Nothing
test_that("dates are not lost", {
job <- with(stockprice[1:6, ], calc_rho(x = SP500, y = FTSE100, t = DateID, h = 20))
expect_true(inherits(job$t, "Date"))
})
test_that("order of time points do not alter the result", {
ordered <- with(stockprice[1:6, ], calc_rho(x = SP500, y = FTSE100, t = DateID, h = 20))
disorderd <- with(stockprice[6:1, ], calc_rho(x = SP500, y = FTSE100, t = DateID, h = 20))
reordered <- disorderd[6:1, ]
rownames(reordered) <- NULL
expect_equal(ordered, reordered)
})
test_that("correlations under `h = Inf` match time-invariant correlations", {
rho_inf <- unique(with(stockprice[1:6, ], calc_rho(x = SP500, y = FTSE100, t = DateID, h = Inf, kernel = "box"))$rho)
rho_inv <- cor(stockprice[1:6, "SP500"], stockprice[1:6, "FTSE100"])[[1]]
expect_equal(rho_inf, rho_inv)
})
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