tests/get_quasi_cor_test.R

dates_vec = seq.Date(from = as.Date("2000-01-01"),
                     to = as.Date("2003-01-01"),
                     by = "year")

countries_vec = LETTERS[1:2]

test_df = expand.grid(dates_vec, countries_vec)

test_df$Value = c(1:4,4:1)

names(test_df)[1:2] = c("Date","Country")

test_df = get.quasi.cor(test_df)

expected_df = data.frame(Date = dates_vec,
                         CountryPair = rep("A-B",4),
                         Neg_Abs_Diff = c(-1.35,
                                          -0.15,
                                          -0.15,
                                          -1.35),
                         stringsAsFactors = FALSE)

testthat::expect_equivalent(test_df, expected_df)
MichaelGurkov/FinSynch documentation built on Oct. 30, 2019, 9:27 p.m.