[Eventstudies-commits] r416 - pkg/inst/tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Apr 8 17:07:37 CEST 2015
Author: sargam_jain
Date: 2015-04-08 17:07:37 +0200 (Wed, 08 Apr 2015)
New Revision: 416
Added:
pkg/inst/tests/test_functionality_inference.R
pkg/inst/tests/test_userinput_inference.bootstrap.R
pkg/inst/tests/test_userinput_remap.R
Log:
Test cases for inference and remap functions.
Added: pkg/inst/tests/test_functionality_inference.R
===================================================================
--- pkg/inst/tests/test_functionality_inference.R (rev 0)
+++ pkg/inst/tests/test_functionality_inference.R 2015-04-08 15:07:37 UTC (rev 416)
@@ -0,0 +1,52 @@
+library(testthat)
+context("functionality")
+
+## 1. Test for class of arguments
+
+
+
+test_that("functionality for inference functions", {
+ library(eventstudies)
+ ## Data of Stock Prices
+ test.data0 <- 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, 735.835,
+ 710.625, 711.65, 731.012, 727.575,
+ 715.0187, 724.2, 713.1875, 695.1812),
+ .Dim = c(11L, 3L),
+ .Dimnames = list( NULL, c("ITC",
+ "Reliance", "TCS")),
+ index = structure(c(12418,
+ 12419, 12422, 12423, 12424,
+ 12425, 12426, 12429, 12430,
+ 12431, 12432),
+ class = "Date"),
+ class = "zoo")
+ test.data0 <- diff(log(test.data0))
+
+ ## List of events
+ test.eventslist0 <- data.frame(name=c("ITC","Reliance","TCS",
+ "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")))
+ test.eventslist0$name <- as.character(test.eventslist0$name)
+
+ cat("\nTesting for class of arguments")
+ esConvertNormal0 <- phys2eventtime(z = test.data0,
+ events = test.eventslist0,
+ width = 1)
+ es.test.w0 <- window(esConvertNormal0$z.e,
+ start = -1,
+ end = +1)
+
+ test.eventtime0 <- remap.cumsum(es.test.w0, is.pc = FALSE,
+ base = 0)
+ test.eventtime1 <- coredata(test.eventtime0)
+
+ test.boot1 <- inference.bootstrap(es.w = test.eventtime1,
+ to.plot = FALSE)
+
Added: pkg/inst/tests/test_userinput_inference.bootstrap.R
===================================================================
--- pkg/inst/tests/test_userinput_inference.bootstrap.R (rev 0)
+++ pkg/inst/tests/test_userinput_inference.bootstrap.R 2015-04-08 15:07:37 UTC (rev 416)
@@ -0,0 +1,75 @@
+library(testthat)
+context("userinput")
+
+## 1. Test for normal values
+## 2. Test for univariate zoo object: one firm data
+
+
+test_that("userinput for inference functions", {
+ library(eventstudies)
+ ## Data of Stock Prices
+ test.data <- structure(c(33.16, 34.0967, 35.3683, 34.46, 34.17,
+ 35.89, 36.19, 37.1317, 36.7033, 37.7933,
+ 37.8533, 285.325, 292.6, 290.025, 286.2,
+ 290.075, 295.05, 289.325, 285.625, 293.7,
+ 298.5, 289.05, 704.5438, 708.35, 735.835,
+ 710.625, 711.65, 731.012, 727.575,
+ 715.0187, 724.2, 713.1875, 695.1812),
+ .Dim = c(11L, 3L),
+ .Dimnames = list( NULL, c("ITC",
+ "Reliance", "TCS")),
+ index = structure(c(12418,
+ 12419, 12422, 12423, 12424,
+ 12425, 12426, 12429, 12430,
+ 12431, 12432),
+ class = "Date"),
+ class = "zoo")
+ test.data <- diff(log(test.data))
+ ## List of events
+ test.eventslist <- data.frame(name=c("ITC","Reliance","TCS",
+ "ITC","Reliance","Junk"),
+ when=as.Date(c("2004-01-02",
+ "2004-01-08", "2004-01-14",
+ "2005-01-15", "2004-01-01",
+ "2005-01-01")))
+ test.eventslist$name <- as.character(test.eventslist$name)
+
+### Testing function for normal values of width
+
+ cat("\nTesting for normal input values")
+ esConvertNormal0 <- phys2eventtime(z = test.data,
+ events = test.eventslist,
+ width = 1)
+ es.test.w0 <- window(esConvertNormal0$z.e,
+ start = -1,
+ end = +1)
+
+ test.eventtime0 <- remap.cumsum(es.test.w0, is.pc = FALSE,
+ base = 0)
+
+ test.boot0 <- inference.bootstrap(es.w = test.eventtime0,
+ to.plot = FALSE)
+
+ test.boot1 <- inference.wilcox(es.w = test.eventtime0,
+ to.plot = FALSE)
+
+### Testing function for univariate series: one firm
+
+ cat("\nTesting for univariate series in zoo object")
+ esConvertNormal1 <- phys2eventtime(z = test.data,
+ events = test.eventslist,
+ width = 4)
+ es.test.w1 <- window(esConvertNormal1$z.e,
+ start = -4,
+ end = +4)
+
+ test.eventtime1 <- remap.cumsum(es.test.w1, is.pc = FALSE,
+ base = 0)
+
+ test.boot2 <- inference.bootstrap(es.w = test.eventtime1,
+ to.plot = FALSE)
+
+ test.boot3 <- inference.wilcox(es.w = test.eventtime1,
+ to.plot = FALSE)
+
+ })
Added: pkg/inst/tests/test_userinput_remap.R
===================================================================
--- pkg/inst/tests/test_userinput_remap.R (rev 0)
+++ pkg/inst/tests/test_userinput_remap.R 2015-04-08 15:07:37 UTC (rev 416)
@@ -0,0 +1,78 @@
+library(testthat)
+context("userinput")
+
+## 1. Testing remap.cumsum for univariate series i.e. only one firm
+## 2. Testing remap.cumprod for univariate series i.e. only one firm
+## 3. Testing remap.cumsum for percentage and absolute returns
+## 4. Testing remap.cumprod for percentage and absolute returns
+
+test_that("userinput for remap.functions", {
+ library(eventstudies)
+ ## Data of Stock Prices
+ test.data <- structure(c(33.16, 34.0967, 35.3683, 34.46, 34.17,
+ 35.89, 36.19, 37.1317, 36.7033, 37.7933,
+ 37.8533, 285.325, 292.6, 290.025, 286.2,
+ 290.075, 295.05, 289.325, 285.625, 293.7,
+ 298.5, 289.05, 704.5438, 708.35, 735.8375,
+ 710.625, 711.65, 731.025, 727.575, 715.187,
+ 724.2, 713.1875, 695.1812),
+ .Dim = c(11L, 3L),
+ .Dimnames = list( NULL, c("ITC", "Reliance",
+ "TCS")), index = structure(c(12418,
+ 12419, 12422, 12423, 12424,
+ 12425, 12426, 12429, 12430,
+ 12431, 12432),
+ class = "Date"),
+ class = "zoo")
+ test.data <- diff(log(test.data))
+ ## List of events
+ test.eventslist <- data.frame(name=c("ITC","Reliance","TCS",
+ "ITC","Reliance","Junk"),
+ when=as.Date(c("2004-01-02",
+ "2004-01-08", "2004-01-14",
+ "2005-01-15", "2004-01-01",
+ "2005-01-01")))
+ test.eventslist$name <- as.character(test.eventslist$name)
+
+ ## Converting in the window format, as returned by phys2eventtime
+
+ esConvertNormal0 <- phys2eventtime(z = test.data,
+ events = test.eventslist,
+ width = 2)
+ esConvertNormal1 <- phys2eventtime(z = test.data,
+ events = test.eventslist,
+ width = 1)
+ es.test.w0 <- window(esConvertNormal0$z.e, start = -4, end = +4)
+ es.test.w1 <- window(esConvertNormal1$z.e, start = -1, end = +1)
+
+ ### Testing remap.cumsum for univariate series i.e. only one firm
+
+ cat("\nTesting for univariate series in remap.cumsum")
+ es.test.remap0 <- remap.cumsum(es.test.w0, is.pc = FALSE, base = 0)
+ es.test.remap1 <- remap.cumsum(es.test.w1, is.pc = FALSE, base = 0)
+
+ ### Testing remap.cumprod for univariate series i.e. only one firm
+
+ cat("\nTesting for univariate series in remap.cumsum")
+ es.test.remap2 <- remap.cumprod(es.test.w0, is.pc = FALSE,
+ base = 100)
+ es.test.remap3 <- remap.cumprod(es.test.w1, is.pc = FALSE,
+ base = 100)
+
+ ### Testing remap.cumsum for percentage and absolute returns
+
+ cat("\nTesting for percentage and absolute returns in remap.cumsum")
+
+ es.test.remap4 <- remap.cumsum(es.test.w0, is.pc = TRUE, base = 0)
+
+ es.test.remap5 <- remap.cumsum(es.test.w0, is.pc = FALSE, base = 0)
+
+ ### Testing remap.cumprod for percentage and absolute returns
+
+ cat("\nTesting for percentage and absolute returns in remap.cumprod")
+
+ es.test.remap4 <- remap.cumsum(es.test.w0, is.pc = TRUE, base = 100)
+
+ es.test.remap5 <- remap.cumsum(es.test.w0, is.pc = FALSE,
+ base = 100)
+})
More information about the Eventstudies-commits
mailing list