Nothing
require("dse")
Sys.info()
DSEversion()
data("eg1.DSE.data.diff", package="dse")
if (!is.TSdata(eg1.DSE.data.diff)) stop("Test data not found. Testing stopped.")
fuzz.small <- 1e-14
fuzz.large <- 1e-10
digits <- 18
all.ok <- TRUE
test.rng <- list(kind="Wichmann-Hill",seed=c(979,1479,1542),normal.kind="Box-Muller")
VARmodel <- estVARXar(eg1.DSE.data.diff, re.add.means=FALSE, warn=FALSE)
SSmodel <- toSS(VARmodel)
cat("dse test 9 ...\n")
z <- simulate(SSmodel, input=inputData(eg1.DSE.data.diff))
ok <- testEqual(z,simulate(SSmodel, rng=setRNG::getRNG(z),
input=inputData(eg1.DSE.data.diff)))
if (!ok) {all.ok <- FALSE ; cat(ok, "\n")}
ok <- testEqual(summary(z)$estimates,
summary(z)$estimates, fuzz=fuzz.small)
if (!ok) {all.ok <- FALSE ; cat(ok, "\n")}
cat("dse test 10...\n")
ok <- stability(SSmodel, verbose=FALSE)
if (!ok) {all.ok <- FALSE ; cat(ok, "\n")}
cat("dse test 11...\n")
scale.fac <- diag(1:3)
scale.fac[1,3] <-.5
scale.pred <- VARmodel$estimates$pred %*% t(scale.fac)
scale.fac <- list(output=scale.fac)
good <- scale.pred
tst <- l(scale(VARmodel$model, scale=scale.fac),
scale(eg1.DSE.data.diff, scale=scale.fac), warn=FALSE)$estimates$pred
error <- max(abs(good - tst))
cat("max. error ", max(error), "\n")
if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error)
{printTestValue(c(tst), digits=18)
all.ok <- FALSE
}
cat("dse test 12...\n")
good <- scale.pred
tst <- l(scale(SSmodel, scale=scale.fac),
scale(eg1.DSE.data.diff, scale=scale.fac))$estimates$pred
error <- max(abs(good - tst))
cat("max. error ", max(error), "\n")
if (any(is.na(error)) || any(is.nan(error)) || fuzz.small < error)
{printTestValue(c(tst), digits=18)
all.ok <- FALSE
}
cat("dse test 13...\n")
z <- eg1.DSE.data.diff
ok <- testEqual(z,
TSdata(output=outputData(combine(z,z), series=seq(nseriesOutput(z))),
input= inputData(combine(z,z), series=seq( nseriesInput(z)))))
if (!ok) {all.ok <- FALSE ; cat(ok, "\n")}
if (! all.ok) stop("some tests FAILED")
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