tests/testthat/test-id_chol.R

In svars: Data-Driven Identification of SVAR Models

context("test-id_chol.R")

test_that("id.chol 3-dims works", {
  skip_on_cran()
  set.seed(23211)
  v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" )
  x1 <- id.chol(v1)

  expect_equal(sum(round(x1$B, 4)), 2.8932)

  expect_equal(x1$K, 3)
  expect_equal(x1$n, 169)
  expect_equal(x1$p, 6)

  expect_match(x1$method, "Cholesky")
})

test_that("id.chol 3-dims works with alternative ordering with variable names", {
  skip_on_cran()
  set.seed(23211)
  v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" )
  x1 <- id.chol(v1, order_k =  c("pi", "x", "i"))

  v2 <- vars::VAR(USA[,c(2,1,3)], lag.max = 10, ic = "AIC" )
  x2 <- id.chol(v2)

  expect_equal(sum(round(x1$B, 4)), sum(round(x2$B, 4)), 2.9049)

  expect_equal(x1$K, 3)
  expect_equal(x1$n, 169)
  expect_equal(x1$p, 6)

  expect_match(x1$method, "Cholesky")
})

test_that("id.chol 3-dims works with alternative ordering with numbers", {
  skip_on_cran()
  set.seed(23211)
  v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" )
  x1 <- id.chol(v1, order_k =  c(2, 1, 3))

  v2 <- vars::VAR(USA[,c(2,1,3)], lag.max = 10, ic = "AIC" )
  x2 <- id.chol(v2)

  expect_equal(sum(round(x1$B, 4)), sum(round(x2$B, 4)), 2.9049)

  expect_equal(x1$K, 3)
  expect_equal(x1$n, 169)
  expect_equal(x1$p, 6)

  expect_match(x1$method, "Cholesky")
})