pkg/tests/testthat/test.dateIndexToInteger.R

   1 context("Check that getParamsDirs behaves as expected")
   2
   3 test_that("on input of sufficient size, beta is estimated accurately enough", {
   4     n = 100000
   5     d = 2
   6     K = 2
   7     Pr = c(0.5, 0.5)
   8
   9     betas_ref = array( c(1,0,0,1 , 1,-2,3,1), dim=c(2,2,2) )
  10     for (i in 1:(dim(betas_ref)[3]))
  11     {
  12         beta_ref = betas_ref[,,i]
  13         #all parameters are supposed to be of norm 1: thus, normalize beta_ref
  14         norm2 = sqrt(colSums(beta_ref^2))
  15         beta_ref = beta_ref / norm2[col(beta_ref)]
  16
  17         io = generateSampleIO(n, d, K, Pr, beta_ref)
  18         beta = getParamsDirs(io$X, io$Y, K)
  19         betas = .labelSwitchingAlign(
  20             array( c(beta_ref,beta), dim=c(d,K,2) ), compare_to="first", ls_mode="exact")
  21
  22         #Some traces: 0 is not well estimated, but others are OK
  23         cat("\n\nReference parameter matrix:\n")
  24         print(beta_ref)
  25         cat("Estimated parameter matrix:\n")
  26         print(betas[,,2])
  27         cat("Difference norm (Matrix norm ||.||_1, max. abs. sum on a column)\n")
  28         diff_norm = norm(beta_ref - betas[,,2])
  29         cat(diff_norm,"\n")
  30
  31         #NOTE: 0.5 is loose threshold, but values around 0.3 are expected...
  32         expect_that( diff_norm, is_less_than(0.5) )
  33     }
  34 })
  35 dateIndexToInteger = function(index, data)
  36 {
  37     index = index[1]
  38     if (is.numeric(index))
  39         index = as.integer(index)
  40     if (is.integer(index))
  41         return (index)
  42     if (inherits(index, "Date") || is.character(index))
  43     {
  44         tryCatch(dt <- as.POSIXct(index), error=function(e) stop("Unrecognized index format"))
  45         #TODO: tz arg to difftime ?
  46         integerIndex <- round( (as.numeric( difftime(dt, data$getTime(1)) ))[1] ) + 1
  47         if (integerIndex > 0 && integerIndex <= data$getSize())
  48         {
  49             #WARNING: if series start at date >0h, result must be shifted
  50             date1 = as.POSIXlt(data$getTime(1)[1])
  51             date2 = as.POSIXlt(data$getTime(2)[1])
  52             shift = (date1$year==date2$year && date1$mon==date2$mon && date1$mday==date2$mday)
  53             return (integerIndex + ifelse(shift,1,0))
  54         }
  55         stop("Date outside data range")
  56     }
  57     stop("Unrecognized index format")
  58 }
  59
  60 #' @title integerIndexToDate
  61 #'
  62 #' @description Transform an integer index to date index (relative to data)
  63 #'
  64 #' @param index Date (or integer) index
  65 #' @param data Object of class \code{Data}
  66 #'
  67 #' @export
  68 integerIndexToDate = function(index, data)
  69