "gaussian",
verbose = FALSE
)
set.seed(8894)
parallel <- scpi(
df,
sims = 1000,
w.constr = list(name = "simplex"),
cores = 2,
u.order = 1,
u.lags = 0,
u.sigma = "HC1",
u.missp = TRUE,
e.order = 1,
e.lags = 0,
e.method = "gaussian",
verbose = FALSE
)
serial.inf <- serial$inference.results
parallel.inf <- parallel$inference.results
expect_equal(
serial.inf$CI.in.sample,
parallel.inf$CI.in.sample,
tolerance = 1e-4
)
expect_equal(
serial.inf$CI.all.gaussian,
parallel.inf$CI.all.gaussian,
tolerance = 1e-4
)
expect_equal(
serial.inf$bounds$insample,
parallel.inf$bounds$insample,
tolerance = 1e-4
)
expect_equal(serial.inf$failed.sims, parallel.inf$failed.sims)
})
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