[Eventstudies-commits] r302 - pkg/inst/tests

[noreply at r-forge.r-project.org]

Author: chiraganand
Date: 2014-05-01 07:10:52 +0200 (Thu, 01 May 2014)
New Revision: 302

Added:
   pkg/inst/tests/test_interfaces.R
Log:
Added test cases for testing eventstudy interfaces to various models.

Added: pkg/inst/tests/test_interfaces.R
===================================================================
--- pkg/inst/tests/test_interfaces.R	                        (rev 0)
+++ pkg/inst/tests/test_interfaces.R	2014-05-01 05:10:52 UTC (rev 302)
@@ -0,0 +1,51 @@
+context("eventstudy")
+
+test_that("test.interfaces", {
+    load("test_SplitDates.rda")
+    load("test_StockPriceReturns.rda")
+    load("test_NiftyIndex.rda")
+
+
+### Basic event study with default args (market residuals)
+    cat("Checking market residuals interface: ")
+    expected_mean <- c(0, 0.0393985717416213, -0.7458035091065,
+                     0.457817077869512, 0.715714066835461, 2.33986420702835,
+                     2.37333344340029)
+    expected_outcomes <- c("success", "success")
+
+    test_events <- data.frame(outcome.unit = "ONGC",
+                              event.when = c("2011-08-01", "2010-05-14"),
+                              stringsAsFactors = FALSE)
+    test_returns<- StockPriceReturns[complete.cases(StockPriceReturns$ONGC), "ONGC",
+                                     drop = FALSE]
+    test_es <- eventstudy(firm.returns = test_returns,
+                     eventList = test_events,
+                     width = 3,
+                     market.returns = NiftyIndex)
+
+    expect_that(expected_mean, equals(test_es$eventstudy.output[, "Mean"]))
+    expect_that(expected_outcomes, equals(test_es$outcomes))
+    expect_is(test_es, "es")
+
+### AMM interface
+    cat("Checking AMM interface: ")
+XX    expected_mean <- c(0, 0.0393985717416213, -0.7458035091065,
+                     0.457817077869512, 0.715714066835461, 2.33986420702835,
+                     2.37333344340029)
+    expected_outcomes <- c("success", "success")
+
+    test_events <- data.frame(outcome.unit = "ONGC",
+                              event.when = c("2011-08-01", "2010-05-14"),
+                              stringsAsFactors = FALSE)
+    test_returns<- StockPriceReturns[complete.cases(StockPriceReturns$ONGC), "ONGC",
+                                     drop = FALSE]
+    test_es <- eventstudy(firm.returns = test_returns,
+                          eventList = test_events,
+                          width = 3,
+                          type = "lmAMM",
+                          market.returns = NiftyIndex,
+                          others = test_others)
+
+    expect_that(expected_mean, equals(test_es$eventstudy.output[, "Mean"]))
+    expect_that(expected_outcomes, equals(test_es$outcomes))
+    expect_is(test_es, "es")