add test for gdp prior

tests/testthat/test-summary-forecast.R

@@ -271,6 +271,19 @@ test_that("Rolling windows - VHAR-DL-LDLT", {
   expect_s3_class(test_roll_sparse, "bvharcv")
 })
 
+test_that("Rolling windows - VHAR-GDP-LDLT", {
+  skip_on_cran()
+
+  test_roll_dense <- help_vhar_bayes_roll(set_gdp(), set_ldlt(), FALSE)
+  test_roll_sparse <- help_vhar_bayes_roll(set_gdp(), set_ldlt(), TRUE)
+
+  expect_s3_class(test_roll_dense, "predbvhar_roll")
+  expect_s3_class(test_roll_dense, "bvharcv")
+
+  expect_s3_class(test_roll_sparse, "predbvhar_roll")
+  expect_s3_class(test_roll_sparse, "bvharcv")
+})
+
 test_that("Rolling windows - VAR-Minn-SV", {
   skip_on_cran()
 
@@ -349,6 +362,19 @@ test_that("Rolling windows - VAR-DL-SV", {
   expect_s3_class(test_roll_sparse, "bvharcv")
 })
 
+test_that("Rolling windows - VAR-GDP-SV", {
+  skip_on_cran()
+
+  test_roll_dense <- help_var_bayes_roll(set_gdp(), set_sv(), FALSE)
+  test_roll_sparse <- help_var_bayes_roll(set_gdp(), set_sv(), TRUE)
+
+  expect_s3_class(test_roll_dense, "predbvhar_roll")
+  expect_s3_class(test_roll_dense, "bvharcv")
+
+  expect_s3_class(test_roll_sparse, "predbvhar_roll")
+  expect_s3_class(test_roll_sparse, "bvharcv")
+})
+
 test_that("Rolling windows - VHAR-Minn-SV", {
   skip_on_cran()
 
@@ -427,6 +453,19 @@ test_that("Rolling windows - VHAR-DL-SV", {
   expect_s3_class(test_roll_sparse, "bvharcv")
 })
 
+test_that("Rolling windows - VHAR-GDP-SV", {
+  skip_on_cran()
+
+  test_roll_dense <- help_vhar_bayes_roll(set_gdp(), set_sv(), FALSE)
+  test_roll_sparse <- help_vhar_bayes_roll(set_gdp(), set_sv(), TRUE)
+
+  expect_s3_class(test_roll_dense, "predbvhar_roll")
+  expect_s3_class(test_roll_dense, "bvharcv")
+
+  expect_s3_class(test_roll_sparse, "predbvhar_roll")
+  expect_s3_class(test_roll_sparse, "bvharcv")
+})
+
 test_that("Expanding windows - VAR-Minn-LDLT", {
   skip_on_cran()
 
@@ -505,6 +544,19 @@ test_that("Expanding windows - VAR-DL-LDLT", {
   expect_s3_class(test_expand_sparse, "bvharcv")
 })
 
+test_that("Expanding windows - VAR-GDP-LDLT", {
+  skip_on_cran()
+
+  test_expand_dense <- help_var_bayes_expand(set_gdp(), set_ldlt(), FALSE)
+  test_expand_sparse <- help_var_bayes_expand(set_gdp(), set_ldlt(), TRUE)
+
+  expect_s3_class(test_expand_dense, "predbvhar_expand")
+  expect_s3_class(test_expand_dense, "bvharcv")
+
+  expect_s3_class(test_expand_sparse, "predbvhar_expand")
+  expect_s3_class(test_expand_sparse, "bvharcv")
+})
+
 test_that("Expanding windows - VHAR-Minn-LDLT", {
   skip_on_cran()
 
@@ -583,6 +635,19 @@ test_that("Expanding windows - VHAR-DL-LDLT", {
   expect_s3_class(test_expand_sparse, "bvharcv")
 })
 
+test_that("Expanding windows - VHAR-GDP-LDLT", {
+  skip_on_cran()
+
+  test_expand_dense <- help_vhar_bayes_expand(set_gdp(), set_ldlt(), FALSE)
+  test_expand_sparse <- help_vhar_bayes_expand(set_gdp(), set_ldlt(), TRUE)
+
+  expect_s3_class(test_expand_dense, "predbvhar_expand")
+  expect_s3_class(test_expand_dense, "bvharcv")
+
+  expect_s3_class(test_expand_sparse, "predbvhar_expand")
+  expect_s3_class(test_expand_sparse, "bvharcv")
+})
+
 test_that("Expanding windows - VAR-Minn-SV", {
   skip_on_cran()
 
@@ -738,4 +803,17 @@ test_that("Expanding windows - VHAR-DL-SV", {
   expect_s3_class(test_expand_sparse, "predbvhar_expand")
   expect_s3_class(test_expand_sparse, "bvharcv")
 })
+
+test_that("Expanding windows - VHAR-GDP-SV", {
+  skip_on_cran()
+
+  test_expand_dense <- help_vhar_bayes_expand(set_gdp(), set_sv(), FALSE)
+  test_expand_sparse <- help_vhar_bayes_expand(set_gdp(), set_sv(), TRUE)
+
+  expect_s3_class(test_expand_dense, "predbvhar_expand")
+  expect_s3_class(test_expand_dense, "bvharcv")
+
+  expect_s3_class(test_expand_sparse, "predbvhar_expand")
+  expect_s3_class(test_expand_sparse, "bvharcv")
+})
 #> Test passed 🌈

tests/testthat/test-var-bayes.R

@@ -87,6 +87,21 @@ test_that("VAR-DL-LDLT", {
   expect_true(all(c("lambda", "tau") %in% fit_test$param_names))
 })
 
+test_that("VAR-GDP-LDLT", {
+  set.seed(1)
+  fit_test <- var_bayes(
+    etf_vix[1:50, 1:2],
+    p = 1,
+    num_iter = 5,
+    num_burn = 0,
+    bayes_spec = set_gdp(),
+    cov_spec = set_ldlt(),
+    include_mean = FALSE
+  )
+  expect_s3_class(fit_test, "gdpmod")
+  # expect_true(all(c("lambda", "tau") %in% fit_test$param_names))
+})
+
 test_that("VAR-Minn-SV", {
   set.seed(1)
   fit_test <- var_bayes(
@@ -175,6 +190,21 @@ test_that("VAR-DL-SV", {
   expect_true(all(c("lambda", "tau") %in% fit_test$param_names))
 })
 
+test_that("VAR-DL-SV", {
+  set.seed(1)
+  fit_test <- var_bayes(
+    etf_vix[1:50, 1:2],
+    p = 1,
+    num_iter = 5,
+    num_burn = 0,
+    bayes_spec = set_gdp(),
+    cov_spec = set_sv(),
+    include_mean = FALSE
+  )
+  expect_s3_class(fit_test, "gdpmod")
+  # expect_true(all(c("lambda", "tau") %in% fit_test$param_names))
+})
+
 test_that("Multi chain", {
   set.seed(1)
   iter_test <- 5

tests/testthat/test-vhar-bayes.R

@@ -81,6 +81,20 @@ test_that("VHAR-DL-LDLT", {
   expect_true(all(c("lambda", "tau") %in% fit_test$param_names))
 })
 
+test_that("VHAR-GDP-LDLT", {
+  set.seed(1)
+  fit_test <- vhar_bayes(
+    etf_vix[1:50, 1:2],
+    num_iter = 5,
+    num_burn = 0,
+    bayes_spec = set_gdp(),
+    cov_spec = set_ldlt(),
+    include_mean = FALSE
+  )
+  expect_s3_class(fit_test, "gdpmod")
+  # expect_true(all(c("lambda", "tau") %in% fit_test$param_names))
+})
+
 test_that("Members - VHAR-Minn-SV", {
   set.seed(1)
   fit_test <- vhar_bayes(
@@ -163,6 +177,20 @@ test_that("Members - VHAR-DL-SV", {
   expect_true(all(c("lambda", "tau") %in% fit_test$param_names))
 })
 
+test_that("Members - VHAR-GDP-SV", {
+  set.seed(1)
+  fit_test <- vhar_bayes(
+    etf_vix[1:50, 1:2],
+    num_iter = 5,
+    num_burn = 0,
+    bayes_spec = set_gdp(),
+    cov_spec = set_sv(),
+    include_mean = FALSE
+  )
+  expect_s3_class(fit_test, "gdpmod")
+  # expect_true(all(c("lambda", "tau") %in% fit_test$param_names))
+})
+
 test_that("Multi chain", {
   set.seed(1)
   iter_test <- 5