[Eventstudies-commits] r329 - pkg/inst/tests

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

Author: chiraganand
Date: 2014-05-14 20:19:31 +0200 (Wed, 14 May 2014)
New Revision: 329

Added:
   pkg/inst/tests/test_INR.rda
Modified:
   pkg/inst/tests/test_inr_inference.R
   pkg/inst/tests/test_marketresiduals.R
Log:
Added old INR data only for testing INR inference, use the local test data for market residual test code.

Added: pkg/inst/tests/test_INR.rda
===================================================================
(Binary files differ)


Property changes on: pkg/inst/tests/test_INR.rda
___________________________________________________________________
Added: svn:mime-type
   + application/x-xz

Modified: pkg/inst/tests/test_inr_inference.R
===================================================================
--- pkg/inst/tests/test_inr_inference.R	2014-05-14 17:12:10 UTC (rev 328)
+++ pkg/inst/tests/test_inr_inference.R	2014-05-14 18:19:31 UTC (rev 329)
@@ -3,7 +3,7 @@
 test_that("test.inr.inference", {
 library(eventstudies)
 
-load(system.file("data", "INR.rda",package = "eventstudies"))
+load("test_INR.rda")
 
 inr_returns <- diff(log(INR))[-1]
 
@@ -16,7 +16,7 @@
                            )
                          )
 
-event_time_data <- phys2eventtime(inr_returns,eventslist,width=10)
+event_time_data <- phys2eventtime(inr_returns[, , drop = FALSE] , eventslist,width=10)
 w <- window(event_time_data$z.e,start=-10,end=10)
 
 expect_that(inference.bootstrap(w, to.plot=FALSE)[,2],

Modified: pkg/inst/tests/test_marketresiduals.R
===================================================================
--- pkg/inst/tests/test_marketresiduals.R	2014-05-14 17:12:10 UTC (rev 328)
+++ pkg/inst/tests/test_marketresiduals.R	2014-05-14 18:19:31 UTC (rev 329)
@@ -3,8 +3,8 @@
 test_that("test.market.residuals", {
 library(eventstudies)
 
-load(system.file("data", "StockPriceReturns.rda", package = "eventstudies"))
-load(system.file("data", "NiftyIndex.rda", package = "eventstudies"))
+load("test_StockPriceReturns.rda")
+load("test_NiftyIndex.rda")
 
 alldata <- merge(StockPriceReturns, NiftyIndex, all = TRUE)
 StockPriceReturns <- alldata[,-which(colnames(alldata) %in% "NiftyIndex")]