From d6ebe534f802d9cbcae9d4eb0717fb83217d537d Mon Sep 17 00:00:00 2001 From: Rob Hyndman Date: Tue, 22 Dec 2020 11:52:33 +1100 Subject: [PATCH] Added tolerance to BoxCox automated selection tests --- tests/testthat/test-boxcox.R | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/tests/testthat/test-boxcox.R b/tests/testthat/test-boxcox.R index 4eac26a2..36f75fcf 100644 --- a/tests/testthat/test-boxcox.R +++ b/tests/testthat/test-boxcox.R @@ -15,7 +15,7 @@ if (require(testthat)) { x <- fracdiff::fracdiff.sim(100, ma = -.4, d = .3)$series fit <- arfima(x) expect_true(all.equal(forecast(fit), forecast(fit, biasadj=TRUE))) - + #arima fit1 <- Arima(USAccDeaths, order = c(0,1,1), seasonal = c(0,1,1), lambda = 0.5, biasadj = TRUE) fit2 <- auto.arima(USAccDeaths, max.p=0, max.d=1, max.q=1, max.P=0, max.D=1, max.Q=1, lambda = 0.5, biasadj = TRUE) @@ -35,20 +35,20 @@ if (require(testthat)) { # fit <- tbats(USAccDeaths, use.box.cox = TRUE, biasadj = TRUE) # expect_true(all.equal(forecast(fit), forecast(fit, biasadj=TRUE))) }) - + test_that("tests for automatic lambda selection in BoxCox transformation", { lambda_auto <- BoxCox.lambda(USAccDeaths) - + # lm fit <- tslm(USAccDeaths ~ trend, lambda = "auto", biasadj = TRUE) - expect_equal(as.numeric(fit$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) }) }