test_that("aggregating over subperiods works", {
  ms_epr <- elementary_index(
    ms_prices,
    price_relative(price, period = period, product = product) ~
      period + business,
    contrib = TRUE,
    na.rm = TRUE
  )

  epr2 <- mean(ms_epr, window = 2, duplicate_contrib = "make.unique")
  expect_identical(levels(epr2), levels(ms_epr))
  expect_identical(time(epr2), c("202001", "202003"))

  expect_equal(as.matrix(epr2)[, 1], rowMeans(as.matrix(ms_epr)[, 1:2]))
  expect_equal(as.matrix(epr2)[, 2], rowMeans(as.matrix(ms_epr)[, 3:4]))

  expect_true(is_chainable_index(epr2))
  expect_false(is_chainable_index(mean(chain(ms_epr), window = 2)))

  w <- matrix(seq_len(4 * 4), 4)
  expect_equal(
    as.matrix(mean(ms_epr, weights = w, window = 2))[, 1],
    diag(
      as.matrix(ms_epr)[, 1:2] %*% apply(w[, 1:2], 1, gpindex::scale_weights)
    ),
    ignore_attr = TRUE
  )
  expect_equal(
    as.matrix(mean(ms_epr, weights = w, window = 2))[, 2],
    diag(
      as.matrix(ms_epr)[, 3:4] %*% apply(w[, 3:4], 1, gpindex::scale_weights)
    ),
    ignore_attr = TRUE
  )

  # Test contributions
  con <- matrix(0, 5, 2)
  dimnames(con) <- list(
    product = c("1", "2", "2.1", "3", "3.1"),
    time = c("202001", "202003")
  )
  con[c(2, 3, 9, 10)] <- NA
  con[c(5, 7)] <- contrib(ms_epr)[c(6, 8)] / 2:1
  expect_equal(contrib(epr2), con)
  expect_equal(
    contrib(mean(ms_epr, window = 2, duplicate_contrib = "sum")),
    structure(
      rbind(
        "1" = con[1, ],
        "2" = colSums(con[2:3, ]),
        "3" = colSums(con[4:5, ])
      ),
      dimnames = list(product = 1:3, time = time(ms_epr)[c(1, 3)])
    )
  )

  expect_equal(
    as.numeric(t(contrib(ms_epr, "B3")[, 3:4])) / 2,
    as.numeric(contrib(epr2, "B3")[, 2])
  )
  expect_equal(colSums(contrib(epr2, "B3")), as.matrix(epr2)["B3", ] - 1)

  epr3 <- mean(
    ms_epr,
    weights = w,
    window = 2,
    r = 2.5,
    na.rm = TRUE,
    duplicate_contrib = "sum"
  )
  expect_equal(
    colSums(contrib(epr3, "B1"), na.rm = TRUE),
    as.matrix(epr3)["B1", ] - 1,
    ignore_attr = TRUE
  )
  expect_equal(colSums(contrib(epr3, "B3")), as.matrix(epr3)["B3", ] - 1)
})

test_that("aggregating with a window of 1 does nothing", {
  x <- as_index(matrix(1:9, 3))
  expect_equal(mean(x, window = 1), x)
  expect_equal(mean(x, weights = 9:1, window = 1, r = 0), x)
  expect_equal(mean(window(x, end(x))), window(x, end(x)))
})

test_that("mean requires a suitable window", {
  index <- as_index(matrix(1:9, 3))
  expect_error(mean(index, window = 4))
  expect_error(mean(index, window = 0))
  expect_error(mean(index, window = 1:3))
  expect_warning(mean(index, window = 2))
})

test_that("mean is consistent in aggregation", {
  epr <- as_index(matrix(1:54 / 10, 6))
  pias <- aggregation_structure(
    list(rep("a", 6), rep(c("b", "c"), each = 3), 1:6),
    6:1
  )

  index <- aggregate(epr, pias)

  index <- unchain(mean(chain(index), window = 3))
  expect_equal(aggregate(index, pias), index)
})
