From 8d0f23f8beeaa4195f38613c7fcbcdda9aa2c602 Mon Sep 17 00:00:00 2001
From: Ben Letham <bletham@gmail.com>
Date: Tue, 4 Feb 2020 13:05:28 -0800
Subject: [PATCH] Add unit tests for disabling uncertainty estimation in R

---
 R/tests/testthat/test_diagnostics.R | 12 ++++++++++++
 R/tests/testthat/test_prophet.R     | 10 ++++++++++
 2 files changed, 22 insertions(+)

diff --git a/R/tests/testthat/test_diagnostics.R b/R/tests/testthat/test_diagnostics.R
index 757acc4..9e8a9f6 100644
--- a/R/tests/testthat/test_diagnostics.R
+++ b/R/tests/testthat/test_diagnostics.R
@@ -90,6 +90,18 @@ test_that("cross_validation_default_value_check", {
   expect_equal(sum(dplyr::select(df.cv1 - df.cv2, y, yhat)), 0)
 })
 
+test_that("cross_validation_uncertainty_disabled", {
+  skip_if_not(Sys.getenv('R_ARCH') != '/i386')
+  for (uncertainty in c(0, FALSE)) {
+    m <- prophet(uncertainty.samples = uncertainty)
+    m <- fit.prophet(m = m, df = DATA, algorithm = "Newton")
+    df.cv <- cross_validation(
+      m, horizon = 4, units = "days", period = 4, initial = 115)
+    expected.cols <- c('y', 'ds', 'yhat', 'cutoff')
+    expect_equal(expected.cols, colnames(df.cv))
+  }
+})
+
 test_that("performance_metrics", {
   skip_if_not(Sys.getenv('R_ARCH') != '/i386')
   m <- prophet(DATA)
diff --git a/R/tests/testthat/test_prophet.R b/R/tests/testthat/test_prophet.R
index 8dd6288..ae90b79 100644
--- a/R/tests/testthat/test_prophet.R
+++ b/R/tests/testthat/test_prophet.R
@@ -73,6 +73,16 @@ test_that("fit_predict_constant_history", {
   expect_equal(tail(fcst$yhat, 1), 0)
 })
 
+test_that("fit_predict_uncertainty_disabled", {
+  skip_if_not(Sys.getenv('R_ARCH') != '/i386')
+  for (uncertainty in c(0, FALSE)) {
+    m <- prophet(train, uncertainty.samples = uncertainty)
+    fcst <- predict(m, future)
+    expected.cols <- c('ds', 'trend', 'additive_terms', 'weekly', 'multiplicative_terms', 'yhat')
+    expect_equal(expected.cols, colnames(fcst))
+  }
+})
+
 test_that("setup_dataframe", {
   history <- train
   m <- prophet(history, fit = FALSE)