TODO: tests, reports

[talweg.git] / pkg / tests / testthat / test.dateIndexToInteger.R

diff --git a/pkg/tests/testthat/test.dateIndexToInteger.R b/pkg/tests/testthat/test.dateIndexToInteger.R
new file mode 100644 (file)
index 0000000..fb4c8e4
--- /dev/null
+++ b/pkg/tests/testthat/test.dateIndexToInteger.R
@@ -0,0 +1,69 @@
+context("Check that getParamsDirs behaves as expected")
+
+test_that("on input of sufficient size, beta is estimated accurately enough", {
+       n = 100000
+       d = 2
+       K = 2
+       Pr = c(0.5, 0.5)
+
+       betas_ref = array( c(1,0,0,1 , 1,-2,3,1), dim=c(2,2,2) )
+       for (i in 1:(dim(betas_ref)[3]))
+       {
+               beta_ref = betas_ref[,,i]
+               #all parameters are supposed to be of norm 1: thus, normalize beta_ref
+               norm2 = sqrt(colSums(beta_ref^2))
+               beta_ref = beta_ref / norm2[col(beta_ref)]
+
+               io = generateSampleIO(n, d, K, Pr, beta_ref)
+               beta = getParamsDirs(io$X, io$Y, K)
+               betas = .labelSwitchingAlign(
+                       array( c(beta_ref,beta), dim=c(d,K,2) ), compare_to="first", ls_mode="exact")
+
+               #Some traces: 0 is not well estimated, but others are OK
+               cat("\n\nReference parameter matrix:\n")
+               print(beta_ref)
+               cat("Estimated parameter matrix:\n")
+               print(betas[,,2])
+               cat("Difference norm (Matrix norm ||.||_1, max. abs. sum on a column)\n")
+               diff_norm = norm(beta_ref - betas[,,2])
+               cat(diff_norm,"\n")
+
+               #NOTE: 0.5 is loose threshold, but values around 0.3 are expected...
+               expect_that( diff_norm, is_less_than(0.5) )
+       }
+})
+dateIndexToInteger = function(index, data)
+{
+       index = index[1]
+       if (is.numeric(index))
+               index = as.integer(index)
+       if (is.integer(index))
+               return (index)
+       if (inherits(index, "Date") || is.character(index))
+       {
+               tryCatch(dt <- as.POSIXct(index), error=function(e) stop("Unrecognized index format"))
+               #TODO: tz arg to difftime ?
+               integerIndex <- round( (as.numeric( difftime(dt, data$getTime(1)) ))[1] ) + 1
+               if (integerIndex > 0 && integerIndex <= data$getSize())
+               {
+                       #WARNING: if series start at date >0h, result must be shifted
+                       date1 = as.POSIXlt(data$getTime(1)[1])
+                       date2 = as.POSIXlt(data$getTime(2)[1])
+                       shift = (date1$year==date2$year && date1$mon==date2$mon && date1$mday==date2$mday)
+                       return (integerIndex + ifelse(shift,1,0))
+               }
+               stop("Date outside data range")
+       }
+       stop("Unrecognized index format")
+}
+
+#' @title integerIndexToDate
+#'
+#' @description Transform an integer index to date index (relative to data)
+#'
+#' @param index Date (or integer) index
+#' @param data Object of class \code{Data}
+#'
+#' @export
+integerIndexToDate = function(index, data)
+