Nothing
test_that("Mean Absolute Scaled Error", {
ex_dat <- generate_numeric_test_data()
truth <- ex_dat$obs
pred <- ex_dat$pred
truth_lag <- dplyr::lag(truth, 1L)
naive_error <- truth - truth_lag
mae_denom <- mean(abs(naive_error)[-1])
scaled_error <- (truth - pred) / mae_denom
known_mase <- mean(abs(scaled_error))
m <- 2
truth_lag <- dplyr::lag(truth, m)
naive_error <- truth - truth_lag
mae_denom <- mean(abs(naive_error)[-c(1, 2)])
scaled_error <- (truth - pred) / mae_denom
known_mase_with_m <- mean(abs(scaled_error))
mae_train <- .5
mae_denom <- mae_train
scaled_error <- (truth - pred) / mae_denom
known_mase_with_mae_train <- mean(abs(scaled_error))
expect_equal(
mase(ex_dat, obs, pred)[[".estimate"]],
known_mase
)
expect_equal(
mase(ex_dat, obs, pred, m = 2)[[".estimate"]],
known_mase_with_m
)
expect_equal(
mase(ex_dat, obs, pred, mae_train = mae_train)[[".estimate"]],
known_mase_with_mae_train
)
expect_snapshot(
error = TRUE,
mase_vec(truth, pred, m = "x")
)
expect_snapshot(
error = TRUE,
mase_vec(truth, pred, m = -1)
)
expect_snapshot(
error = TRUE,
mase_vec(truth, pred, m = 1.5)
)
expect_snapshot(
error = TRUE,
mase_vec(truth, pred, mae_train = -1)
)
expect_snapshot(
error = TRUE,
mase_vec(truth, pred, mae_train = "x")
)
})
test_that("Weighted results are working", {
truth <- c(1, 2, 3)
estimate <- c(2, 4, 3)
weights <- c(1, 2, 1)
expect_identical(
mase_vec(truth, estimate, case_weights = weights),
5 / 4
)
})
test_that("works with hardhat case weights", {
solubility_test$weights <- floor(read_weights_solubility_test())
df <- solubility_test
imp_wgt <- hardhat::importance_weights(df$weights)
freq_wgt <- hardhat::frequency_weights(df$weights)
expect_no_error(
mape_vec(df$solubility, df$prediction, case_weights = imp_wgt)
)
expect_no_error(
mape_vec(df$solubility, df$prediction, case_weights = freq_wgt)
)
})
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