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Added tolerance to BoxCox automated selection tests
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robjhyndman committed Dec 22, 2020
1 parent 6f99e12 commit d6ebe53
Showing 1 changed file with 8 additions and 8 deletions.
16 changes: 8 additions & 8 deletions tests/testthat/test-boxcox.R
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@ if (require(testthat)) {
x <- fracdiff::fracdiff.sim(100, ma = -.4, d = .3)$series
fit <- arfima(x)
expect_true(all.equal(forecast(fit), forecast(fit, biasadj=TRUE)))

#arima
fit1 <- Arima(USAccDeaths, order = c(0,1,1), seasonal = c(0,1,1), lambda = 0.5, biasadj = TRUE)
fit2 <- auto.arima(USAccDeaths, max.p=0, max.d=1, max.q=1, max.P=0, max.D=1, max.Q=1, lambda = 0.5, biasadj = TRUE)
Expand All @@ -35,20 +35,20 @@ if (require(testthat)) {
# fit <- tbats(USAccDeaths, use.box.cox = TRUE, biasadj = TRUE)
# expect_true(all.equal(forecast(fit), forecast(fit, biasadj=TRUE)))
})

test_that("tests for automatic lambda selection in BoxCox transformation", {
lambda_auto <- BoxCox.lambda(USAccDeaths)

# lm
fit <- tslm(USAccDeaths ~ trend, lambda = "auto", biasadj = TRUE)
expect_equal(as.numeric(fit$lambda), lambda_auto)
expect_equal(as.numeric(fit$lambda), lambda_auto, tolerance=1e-5)

# ets
fit <- ets(USAccDeaths, model = "ANA", lambda = "auto", biasadj = TRUE)
expect_equal(as.numeric(fit$lambda), lambda_auto)
expect_equal(as.numeric(fit$lambda), lambda_auto, tolerance=1e-5)

# arima
fit <- Arima(USAccDeaths, order = c(0,1,1), seasonal = c(0,1,1), lambda = "auto", biasadj = TRUE)
expect_equal(as.numeric(fit$lambda), lambda_auto)
expect_equal(as.numeric(fit$lambda), lambda_auto, tolerance=1e-5)
})
}

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