-context("Check that getParamsDirs behaves as expected")
+context("Check that date <--> integer indexes conversions work")
-test_that("on input of sufficient size, beta is estimated accurately enough", {
- n = 100000
- d = 2
- K = 2
- Pr = c(0.5, 0.5)
+ts_data = system.file("testdata","ts_test.csv",package="talweg")
+exo_data = system.file("testdata","exo_test.csv",package="talweg")
+data0 <<- getData(ts_data, exo_data, input_tz="GMT", date_format="%Y-%m-%d %H:%M",
+ working_tz="GMT", predict_at=0, limit=Inf)
+data7 <<- getData(ts_data, exo_data, input_tz="GMT", date_format="%Y-%m-%d %H:%M",
+ working_tz="GMT", predict_at=7, limit=Inf)
- 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)]
+test_that("dateIndexToInteger",
+{
+ expect_identical( dateIndexToInteger("2007-01-01",data0), 1 )
+ expect_identical( dateIndexToInteger("2007-01-02",data0), 2 )
+ expect_identical( dateIndexToInteger("2007-02-01",data0), 32 )
+ expect_identical( dateIndexToInteger("2007-03-01",data0), 60 )
+ expect_identical( dateIndexToInteger("2007-05-31",data0), 151 )
- 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")
+ expect_identical( dateIndexToInteger("2007-01-01",data7), 1 )
+ expect_identical( dateIndexToInteger("2007-01-02",data7), 2 )
+ expect_identical( dateIndexToInteger("2007-02-01",data7), 32 )
+ expect_identical( dateIndexToInteger("2007-03-01",data7), 60 )
+ expect_identical( dateIndexToInteger("2007-05-31",data7), 151 )
+})
- #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")
+test_that("integerIndexToDate",
+{
+ expect_identical( integerIndexToDate( 1,data0), as.Date("2007-01-01") )
+ expect_identical( integerIndexToDate( 2,data0), as.Date("2007-01-02") )
+ expect_identical( integerIndexToDate( 32,data0), as.Date("2007-02-01") )
+ expect_identical( integerIndexToDate( 60,data0), as.Date("2007-03-01") )
+ expect_identical( integerIndexToDate(151,data0), as.Date("2007-05-31") )
- #NOTE: 0.5 is loose threshold, but values around 0.3 are expected...
- expect_that( diff_norm, is_less_than(0.5) )
- }
+ expect_identical( integerIndexToDate( 1,data7), as.Date("2007-01-01") )
+ expect_identical( integerIndexToDate( 2,data7), as.Date("2007-01-02") )
+ expect_identical( integerIndexToDate( 32,data7), as.Date("2007-02-01") )
+ expect_identical( integerIndexToDate( 60,data7), as.Date("2007-03-01") )
+ expect_identical( integerIndexToDate(151,data7), as.Date("2007-05-31") )
})
-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)
+test_that("dateIndexToInteger(integerIndexToDate) == Id",
+{
+ expect_identical( dateIndexToInteger(integerIndexToDate( 1,data0),data0), 1 )
+ expect_identical( dateIndexToInteger(integerIndexToDate( 1,data7),data7), 1 )
+ expect_identical( dateIndexToInteger(integerIndexToDate( 2,data0),data0), 2 )
+ expect_identical( dateIndexToInteger(integerIndexToDate( 2,data7),data7), 2 )
+ expect_identical( dateIndexToInteger(integerIndexToDate( 32,data0),data0), 32 )
+ expect_identical( dateIndexToInteger(integerIndexToDate( 32,data7),data7), 32 )
+ expect_identical( dateIndexToInteger(integerIndexToDate( 60,data0),data0), 60 )
+ expect_identical( dateIndexToInteger(integerIndexToDate( 60,data7),data7), 60 )
+ expect_identical( dateIndexToInteger(integerIndexToDate(151,data0),data0), 151 )
+ expect_identical( dateIndexToInteger(integerIndexToDate(151,data7),data7), 151 )
+})
+test_that("integerIndexToDate(dateIndexToInteger) == Id",
+{
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-01-01",data0),data0), as.Date("2007-01-01") )
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-01-01",data7),data7), as.Date("2007-01-01") )
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-01-02",data0),data0), as.Date("2007-01-02") )
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-01-02",data7),data7), as.Date("2007-01-02") )
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-02-01",data0),data0), as.Date("2007-02-01") )
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-02-01",data0),data0), as.Date("2007-02-01") )
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-03-01",data0),data0), as.Date("2007-03-01") )
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-03-01",data0),data0), as.Date("2007-03-01") )
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-05-31",data0),data0), as.Date("2007-05-31") )
+ expect_identical(
+ integerIndexToDate(dateIndexToInteger("2007-05-31",data0),data0), as.Date("2007-05-31") )
+})
projects / talweg.git / blobdiff