tests/testthat/test-tvregdiffr.R

In natbprice/tvdiff: Numerical differentiation of noisy, nonsmooth data

context("test-tvregdiffr")

# Load small demo data
data("smalldemodata")

# Unpack data
x <- smalldemodata$x
obs <- smalldemodata$obs
true <- smalldemodata$true
dydx_true <- rep(-1, length(x))
dydx_true[x > 0.5] <- 1
dx <- x[2] - x[1]

test_that("inputs", {
  expect_error(
    TVRegDiffR(
      data = obs,
      iter = 100,
      alph = 0.2,
      scale = "large",
      ep = 1e-6,
      dx = dx
    ),
    "Only small scale algorithm is implemented."
  )
  expect_error(
    TVRegDiffR(
      data = "string",
      iter = 100,
      alph = 0.2,
      scale = "small",
      ep = 1e-6,
      dx = dx
      ),
    "Input 'data' should be a numeric vector."
    )
  expect_error(
    TVRegDiffR(
      data = 1,
      iter = 100,
      alph = 0.2,
      scale = "small",
      ep = 1e-6,
      dx = 1
    ),
    "Input 'data' should be a numeric vector."
  )
  expect_error(
    TVRegDiffR(
      data = obs,
      iter = "string",
      alph = 0.2,
      scale = "small",
      ep = 1e-6,
      dx = 1
    ),
    "Input 'iter' should be a positive integer."
  )
  expect_error(
    TVRegDiffR(
      data = obs,
      iter = c(10,1),
      alph = 0.2,
      scale = "small",
      ep = 1e-6,
      dx = 1
    ),
    "Input 'iter' should be a positive integer."
  )
  expect_error(
    TVRegDiffR(
      data = obs,
      iter = 100,
      alph = "string",
      scale = "small",
      ep = 1e-6,
      dx = 1
    ),
    "Input 'alph' should be a positive number"
  )
  expect_error(
    TVRegDiffR(
      data = obs,
      iter = 100,
      alph = c(10,1),
      scale = "small",
      ep = 1e-6,
      dx = 1
    ),
    "Input 'alph' should be a positive number"
  )
  expect_error(
    TVRegDiffR(
      data = obs,
      iter = 100,
      alph = 0.2,
      scale = "small",
      ep = 1e-6,
      dx = diff(x)
    ),
    "Input 'dx' should be a number. Method assumes equal spacing."
  )
  expect_error(
    TVRegDiffR(
      data = obs,
      iter = 100,
      alph = 0.2,
      scale = "small",
      ep = 1e-6,
      plotflag = "yes"
    ),
    "Input 'plotflag' should be 0, 1, TRUE, or FALSE."
  )
  expect_error(
    TVRegDiffR(
      data = obs,
      iter = 100,
      alph = 0.2,
      scale = "small",
      ep = 1e-6,
      tol = -0.1
    ),
    "Input 'tol' should be a positive number."
  )
  expect_error(
    TVRegDiffR(
      data = obs,
      iter = 100,
      alph = 0.2,
      scale = "small",
      ep = 1e-6,
      maxit = "string"
    ),
    "Input 'maxit' should be a positive integer."
  )
})

dydx <- TVRegDiffR(
  data = obs,
  iter = 1e3,
  alph = 0.2,
  scale = "small",
  ep = 1e-6,
  dx = dx)

dydx_lb = rep(-1.1, length(x))
dydx_lb[x > 0.55] <- 0.9
dydx_ub = rep(-0.9, length(x))
dydx_ub[x > 0.45] <- 1.1

test_that("tvdiff", {
  expect_true(
    all(dydx[-1] <= dydx_ub)
  )
  expect_true(
    all(dydx[-1] >= dydx_lb)
  )
})