# tests for ICCF
context("DCF unit tests")
# check the difference matrix
test_that("matrix_tau returns a matrix of the right form", {
x <- seq(0,1,by=0.1)
matr <- matrix_tau(x, x+0.5)
expect_equal(mode(matr), "numeric")
expect_equal(length(dim(matr)), 2)
})
# Examples from Venables & Ripley
require(graphics)
tsf <- data.frame(t = time(fdeaths), y = fdeaths)
tsm <- data.frame(t = time(mdeaths), y = mdeaths)
tau <- seq(0, 1.5, by = 1/12)
tau <- c(-rev(tau), tau[-1])
# compute CCF using raw ICCF method (unnormalised)
ccf <- dcf(tsm, tsf, tau = tau)
acf <- dcf(tsm, tsm, tau = tau)
# compute CCF using DCF method
ccf <- dcf(tsm, tsf, tau = tau)
acf <- dcf(tsm, tsm, tau = tau)
test_that("dcf returns a list with tau and ccf columns", {
expect_equal(mode(ccf), "list")
expect_true(exists("tau", ccf))
expect_true(exists("ccf", ccf))
})
# NOTE: ACF computed with DCF doesn't always give ACF(0)=1.
test_that("DCF computed ACF[i] peaks at i=1.", {
expect_equal(which.max(acf$ccf), 19)
})
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