add testthat

Author: MatthieuStigler

DESCRIPTION

@@ -36,7 +36,8 @@ Suggests:
     stringr,
     purrr,
     tibble,
-    tidyr
+    tidyr,
+    testthat (>= 3.0.0)
 Maintainer: Matthieu Stigler <[email protected]>
 Description: Implements nonlinear autoregressive (AR) time series models. For univariate series, a non-parametric approach is available through additive nonlinear AR. Parametric modeling and testing for regime switching dynamics is available when the transition is either direct (TAR: threshold AR) or smooth (STAR: smooth transition AR, LSTAR). For multivariate series, one can estimate a range of TVAR or threshold cointegration TVECM models with two or three regimes. Tests can be conducted for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo 2006). 
 License: GPL (>= 2)
@@ -45,3 +46,4 @@ BugReports: https://github.com/MatthieuStigler/tsDyn/issues
 RoxygenNote: 7.3.2
 LazyData: true
 Encoding: UTF-8
+Config/testthat/edition: 3

tests/testthat.R

@@ -0,0 +1,12 @@
+# This file is part of the standard setup for testthat.
+# It is recommended that you do not modify it.
+#
+# Where should you do additional test configuration?
+# Learn more about the roles of various files in:
+# * https://r-pkgs.org/testing-design.html#sec-tests-files-overview
+# * https://testthat.r-lib.org/articles/special-files.html
+
+library(testthat)
+library(tsDyn)
+
+test_check("tsDyn")