inst/tests/test-cvTool-repeated.R

In aalfons/cvTools: Cross-validation tools for regression models

context("cvTool - repeated CV")


## load packages
library("cvTools", quietly=TRUE)

## set seed for reproducibility
set.seed(1234)

## generate data for tests
n <- 20
x <- rnorm(n)
y <- x + rnorm(n)
x <- as.matrix(x)
xy <- data.frame(x, y)

## set up function call to lm() and lts()
lmCall <- call("lm", y~x)
ltsCall <- call("ltsReg", alpha=0.75)

## set up cross-validation folds
K <- 5
R <- 2
folds <- cvFolds(n, K, R)


## run tests

test_that("matrix of results has correct dimensions", {
        ## LS fit
        lmCV <- cvTool(lmCall, data=xy, y=xy$y, cost=rmspe, folds=folds)
        
        expect_is(lmCV, "matrix")
        expect_equal(dim(lmCV), c(R, 1))
        
        ## reweighted and raw LTS fits
        ltsCV <- cvTool(ltsCall, x=x, y=y, cost=rtmspe, folds=folds, 
            predictArgs=list(fit="both"))
        
        expect_is(ltsCV, "matrix")
        expect_equal(dim(ltsCV), c(R, 2))
    })

test_that("repeated CV ignores standard errors and returns matrix", {
        ## LS fit
        lmCV <- cvTool(lmCall, data=xy, y=xy$y, cost=rmspe, folds=folds, 
            costArgs=list(includeSE=TRUE))
        
        expect_is(lmCV, "matrix")
        expect_equal(dim(lmCV), c(R, 1))
        
        
        ## reweighted and raw LTS fits
        ltsCV <- cvTool(ltsCall, x=x, y=y, cost=rtmspe, folds=folds, 
            predictArgs=list(fit="both"), costArgs=list(includeSE=TRUE))
        
        expect_is(ltsCV, "matrix")
        expect_equal(dim(ltsCV), c(R, 2))
    })