library(sarimaTD)
context("initial transform")
################################################################################
## Tests for initial transformations
################################################################################
test_that("do_initial_transform/invert_initial_transform: transformation box-cox", {
## data all positive
y <- 1:10
gamma <- 0.5
bc_params <- car::powerTransform(y + gamma, family = "bcPower")
bc_params <- list(
lambda = bc_params$lambda,
gamma = gamma)
y_trans <- do_initial_transform(
y = y,
transformation = "box-cox",
bc_params = bc_params)
y_trans2 <- car::bcPower(
U = y + bc_params$gamma,
lambda = bc_params$lambda)
y_out <- invert_initial_transform(
y = y_trans,
transformation = "box-cox",
bc_params = bc_params)
expect_equal(y_trans, y_trans2)
expect_equal(y, y_out)
## data all non-negative
y <- 0:10
gamma <- 0.5
bc_params <- car::powerTransform(y + gamma, family = "bcPower")
bc_params <- list(
lambda = bc_params$lambda,
gamma = gamma)
y_trans <- do_initial_transform(
y = y,
transformation = "box-cox",
bc_params = bc_params)
y_trans2 <- car::bcPower(
U = y + bc_params$gamma,
lambda = bc_params$lambda)
y_out <- invert_initial_transform(
y = y_trans,
transformation = "box-cox",
bc_params = bc_params)
expect_equal(y_trans, y_trans2)
expect_equal(y, y_out)
})
test_that("do_initial_transform/invert_initial_transform: transformation log", {
## data all positive
y <- 1:10
y_trans <- do_initial_transform(
y = y,
transformation = "log")
y_trans2 <- log(y)
y_out <- invert_initial_transform(
y = y_trans,
transformation = "log")
expect_equal(y_trans, y_trans2)
expect_equal(y, y_out)
})
test_that("do_initial_transform/invert_initial_transform: transformation none", {
## data all positive
y <- 1:10
y_trans <- do_initial_transform(
y = y,
transformation = "none")
y_trans2 <- y
y_out <- invert_initial_transform(
y = y_trans,
transformation = "none")
expect_equal(y_trans, y_trans2)
expect_equal(y, y_out)
})
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