[Eventstudies-commits] r88 - in pkg: . inst inst/tests tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jul 16 12:33:54 CEST 2013
Author: chiraganand
Date: 2013-07-16 12:33:53 +0200 (Tue, 16 Jul 2013)
New Revision: 88
Added:
pkg/inst/tests/
pkg/inst/tests/test_AMM.R
pkg/inst/tests/test_eventstudy.R
pkg/inst/tests/test_inr_inference.R
pkg/tests/test-all.R
Removed:
pkg/tests/test_AMM.R
pkg/tests/test_eventstudy.R
pkg/tests/test_inr_inference.R
pkg/tests/unit_tests.R
Modified:
pkg/DESCRIPTION
Log:
Removed RUnit test cases, using testthat now. All tests running now.
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2013-07-16 08:10:16 UTC (rev 87)
+++ pkg/DESCRIPTION 2013-07-16 10:33:53 UTC (rev 88)
@@ -4,7 +4,7 @@
Version: 1.1
Author: Ajay Shah, Vimal Balasubramaniam, Vikram Bahure
Maintainer: Vikram Bahure <economics.vikram at gmail.com>
-Depends: R (>= 2.12.0), zoo, xts, boot
+Depends: R (>= 2.12.0), zoo, xts, boot, testthat (<= 0.7.1)
Description: Implementation of short and long term event study methodology
License: GPL-2
LazyLoad: yes
Copied: pkg/inst/tests/test_AMM.R (from rev 86, pkg/tests/test_AMM.R)
===================================================================
--- pkg/inst/tests/test_AMM.R (rev 0)
+++ pkg/inst/tests/test_AMM.R 2013-07-16 10:33:53 UTC (rev 88)
@@ -0,0 +1,127 @@
+context("Models")
+
+test_that("test.AMM", {
+ library(sandwich)
+
+ load(system.file("data", "firmExposures.rda", package = "eventstudies"))
+
+ rj <- firmExposures$Company_A
+ rM1 <- firmExposures$NIFTY_INDEX
+ rM2 <- firmExposures$usdinr
+ rM3 <- firmExposures$baa
+
+ cat("Doing Testcase P2:\n")
+ X <- makeX(rM1, others=rM2,
+ switch.to.innov=FALSE, rM1purge=FALSE, verbose=FALSE)
+ a <- firmExposures(rj, X, nlags=0, verbose=FALSE)
+ expect_that(c(a$exposures, a$s.exposures),
+ equals(structure(c(0.716160223601197,-0.673093436292401,
+ 0.152101606133946,1.02143820457251),
+ .Names = c("rM1", "z", "rM1", "z")), tolerance=1e-1))
+
+ cat("Doing Testcase P3:\n")
+ X <- makeX(rM1, others=rM2,
+ switch.to.innov=TRUE, rM1purge=FALSE, verbose=FALSE)
+ a <- firmExposures(rj, X, nlags=0, verbose=FALSE)
+ expect_that(c(a$exposures, a$s.exposures),
+ equals(structure(c(0.716160223601197,-0.673093436292401,
+ 0.152100337597009,1.02146106755333),
+ .Names = c("rM1", "z", "rM1", "z")), tolerance=1e-1))
+
+ cat("Doing Testcase P4:\n")
+ a <- firmExposures(rj, X, nlags=1, verbose=FALSE)
+ expect_that(c(a$exposures, a$s.exposures),
+ equals(structure(c( 0.736264286484902, -1.450805,
+ 0.177929844631439, 1.646730),
+ .Names = c("rM1","z", "rM1", "z")),tolerance=1e-1))
+
+
+ cat("Doing Testcase P5:\n")
+ X <- makeX(rM1, others=rM2,
+ switch.to.innov=TRUE, rM1purge=TRUE, nlags=1, verbose=FALSE)
+ a <- firmExposures(rj, X, nlags=1, verbose=FALSE)
+ expect_that(c(a$exposures, a$s.exposures),
+ equals(structure(c(0.7365566,-2.340171,
+ 0.1653025, 1.1436666),
+ .Names = c("rM1", "z", "rM1", "z")),tolerance=1e-1))
+
+ cat("Doing Testcase P6:\n")
+ X <- makeX(rM1, others=cbind(rM2, rM3),
+ switch.to.innov=c(FALSE, FALSE), rM1purge=FALSE, verbose=FALSE)
+ a <- firmExposures(rj, X, nlags=0, verbose=FALSE)
+ expect_that(c(a$exposures, a$s.exposures),
+ equals(structure(c(0.7230599,-0.7642377,
+ 0.207374104922771,0.173380799334299,
+ 1.01806122963342,0.467821650129292),
+ .Names = c("rM1", "rM2", "rM3", "rM1", "rM2", "rM3")),tolerance=1e-1))
+
+ cat("Doing Testcase P7:\n")
+ X <- makeX(rM1, others=cbind(rM2, rM3),
+ switch.to.innov=c(TRUE, TRUE), rM1purge=TRUE, nlags=1, verbose=FALSE)
+ a <- firmExposures(rj, X, nlags=1, verbose=FALSE)
+ expect_that(c(a$exposures, a$s.exposures),
+ equals(structure(c(0.7482719,-1.9468851,-0.4802211,
+ 0.1740678,1.2455112,0.6146619),
+ .Names = c("rM1", "rM2", "rM3", "rM1", "rM2", "rM3")),tolerance=1e-1))
+
+################################################################################
+ # #
+ # THE NEXT CASES TESTS THE FUNCTION FOR THREE COMPANIES FOR THREE YEARS #
+ # #
+################################################################################
+
+
+ cat("Doing Testcases P8:\n")
+ load(system.file("data", "y3c3.rda", package = "eventstudies"))
+
+ NIFTY_INDEX <- y3c3$NIFTY_INDEX
+ INRUSD <- y3c3$INRUSD
+ Company_A <- y3c3$Company_A
+ Company_B <- y3c3$Company_B
+ Company_C <- y3c3$Company_C
+
+ regressors <- makeX(NIFTY_INDEX, others=INRUSD,
+ switch.to.innov=TRUE, rM1purge=TRUE, nlags=1,
+ dates=as.Date(c("2005-01-15","2006-01-07","2007-01-06",
+ "2008-01-05","2009-01-03")), verbose=FALSE)
+
+ regressand <- cbind(Company_A,Company_B,Company_C)
+
+ res <- manyfirmsAMM(regressand,regressors,lags=1,
+ dates=as.Date(c("2005-01-15","2006-01-07","2007-01-06",
+ "2008-01-05","2009-01-03")),periodnames=c("P1","P2","P3","P4"),
+ verbose=FALSE)
+
+ expect_that(as.data.frame(res),
+
+ equals(structure(list(rM1.P1 = c(0.756294904326272, 0.359467326140834,0.914021428042946),
+ z.P1 = c(-2.23264294525560, -1.05654919420689,0.296635483126946),
+ rM1.P2 = c(1.02094561445355, 0.988758963378838,0.879236409569888),
+ z.P2 = c(-4.72831391695047, -2.0508684999854,-1.02215809586573),
+ rM1.P3 = c(1.20585808099744, 0.676388278572118,0.530718379431386),
+ z.P3 = c(-1.32677083522489, -2.74055730512260, -1.50032216697694),
+ rM1.P4 = c(1.11331096371784, 0.437117737120777,0.663182186702262),
+ z.P4 = c(-2.05336868436562, -1.60350865767951,-0.466253391408585),
+ rM1.P1 = c(0.143617135793294, 0.263130891045529,0.154272220123111),
+ z.P1 = c(1.20226371286803, 1.22122136357895,1.02442932195400),
+ rM1.P2 = c(0.203037609116444, 0.123122376136099,0.121880488983820),
+ z.P2 = c(1.118400430819, 0.798694545623495,1.29755067543957),
+ rM1.P3 = c(0.230304109532112, 0.289262660515515,0.164866239494693),
+ z.P3 = c(1.17618117392934, 0.795008683829453,0.650736332270758),
+ rM1.P4 = c(0.231338818884745, 0.213858364836974,0.207154237634752),
+ z.P4 = c(0.771450066857429, 0.415931231130697,0.696448914066602),
+ rM1.P1 = c(5.26604920888266, 1.36611602200152,5.9247311493511),
+ z.P1 = c(-1.85703263049467, -0.865157804896683,0.289561687438957),
+ rM1.P2 = c(5.02835715460001, 8.0307007906172,7.21392256382075),
+ z.P2 = c(-4.2277468665565, -2.56777576762391,-0.787759673062059),
+ rM1.P3 = c(5.23593818385294, 2.33831866638673,3.21908464133114),
+ z.P3 = c(-1.12803270842405, -3.44720423923131,-2.30557614900882),
+ rM1.P4 = c(4.81246929972659, 2.04395903547657,3.20139329165723),
+ z.P4 = c(-2.66170005367969, -3.85522542589652,-0.669472493949494)),
+ .Names = c("rM1.P1", "z.P1", "rM1.P2","z.P2", "rM1.P3", "z.P3",
+ "rM1.P4", "z.P4", "rM1.P1", "z.P1","rM1.P2", "z.P2", "rM1.P3", "z.P3",
+ "rM1.P4", "z.P4", "rM1.P1", "z.P1", "rM1.P2", "z.P2", "rM1.P3",
+ "z.P3", "rM1.P4", "z.P4"),
+ row.names = c("Company_A","Company_B", "Company_C"), class = "data.frame"),
+ check.attributes=FALSE))
+})
Copied: pkg/inst/tests/test_eventstudy.R (from rev 86, pkg/tests/test_eventstudy.R)
===================================================================
--- pkg/inst/tests/test_eventstudy.R (rev 0)
+++ pkg/inst/tests/test_eventstudy.R 2013-07-16 10:33:53 UTC (rev 88)
@@ -0,0 +1,59 @@
+context("Event study")
+
+test_that("test.eventstudy", {
+
+# An example dataset, with 3 firms --
+p <- structure(c(33.16, 34.0967, 35.3683, 34.46, 34.17, 35.89, 36.19,
+ 37.1317, 36.7033, 37.7933, 37.8533, 285.325, 292.6,
+ 290.025, 286.2, 290.075, 295.05, 289.325, 285.625,
+ 293.7, 298.5, 289.05, 704.5438, 708.35, 735.8375,
+ 710.625, 711.65, 731.0125, 727.575, 715.0187, 724.2,
+ 713.1875, 695.1812), .Dim = c(11L, 3L), .Dimnames =
+ list( NULL, c("ITC", "Reliance", "Infosys")), index =
+ structure(c(12418, 12419, 12422, 12423, 12424, 12425,
+ 12426, 12429, 12430, 12431, 12432), class = "Date"),
+ class = "zoo")
+# An example events list
+eventslist <- data.frame(unit=c("ITC","Reliance","Infosys",
+ "ITC","Reliance","Junk"),
+ when=as.Date(c(
+ "2004-01-02", "2004-01-08", "2004-01-14",
+ "2005-01-15", "2004-01-01", "2005-01-01")))
+eventslist$unit <- as.character(eventslist$unit)
+
+# What we expect if we don't worry about width --
+rawres <- structure(list(z.e = structure(c(NA, NA, NA, NA, NA, NA,
+ NA, NA, 33.16, 34.0967, 35.3683, 34.46, 34.17, 35.89, 36.19,
+ 37.1317, 36.7033, 37.7933, 37.8533, NA, NA, NA, NA, 285.325, 292.6,
+ 290.025, 286.2, 290.075, 295.05, 289.325, 285.625, 293.7, 298.5,
+ 289.05, NA, NA, NA, NA, 704.5438, 708.35, 735.8375, 710.625, 711.65,
+ 731.0125, 727.575, 715.0187, 724.2, 713.1875, 695.1812, NA, NA, NA,
+ NA, NA, NA, NA, NA), .Dim = c(19L, 3L), .Dimnames = list( NULL,
+ c("1", "2", "3")), index = -9:9, class = "zoo"), outcomes =
+ structure(c(1L, 1L, 1L, 3L, 3L, 2L), .Label = c("success",
+ "unitmissing", "wrongspan" ), class = "factor")), .Names = c("z.e",
+ "outcomes"))
+
+# Check without the width handling --
+a <- phys2eventtime(p, eventslist,width=0)
+expect_that(a, equals(rawres))
+
+# Check with width of 1 --
+a <- phys2eventtime(p, eventslist,width=1)
+expect_that(a, equals(rawres))
+
+# But when we go to width=2, column 1 and 3 drop off because they have
+# only 1 obs before & after the event date respectively.
+a <- phys2eventtime(p, eventslist,width=2)
+expect_that(a, equals(structure(list(z.e = structure(c(NA, NA, NA, NA, 285.325,
+ 292.6, 290.025, 286.2, 290.075, 295.05,
+ 289.325, 285.625, 293.7, 298.5, 289.05,
+ NA, NA, NA, NA),
+ index = -9:9,
+ class = "zoo"),
+ outcomes = structure(c(3L, 1L, 3L, 4L, 4L, 2L),
+ .Label = c("success", "unitmissing",
+ "wdatamissing", "wrongspan"),
+ class = "factor")),
+ .Names = c("z.e", "outcomes" ))))
+})
Copied: pkg/inst/tests/test_inr_inference.R (from rev 86, pkg/tests/test_inr_inference.R)
===================================================================
--- pkg/inst/tests/test_inr_inference.R (rev 0)
+++ pkg/inst/tests/test_inr_inference.R 2013-07-16 10:33:53 UTC (rev 88)
@@ -0,0 +1,31 @@
+context("Event study")
+
+test_that("test.inr.inference", {
+library(eventstudies)
+
+load(system.file("data", "inr.rda", package = "eventstudies"))
+
+inr_returns <- diff(log(inr))[-1]
+
+eventslist <- data.frame(unit=rep("inr",10),
+ when=as.Date(c(
+ "2010-04-20","2010-07-02","2010-07-27",
+ "2010-09-16","2010-11-02","2011-01-25",
+ "2011-03-17","2011-05-03","2011-06-16",
+ "2011-07-26")
+ )
+ )
+
+event_time_data <- phys2eventtime(inr_returns,eventslist,width=10)
+w <- window(event_time_data$z.e,start=-10,end=10)
+
+expect_that(inference.Ecar(w)[,2],
+ equals(c(-0.00215361156303362, -0.00040191670837042, 0.00171845148444985,
+ 0.00143799970419951, 0.00149260146357282, -0.00284892904228684,
+ 0.0013220811191847, -0.000634983205805195, 0.00115930378269389,
+ -0.000508755768685365, -0.00190621828611177, 0.000128303517790052,
+ -0.000547070723466092, 0.000463708708964017, -0.00108666428087325,
+ -0.00121321855159642, 0.00216769754166339, -0.000166340225607797,
+ 0.00117626759805196, 0.000207307545758795, 0.000602629204764948
+ )))
+})
Added: pkg/tests/test-all.R
===================================================================
--- pkg/tests/test-all.R (rev 0)
+++ pkg/tests/test-all.R 2013-07-16 10:33:53 UTC (rev 88)
@@ -0,0 +1,3 @@
+library(testthat)
+library(eventstudies)
+test_package("eventstudies")
Deleted: pkg/tests/test_AMM.R
===================================================================
--- pkg/tests/test_AMM.R 2013-07-16 08:10:16 UTC (rev 87)
+++ pkg/tests/test_AMM.R 2013-07-16 10:33:53 UTC (rev 88)
@@ -1,102 +0,0 @@
-test.AMM <- function() {
- library(eventstudies)
- library(sandwich)
-
- data("firmExposures",package="eventstudies")
-
- rj <- firmExposures$Company_A
- rM1 <- firmExposures$NIFTY_INDEX
- rM2 <- firmExposures$usdinr
- rM3 <- firmExposures$baa
-
- cat("Doing Testcase P2:\n")
- X <- makeX(rM1, others=rM2,
- switch.to.innov=FALSE, rM1purge=FALSE, verbose=FALSE)
- a <- firmExposures(rj, X, nlags=0, verbose=FALSE)
- test.result <- all.equal(c(a$exposures, a$s.exposures),
- structure(c(0.716160223601197,-0.673093436292401,
- 0.152101606133946,1.02143820457251),
- .Names = c("rM1", "z", "rM1", "z")), tolerance=1e-1)
- checkTrue(isTRUE(test.result))
-
- cat("Doing Testcase P3:\n")
- X <- makeX(rM1, others=rM2,
- switch.to.innov=TRUE, rM1purge=FALSE, verbose=FALSE)
- a <- firmExposures(rj, X, nlags=0, verbose=FALSE)
- test.result <- all.equal(c(a$exposures, a$s.exposures),
- structure(c(0.716160223601197,-0.673093436292401,
- 0.152100337597009,1.02146106755333),
- .Names = c("rM1", "z", "rM1", "z")), tolerance=1e-1)
- checkTrue(isTRUE(test.result))
-
- cat("Doing Testcase P4:\n")
- a <- firmExposures(rj, X, nlags=1, verbose=FALSE)
- test.result <- all.equal(c(a$exposures, a$s.exposures),
- structure(c( 0.736264286484902, -1.450805,
- 0.177929844631439, 1.646730),
- .Names = c("rM1","z", "rM1", "z")),tolerance=1e-1)
- checkTrue(isTRUE(test.result))
-
- cat("Doing Testcase P5:\n")
- X <- makeX(rM1, others=rM2,
- switch.to.innov=TRUE, rM1purge=TRUE, nlags=1, verbose=FALSE)
- a <- firmExposures(rj, X, nlags=1, verbose=FALSE)
- test.result <- all.equal(c(a$exposures, a$s.exposures),
- structure(c(0.7365566,-2.340171,
- 0.1653025, 1.1436666),
- .Names = c("rM1", "z", "rM1", "z")),tolerance=1e-1)
- checkTrue(isTRUE(test.result))
-
- cat("Doing Testcase P6:\n")
- X <- makeX(rM1, others=cbind(rM2, rM3),
- switch.to.innov=c(FALSE, FALSE), rM1purge=FALSE, verbose=FALSE)
- a <- firmExposures(rj, X, nlags=0, verbose=FALSE)
- test.result <- all.equal(c(a$exposures, a$s.exposures),
- structure(c(0.7230599,-0.7642377,
- 0.207374104922771,0.173380799334299,
- 1.01806122963342,0.467821650129292),
- .Names = c("rM1", "rM2", "rM3", "rM1", "rM2", "rM3")),tolerance=1e-1)
- checkTrue(isTRUE(test.result))
-
- cat("Doing Testcase P7:\n")
- X <- makeX(rM1, others=cbind(rM2, rM3),
- switch.to.innov=c(TRUE, TRUE), rM1purge=TRUE, nlags=1, verbose=FALSE)
- a <- firmExposures(rj, X, nlags=1, verbose=FALSE)
- test.result <- all.equal(c(a$exposures, a$s.exposures),
- structure(c(0.7482719,-1.9468851,-0.4802211,
- 0.1740678,1.2455112,0.6146619),
- .Names = c("rM1", "rM2", "rM3", "rM1", "rM2", "rM3")),tolerance=1e-1)
- checkTrue(isTRUE(test.result))
-
-################################################################################
- # #
- # THE NEXT CASES TESTS THE FUNCTION FOR THREE COMPANIES FOR THREE YEARS #
- # #
-################################################################################
-
-
- cat("Doing Testcases P8:\n")
- data("y3c3", package="eventstudies")
-
- NIFTY_INDEX <- y3c3$NIFTY_INDEX
- INRUSD <- y3c3$INRUSD
- Company_A <- y3c3$Company_A
- Company_B <- y3c3$Company_B
- Company_C <- y3c3$Company_C
-
- regressors <- makeX(NIFTY_INDEX, others=INRUSD,
- switch.to.innov=TRUE, rM1purge=TRUE, nlags=1,
- dates=as.Date(c("2005-01-15","2006-01-07","2007-01-06",
- "2008-01-05","2009-01-03")), verbose=FALSE)
-
- regressand <- cbind(Company_A,Company_B,Company_C)
-
- res <- manyfirmsAMM(regressand,regressors,lags=1,
- dates=as.Date(c("2005-01-15","2006-01-07","2007-01-06",
- "2008-01-05","2009-01-03")),periodnames=c("P1","P2","P3","P4"),
- verbose=FALSE)
-
- test.result <- all.equal(as.data.frame(res),structure(list(rM1.P1 = c(0.756294904326272, 0.359467326140834,0.914021428042946), z.P1 = c(-2.23264294525560, -1.05654919420689,0.296635483126946), rM1.P2 = c(1.02094561445355, 0.988758963378838,0.879236409569888), z.P2 = c(-4.72831391695047, -2.0508684999854,-1.02215809586573), rM1.P3 = c(1.20585808099744, 0.676388278572118,0.530718379431386), z.P3 = c(-1.32677083522489, -2.74055730512260, -1.50032216697694), rM1.P4 = c(1.11331096371784, 0.437117737120777,0.663182186702262), z.P4 = c(-2.05336868436562, -1.60350865767951,-0.466253391408585), rM1.P1 = c(0.143617135793294, 0.263130891045529,0.154272220123111), z.P1 = c(1.20226371286803, 1.22122136357895,1.02442932195400), rM1.P2 = c(0.203037609116444, 0.123122376136099,0.121880488983820), z.P2 = c(1.118400430819, 0.798694545623495,1.29755067543957), rM1.P3 = c(0.230304109532112, 0.289262660515515,0.164866239494693), z.P3 = c(1.17618117392934, 0.795008683829453,0.650736332270758), rM1.P4 = c(0.231338818884745, 0.213858364836974,0.207154237634752), z.P4 = c(0.771450066857429, 0.415931231130697,0.696448914066602), rM1.P1 = c(5.26604920888266, 1.36611602200152,5.9247311493511), z.P1 = c(-1.85703263049467, -0.865157804896683,0.289561687438957), rM1.P2 = c(5.02835715460001, 8.0307007906172,7.21392256382075), z.P2 = c(-4.2277468665565, -2.56777576762391,-0.787759673062059), rM1.P3 = c(5.23593818385294, 2.33831866638673,3.21908464133114), z.P3 = c(-1.12803270842405, -3.44720423923131,-2.30557614900882), rM1.P4 = c(4.81246929972659, 2.04395903547657,3.20139329165723), z.P4 = c(-2.66170005367969, -3.85522542589652,-0.669472493949494)), .Names = c("rM1.P1", "z.P1", "rM1.P2","z.P2", "rM1.P3", "z.P3", "rM1.P4", "z.P4", "rM1.P1", "z.P1","rM1.P2", "z.P2", "rM1.P3", "z.P3", "rM1.P4", "z.P4", "rM1.P1", "z.P1", "rM1.P2", "z.P2", "rM1.P3", "z.P3", "rM1.P4", "z.P4"),row.names = c("Company_A","Company_B", "Company_C"), class = "data.frame"),check.attributes=FALSE)
-
- checkTrue(isTRUE(test.result))
-}
Deleted: pkg/tests/test_eventstudy.R
===================================================================
--- pkg/tests/test_eventstudy.R 2013-07-16 08:10:16 UTC (rev 87)
+++ pkg/tests/test_eventstudy.R 2013-07-16 10:33:53 UTC (rev 88)
@@ -1,66 +0,0 @@
-library(eventstudies)
-
-test.eventstudy <- function() {
-# An example dataset, with 3 firms --
-p <- structure(c(33.16, 34.0967, 35.3683, 34.46, 34.17, 35.89, 36.19,
- 37.1317, 36.7033, 37.7933, 37.8533, 285.325, 292.6,
- 290.025, 286.2, 290.075, 295.05, 289.325, 285.625,
- 293.7, 298.5, 289.05, 704.5438, 708.35, 735.8375,
- 710.625, 711.65, 731.0125, 727.575, 715.0187, 724.2,
- 713.1875, 695.1812), .Dim = c(11L, 3L), .Dimnames =
- list( NULL, c("ITC", "Reliance", "Infosys")), index =
- structure(c(12418, 12419, 12422, 12423, 12424, 12425,
- 12426, 12429, 12430, 12431, 12432), class = "Date"),
- class = "zoo")
-# An example events list
-eventslist <- data.frame(unit=c("ITC","Reliance","Infosys",
- "ITC","Reliance","Junk"),
- when=as.Date(c(
- "2004-01-02", "2004-01-08", "2004-01-14",
- "2005-01-15", "2004-01-01", "2005-01-01")))
-eventslist$unit <- as.character(eventslist$unit)
-
-# What we expect if we don't worry about width --
-rawres <- structure(list(z.e = structure(c(NA, NA, NA, NA, NA, NA,
- NA, NA, 33.16, 34.0967, 35.3683, 34.46, 34.17, 35.89, 36.19,
- 37.1317, 36.7033, 37.7933, 37.8533, NA, NA, NA, NA, 285.325, 292.6,
- 290.025, 286.2, 290.075, 295.05, 289.325, 285.625, 293.7, 298.5,
- 289.05, NA, NA, NA, NA, 704.5438, 708.35, 735.8375, 710.625, 711.65,
- 731.0125, 727.575, 715.0187, 724.2, 713.1875, 695.1812, NA, NA, NA,
- NA, NA, NA, NA, NA), .Dim = c(19L, 3L), .Dimnames = list( NULL,
- c("1", "2", "3")), index = -9:9, class = "zoo"), outcomes =
- structure(c(1L, 1L, 1L, 3L, 3L, 2L), .Label = c("success",
- "unitmissing", "wrongspan" ), class = "factor")), .Names = c("z.e",
- "outcomes"))
-
-# Check without the width handling --
-a <- phys2eventtime(p, eventslist,width=0)
-all.equal(a, rawres)
-# Check with width of 1 --
-a <- phys2eventtime(p, eventslist,width=1)
-all.equal(a, rawres)
-
-# But when we go to width=2, column 1 and 3 drop off because they have
-# only 1 obs before & after the event date respectively.
-a <- phys2eventtime(p, eventslist,width=2)
-test.result <- all.equal(a, structure(list(z.e = structure(c(NA, NA, NA, NA, 285.325,
- 292.6, 290.025, 286.2, 290.075, 295.05,
- 289.325, 285.625, 293.7, 298.5, 289.05,
- NA, NA, NA, NA), index = -9:9, class =
- "zoo"), outcomes = structure(c(3L, 1L,
- 3L, 4L, 4L, 2L), .Label = c("success",
- "unitmissing", "wdatamissing",
- "wrongspan"), class = "factor")), .Names
- = c("z.e", "outcomes" )))
-s <- structure(list(z.e = structure(c(NA, NA, NA, NA, 285.325,
- 292.6, 290.025, 286.2, 290.075, 295.05,
- 289.325, 285.625, 293.7, 298.5, 289.05,
- NA, NA, NA, NA), index = -9:9, class =
- "zoo"), outcomes = structure(c(3L, 1L,
- 3L, 4L, 4L, 2L), .Label = c("success",
- "unitmissing", "wdatamissing",
- "wrongspan"), class = "factor")), .Names
- = c("z.e", "outcomes" ))
-
-checkTrue(isTRUE(test.result))
-}
Deleted: pkg/tests/test_inr_inference.R
===================================================================
--- pkg/tests/test_inr_inference.R 2013-07-16 08:10:16 UTC (rev 87)
+++ pkg/tests/test_inr_inference.R 2013-07-16 10:33:53 UTC (rev 88)
@@ -1,31 +0,0 @@
-library(eventstudies)
-
-test.inr.inference <- function() {
-data(inr)
-
-inr_returns <- diff(log(inr))[-1]
-
-eventslist <- data.frame(unit=rep("inr",10),
- when=as.Date(c(
- "2010-04-20","2010-07-02","2010-07-27",
- "2010-09-16","2010-11-02","2011-01-25",
- "2011-03-17","2011-05-03","2011-06-16",
- "2011-07-26")
- )
- )
-
-event_time_data <- phys2eventtime(inr_returns,eventslist,width=10)
-w <- window(event_time_data$z.e,start=-10,end=10)
-
-test.result <- all.equal(inference.Ecar(w)[,2],
- c(-0.00215361156303362, -0.00040191670837042, 0.00171845148444985,
- 0.00143799970419951, 0.00149260146357282, -0.00284892904228684,
- 0.0013220811191847, -0.000634983205805195, 0.00115930378269389,
- -0.000508755768685365, -0.00190621828611177, 0.000128303517790052,
- -0.000547070723466092, 0.000463708708964017, -0.00108666428087325,
- -0.00121321855159642, 0.00216769754166339, -0.000166340225607797,
- 0.00117626759805196, 0.000207307545758795, 0.000602629204764948
- ))
-
-checkTrue(isTRUE(test.result))
-}
Deleted: pkg/tests/unit_tests.R
===================================================================
--- pkg/tests/unit_tests.R 2013-07-16 08:10:16 UTC (rev 87)
+++ pkg/tests/unit_tests.R 2013-07-16 10:33:53 UTC (rev 88)
@@ -1,9 +0,0 @@
-library(RUnit)
-
-testsuite <- defineTestSuite("Event Studies Test Suite",
- dirs = ".",
- testFileRegexp = "^test_.*\\.R$",
- testFuncRegexp = "^.*$"
- )
-
-testresult <- runTestSuite(testsuite)
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