From 4491e65d6c4925700c7316b91c836b8a246ca6e4 Mon Sep 17 00:00:00 2001
From: JustinMShea <jshea@roosevelt.edu>
Date: Wed, 22 Dec 2021 23:39:31 -0600
Subject: [PATCH] #74 #69 switched out data in unit test

---
 inst/tinytest/test-VIF.R | 48 ++++++++++++++++++++++++++++------------
 1 file changed, 34 insertions(+), 14 deletions(-)

diff --git a/inst/tinytest/test-VIF.R b/inst/tinytest/test-VIF.R
index 7b0c7b14..7c05d0c8 100644
--- a/inst/tinytest/test-VIF.R
+++ b/inst/tinytest/test-VIF.R
@@ -1,19 +1,39 @@
-#Load the data 
-data("factorDataSetDjia5Yrs")
-
-#Fit a Ffm
-fit <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
-              date.var="DATE", exposure.vars="SECTOR")
+# load data 
+data(stocksCRSP)
+data(factorsSPGMI)
 
+stocks_factors <- selectCRSPandSPGMI(stocks = stocksCRSP, factors = factorsSPGMI,
+                                     dateSet = c("2006-01-31", "2010-12-31"), 
+                                     stockItems = c("Date", "TickerLast", 
+                                                    "CapGroup", "Sector", 
+                                                    "Return", "Ret13WkBill",
+                                                    "mktIndexCRSP"),
+                                     factorItems = c("BP", "LogMktCap", "SEV"), 
+                                     capChoice = "SmallCap",
+                                     Nstocks = 20)
+ 
+ # fit a fundamental factor model with style variables BP and LogMktCap
+ 
+fundamental_model <- fitFfm(data = stocks_factors, 
+                            asset.var = "TickerLast", 
+                            ret.var = "Return", 
+                            date.var = "Date", 
+                            exposure.vars = c("BP", "LogMktCap")
+                            )
+ 
+#test for output lengths
+out <- vif(fundamental_model)
+expect_equal(length(out), 2)
+ 
+ # Fit a Fundamental Sector Factor Model with Intercept
+  sector_model <- fitFfm(data = stocks_factors, 
+                         asset.var = "TickerLast", 
+                         ret.var = "Return", 
+                         date.var = "Date", 
+                         exposure.vars = "Sector",
+                         addIntercept = TRUE)
 
 #Test for errors when  less than 2 exploratory variables are used to fit model. 
-expect_error(vif(fit),"At least 2 continous variables required to find VIF")
+expect_error(vif(sector_model),"At least 2 continous variables required to find VIF")
 
-#Fit a Ffm
-fit.1 <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
-              date.var="DATE", exposure.vars=c("SECTOR", "P2B", "SIZE", "MKTCAP", "ENTVAL"))
 
-
-#test for output lengths
-out <- vif(fit.1)
-expect_equal(length(out), 2)
\ No newline at end of file