version 0.3.0

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: fabletools
 Title: Core Tools for Packages in the 'fable' Framework
-Version: 0.2.1
+Version: 0.3.0
 Authors@R: 
     c(person(given = "Mitchell",
              family = "O'Hara-Wild",
@@ -17,6 +17,9 @@ Authors@R:
              role = "ctb"),
       person(given = "George",
              family = "Athanasopoulos",
+             role = "ctb"),
+      person(given = "David",
+             family = "Holt",
              role = "ctb"))
 Description: Provides tools, helpers and data structures for
     developing models and time series functions for 'fable' and extension
@@ -42,12 +45,13 @@ Language: en-GB
 LazyData: true
 RoxygenNote: 7.1.1
 NeedsCompilation: no
-Packaged: 2020-09-01 03:47:04 UTC; mitchell
+Packaged: 2021-01-19 05:34:50 UTC; mitchell
 Author: Mitchell O'Hara-Wild [aut, cre],
   Rob Hyndman [aut],
   Earo Wang [aut],
   Di Cook [ctb],
-  George Athanasopoulos [ctb]
+  George Athanasopoulos [ctb],
+  David Holt [ctb]
 Maintainer: Mitchell O'Hara-Wild <mail@mitchelloharawild.com>
 Repository: CRAN
-Date/Publication: 2020-09-03 22:42:11 UTC
+Date/Publication: 2021-01-19 07:20:05 UTC

MD5

@@ -1,74 +1,74 @@
-b3801cd9079d5757806e02c1504e0b62 *DESCRIPTION
-fc1285de4a5ba877565e6fcaa85126ba *NAMESPACE
-004e530b961df5e832439acd758a7e05 *NEWS.md
-a08cdb0d7f88b0e711dec46c77424b96 *R/accessors.R
-7ad770519af4f9c49c4cc76ee088839a *R/accuracy.R
-d2717f0966a627a43b8c489543af600b *R/aggregate.R
-e9d5258c496dd3e45743862b3f055720 *R/box_cox.R
+d99d13dc46c8d007423a125aa97c856a *DESCRIPTION
+de1390ccca004bca65a21fff06ff807c *NAMESPACE
+a8c4679ab06337e81c3776eb7481ac8b *NEWS.md
+b4be2f8c6db88d242e618e4c6266baa2 *R/accessors.R
+045ffdb1efba8e6625b34a76a3257387 *R/accuracy.R
+61c3121db97a901e34741fd9f0263974 *R/aggregate.R
+43196b3a91f03002efa4e99f6a94ce8c *R/box_cox.R
 29c4211bf71e15aad4d3edaa39618a3d *R/broom.R
 cbaef737d494327d79afb92b21ccf254 *R/compat-purrr.R
 3ef1dbefefb9435a8d4622f7f72463ef *R/components.R
 515d6b02af1d96e4e5a0889f59238567 *R/dable.R
 8ef591a2fa72a053a7af2b70ef8a0222 *R/definitions.R
 9ad0ddbab62e1b98e2505bc165ed6818 *R/dplyr-dable.R
-5bca8dbd4f8b4824a678d9baee943985 *R/dplyr-fable.R
-a1e31597b326c1c9ec0fc5c054ff8018 *R/dplyr-mable.R
+1374c58ef646487f08897d728757ac7f *R/dplyr-fable.R
+7252803d29321966bbf4e38726a39d8f *R/dplyr-mable.R
 f0cfa99a08bf99c3f0b2f8b4ab386305 *R/equation.R
 7098a40958f70fe046ac023fe5e08167 *R/estimate.R
-c3c958ff811f50f4c6704ac529987a0e *R/fable.R
+f23b65a675c89a6b617e5bc183987900 *R/fable.R
 7d82bf977dc75cafa7afdc18ba21caa0 *R/fabletools-package.R
-3967749c70628b8ef7145b207ca66817 *R/features.R
-52033ada5cc3365cb31a79cc52b9f056 *R/fitted.R
-39c0cb745d3adb837ad013c3c5e7c84d *R/forecast.R
+b730954e9524549c949a96bd57e68c44 *R/features.R
+39143e673d8640597101e1c57620e3bd *R/fitted.R
+010effec27cc34eca53b76a7502b405f *R/forecast.R
 b49a5f15d5bad65d8d8130ed36a4e9b9 *R/frequency.R
-759be65e0c74f8b7894d52132d66d5b4 *R/generate.R
+67e6a5d3ba54719dd492a1d41b6eef5e *R/generate.R
 6dbd4202a2f0de2202fc735856214508 *R/guess.R
 6727867795e631fa91abbd4a37da1b14 *R/hilo.R
-c6423a8ee8154af0d8c8cc1a00ea34b5 *R/interpolate.R
+6debd8e95d1c5000623f3b48e02c371a *R/interpolate.R
 ec7eb945353800bd0a071b15a124538f *R/lst_mdl.R
-57be9a08e2e9838366f4db0b3d6a2689 *R/mable.R
+4d52c3872258b21b021c0910dd6a4279 *R/mable.R
 6cae1fdb6734995e8625daba498c6297 *R/mdl_ts.R
-58fa875722db1babd25f2b30e8699c91 *R/model.R
+d5a36d1279e7fb7a372d9de1f7786d7a *R/model.R
 4aaaf1626ce168def4a4b445af32b14d *R/model_combination.R
 29956ecc10adc8b296dcb5c9d2e56755 *R/model_decomposition.R
 df6f7d3d9bcc6fc1a989f7d821aef85c *R/model_null.R
-7096b5da16c40a6436d3598dfc362d49 *R/parse.R
-322519df55c818167f4036c9bc3b17d6 *R/plot.R
-1783358ecf218fe0dbd5c35c316b3d87 *R/reconciliation.R
+9263b54db853b06611fdc2a70851e555 *R/parse.R
+c8c67a0676e16771757a3248abd50343 *R/plot.R
+5a7d2ebecaf9d47565f0a0fc0a413ae3 *R/reconciliation.R
 563cc27af1b423c80650eb8508c58877 *R/reexports.R
-140d7dd80ce971fea1386b96b90c80c7 *R/refit.R
-b60139e2f4bb88a829442c577dfddf3e *R/report.R
+fb03bdad6d773df26247ec8c684ab9fa *R/refit.R
+2ca682e8231f7f02cae0fa4128a134bc *R/report.R
 37902979ade9836ebf0184e100d1f5ea *R/residuals.R
 fe30a66e973d94f152eeec90864b4a15 *R/response.R
 299bb581f0915f0e9bdb332d501e5c50 *R/specials.R
-99b1b30bbc9298074966ad2cce7e9b79 *R/stream.R
+c8d51f09ab597e1c57ce666882e39544 *R/stream.R
 cbdf350bf426c9729a4078546d47e95c *R/tbl_utils.R
 c65cf167631341af48b62aee71a0bf3f *R/temporal_aggregation.R
 fc5f777d65ed634b0e30f3558edac4ac *R/transform.R
 2c2807619d68338517a09daedfa6835f *R/traverse.R
-3e5aab622366f3a1386d8e0c5206c122 *R/utils.R
+c720c5ba58764e6f7a9f0a3ffae5274b *R/utils.R
 729d8de2770d3f84fe73a05729ae0893 *R/vctrs-dable.R
-fa556d0d4264a65d3858420f15df4c0c *R/vctrs-fable.R
-35fb655f21fda2dbb3960806937750bd *R/vctrs-mable.R
+dab5adb8761ae06ce0b0a77f179dbe2d *R/vctrs-fable.R
+1382e6f97d0c5e050b539401080b1445 *R/vctrs-mable.R
 9eed4b755fab99446a41a2bb44576600 *R/zzz.R
 933964bc28a06198d85850d94cee794e *README.md
-a382d3e097c86c06ee16e7c3e62323d9 *build/fabletools.pdf
+6319bf86b3108d6e1a35de6980b878cd *build/fabletools.pdf
 10e18aae8aba14bc6c6ca44a71fdc68a *build/vignette.rds
-ad5a76670b9503e13645906221e8d713 *inst/WORDLIST
+6f2a90e451213e60197c308eacb8ab71 *inst/WORDLIST
 7bab195f754cc0017bd80d6b93536606 *inst/doc/extension_models.R
 5a159266a4d4a7fc70c5e5702e4ccd9c *inst/doc/extension_models.Rmd
-691fee5909db268275ad0cfd126ed148 *inst/doc/extension_models.html
+97795391ae12c23e4561f786bab46f91 *inst/doc/extension_models.html
 cff23ee87902f0ba1c751ada29f20fc2 *man/MAAPE.Rd
 2cb004482006e49a4ec956d90b70ba75 *man/accuracy.Rd
-95514a857687441686e19bd0916c94b5 *man/agg_vec.Rd
+775252575ce852d15fe54f6006fb2720 *man/agg_vec.Rd
 dc05205882b73f99f1648380c722902d *man/aggregate_index.Rd
 6306ce6869a6c1de33c801c85eb4a115 *man/aggregate_key.Rd
 e968b46684b00b9b8bd4d19a68c26414 *man/aggregation-vctrs.Rd
 c62dddfed7dc7cef64a9d94c8d9e2952 *man/as-dable.Rd
 ea4a261519a8f938bbca31e2c82960ba *man/as-fable.Rd
 551b9a81c42c40e09d806b815c9a3892 *man/as_mable.Rd
 2e6e5ffae77da16ecf82d5a2eb366be4 *man/augment.Rd
-560bcd671070c6bc8d15308e40bb7adb *man/autoplot.dcmp_ts.Rd
+146fdeeb16a79170cae2137bb874835a *man/autoplot.dcmp_ts.Rd
 37c1e2a9ecc19e127e3f57071ef31b85 *man/autoplot.fbl_ts.Rd
 f2269ba3a524bc34aa69f39e3e9bf530 *man/autoplot.tbl_ts.Rd
 8c636a927212d183a7c3850bfe0084da *man/bias_adjust.Rd
@@ -81,14 +81,15 @@ cbd465b6b7674866572de9547b4fe6a5 *man/combination_model.Rd
 311d01a7b31c53ed10632df3d81e6a37 *man/dable-vctrs.Rd
 15f9f26ed1c93dd7002271493b6e2ad3 *man/dable.Rd
 e33da4e74d468e1f7f39bdd49fa0dc6d *man/decomposition_model.Rd
-0d140bb5a3b44090769e7af77638089f *man/distribution_accuracy_measures.Rd
+e1f7abf486d9fea0be41bc15437188a4 *man/directional_accuracy_measures.Rd
+b25292c8e68222ccb2515be39f786a14 *man/distribution_accuracy_measures.Rd
 630c282ff1e8b7e32c0eeb8a3c801305 *man/distribution_var.Rd
 a0fdb24d9d15c5c5630de61a05615a2e *man/estimate.Rd
 b90659d7ad6d41d261b314c79e9aeeff *man/fable-vctrs.Rd
 c23404d1cf73d4a9f55c8de604b7afcf *man/fable.Rd
-37a1869c53b733631056d0b4adca18ce *man/fabletools-package.Rd
+ceab2d3ac333d693e97f3d80c615aabc *man/fabletools-package.Rd
 0103d444a1b6f7328765a533af6d6553 *man/feature_set.Rd
-3f7537e4cf99781018703c6ff641c5fe *man/features.Rd
+ec8728a7f60b2e0ebfc43040de6b2c3d *man/features.Rd
 8012d04e6cc0ebfd1aee0489e94f9146 *man/features_by_pkg.Rd
 e9d950335b569185499416191d1337ef *man/features_by_tag.Rd
 cdb7be9efaa25f3cca4cf33ade6e1394 *man/figures/README-example-1.png
@@ -103,10 +104,10 @@ c3978703d8f40f2679795335715e98f4 *man/figures/lifecycle-experimental.svg
 6902bbfaf963fbc4ed98b86bda80caa2 *man/figures/lifecycle-soft-deprecated.svg
 53b3f893324260b737b3c46ed2a0e643 *man/figures/lifecycle-stable.svg
 1c1fe7a759b86dc6dbcbe7797ab8246c *man/figures/lifecycle-superseded.svg
-2fedf198e8044afa788fe8bcbb008370 *man/fitted.mdl_df.Rd
-8b9d4831aa407715d77e1636e8bb2850 *man/forecast.Rd
+a02805f10249e06ffd570832856db160 *man/fitted.mdl_df.Rd
+6cfc29f83588cede20aaea88a94356a7 *man/forecast.Rd
 676fd82e0d71779c4d0a82460c183616 *man/freq_tools.Rd
-b081ca74065a947884aa407113fa0c1b *man/generate.mdl_df.Rd
+896b295e4f7253eb75d5a8fe59046556 *man/generate.mdl_df.Rd
 70fb188b1c61ab008f7f771af22a2903 *man/glance.Rd
 5d329f99afdf481c3860e9cb39815f5e *man/interpolate.Rd
 e8a5223160a4a939cd6dd5a59676f30f *man/interval_accuracy_measures.Rd
@@ -118,8 +119,9 @@ ef48c67bf01ee8ca6814a55ce87c3522 *man/is_model.Rd
 ccbf937cd020d3fc33038ccbe2d6f72e *man/mable-vctrs.Rd
 0901c7b645dce8757e70b8d393d70123 *man/mable.Rd
 07dca109d2ea56ef5d4f8997c0f4748f *man/mable_vars.Rd
+b59b5c5babc198e868d29800e57d3e7f *man/middle_out.Rd
 796365246bc1be40f6e63057bcf72187 *man/min_trace.Rd
-413ccd93f892022a8035e1de64390b34 *man/model.Rd
+fc1f352a34744f1cea8032c687771d32 *man/model.Rd
 1393b3cb5b12c9184a7e56bc397c088f *man/model_lhs.Rd
 f0fda8a3f7df861905315f24d5799a65 *man/model_rhs.Rd
 b3786690676b4f812ab2640a36c24ed2 *man/model_sum.Rd
@@ -130,7 +132,7 @@ b3786690676b4f812ab2640a36c24ed2 *man/model_sum.Rd
 1084daec4cc235fd241dfc3d00b5ec31 *man/parse_model.Rd
 bdc8cb57affb2b7ffc1f2e2b0d54ed11 *man/parse_model_lhs.Rd
 3fd1c33a565c1fbfed2b04be25d993e7 *man/parse_model_rhs.Rd
-5a9f2f98c41a7ff8a6d5d772b0f0f050 *man/point_accuracy_measures.Rd
+474792508988b76d6d1ae9ee579932cd *man/point_accuracy_measures.Rd
 09f5c01e1553360588bcf5295a5896aa *man/reconcile.Rd
 b0ccee1c18f9fcd1fb6a809c3af2fe99 *man/reexports.Rd
 ae4b89a3df014dd2482498729b839312 *man/refit.Rd
@@ -139,18 +141,19 @@ fe74782d2d7a04c98808abda763e18ff *man/report.Rd
 51b8a397bf92000659fe9efaab4a3783 *man/residuals.mdl_df.Rd
 04285043236595c6e83ccd810d402608 *man/response.Rd
 b55489638f729e2380e2d96f4716b1d6 *man/response_vars.Rd
-9d66c854d2ee543c71a409b87e98e19d *man/skill_score.Rd
+a51f43537bddd5e20fc9206074bf59e0 *man/scenarios.Rd
+f24d13481193aa4e4beaa2ada30ef98d *man/skill_score.Rd
 83b079e6ae9511eaf3088c462f9d75df *man/stream.Rd
 750aaaefa9aa2044f8b40f8a48bdecaf *man/tidy.Rd
 74b8186caf6db910744ce117f81e1e32 *man/top_down.Rd
 9e68d7156db1ba73e94464d68fd2c308 *man/traverse.Rd
 4980cb795255188f627f650622c4bf80 *man/unpack_hilo.Rd
 4bf7ba0f683d07e48d465d0a4a558d7f *man/validate_formula.Rd
 8176e3fbb47046d5f7220e147a102483 *tests/testthat.R
-63d96e03c81e75299331381f4ed7825f *tests/testthat/Rplots.pdf
+7ae4d1c96691939b3f95c253e51be7ac *tests/testthat/Rplots.pdf
 d086dba90b013cec5dda344fb7938612 *tests/testthat/setup-data.R
 b93b054b076aba90b60d8f5a0fd9198d *tests/testthat/setup-models.R
-05dcc8db2deffe943e98d257e71236a4 *tests/testthat/test-accuracy.R
+6b683cb35b10e316ea6f1d5bcbf69b40 *tests/testthat/test-accuracy.R
 8eb061a803272c60a11e1b0ccea320d2 *tests/testthat/test-broom.R
 e9703e4c2e172e3e7ad599b51641c9b6 *tests/testthat/test-combination.R
 fe6bbb7d8ad033dd4f3c4658bc1edb3e *tests/testthat/test-decomposition-model.R
@@ -162,7 +165,7 @@ fe6bbb7d8ad033dd4f3c4658bc1edb3e *tests/testthat/test-decomposition-model.R
 5c512358f60a3b13c0f15a11e67a83e4 *tests/testthat/test-interpolate.R
 1618029c438b05810e96ba9ae4f72cf9 *tests/testthat/test-mable.R
 eb0999ceaf3888b6daf5f23699cb2c0c *tests/testthat/test-multivariate.R
-935b43ed672ef5b3486ed26075fe3694 *tests/testthat/test-parser.R
+82d49e0a29f0f0ad028fa158654a8e2c *tests/testthat/test-parser.R
 8547dc560b56cbf6e8a91a0a5c18bf41 *tests/testthat/test-reconciliation.R
 9a5176496e53324c9cfb5bed43de4eb4 *tests/testthat/test-spelling.R
 5349d2d78b347edd154ef4669b129f95 *tests/testthat/test-transformations.R

NAMESPACE

@@ -1,5 +1,6 @@
 # Generated by roxygen2: do not edit by hand
 
+S3method("!=",agg_vec)
 S3method("$<-",mdl_df)
 S3method("==",agg_vec)
 S3method("[",dcmp_ts)
@@ -62,6 +63,7 @@ S3method(features,tbl_ts)
 S3method(features_all,tbl_ts)
 S3method(features_at,tbl_ts)
 S3method(features_if,tbl_ts)
+S3method(fill_gaps,fbl_ts)
 S3method(fitted,"NULL")
 S3method(fitted,mdl_df)
 S3method(fitted,mdl_ts)
@@ -71,6 +73,7 @@ S3method(forecast,"NULL")
 S3method(forecast,fbl_ts)
 S3method(forecast,lst_btmup_mdl)
 S3method(forecast,lst_mdl)
+S3method(forecast,lst_midout_mdl)
 S3method(forecast,lst_mint_mdl)
 S3method(forecast,lst_topdwn_mdl)
 S3method(forecast,mdl_df)
@@ -97,6 +100,7 @@ S3method(glance,null_mdl)
 S3method(group_by,fbl_ts)
 S3method(group_by,grouped_fbl)
 S3method(group_data,mdl_df)
+S3method(hfitted,mdl_ts)
 S3method(hilo,fbl_ts)
 S3method(interpolate,mdl_df)
 S3method(interpolate,mdl_ts)
@@ -116,6 +120,7 @@ S3method(pivot_longer,mdl_df)
 S3method(print,transformation)
 S3method(rbind,dcmp_ts)
 S3method(rbind,fbl_ts)
+S3method(recode,agg_vec)
 S3method(reconcile,mdl_df)
 S3method(refit,"NULL")
 S3method(refit,lst_mdl)
@@ -136,6 +141,7 @@ S3method(response,mdl_ts)
 S3method(response_vars,dcmp_ts)
 S3method(response_vars,fbl_ts)
 S3method(response_vars,mdl_df)
+S3method(response_vars,mdl_ts)
 S3method(select,fbl_ts)
 S3method(select,grouped_fbl)
 S3method(select,mdl_df)
@@ -199,13 +205,17 @@ S3method(vec_ptype2,tbl_df.dcmp_ts)
 S3method(vec_ptype2,tbl_df.fbl_ts)
 S3method(vec_ptype2,tbl_df.mdl_df)
 S3method(vec_ptype_abbr,agg_vec)
+S3method(vec_restore,fbl_ts)
 export("%>%")
 export(ACF1)
 export(CRPS)
 export(MAAPE)
 export(MAE)
 export(MAPE)
 export(MASE)
+export(MDA)
+export(MDPV)
+export(MDV)
 export(ME)
 export(MPE)
 export(MSE)
@@ -231,6 +241,7 @@ export(components)
 export(construct_fc)
 export(dable)
 export(decomposition_model)
+export(directional_accuracy_measures)
 export(distribution_accuracy_measures)
 export(distribution_var)
 export(equation)
@@ -246,6 +257,7 @@ export(generate)
 export(get_frequencies)
 export(glance)
 export(guide_level)
+export(hfitted)
 export(hilo)
 export(interpolate)
 export(interval_accuracy_measures)
@@ -259,6 +271,7 @@ export(is_model)
 export(is_null_model)
 export(mable)
 export(mable_vars)
+export(middle_out)
 export(min_trace)
 export(model)
 export(model_lhs)
@@ -275,13 +288,15 @@ export(parse_model_rhs)
 export(percentile_score)
 export(pinball_loss)
 export(point_accuracy_measures)
+export(quantile_score)
 export(reconcile)
 export(refit)
 export(register_feature)
 export(report)
 export(response)
 export(response_vars)
 export(scaled_pinball_loss)
+export(scenarios)
 export(skill_score)
 export(stream)
 export(tidy)
@@ -319,6 +334,7 @@ importFrom(dplyr,group_data)
 importFrom(dplyr,groups)
 importFrom(dplyr,left_join)
 importFrom(dplyr,mutate)
+importFrom(dplyr,recode)
 importFrom(dplyr,rename)
 importFrom(dplyr,select)
 importFrom(dplyr,semi_join)

NEWS.md

@@ -1,3 +1,50 @@
+# fabletools 0.3.0
+
+## New features
+
+* Added `scenarios()` function for providing multiple scenarios to the 
+  `new_data` argument. This allows different sets of future exogenous regressors
+  to be provided to functions like `forecast()`, `generate()`, and 
+  `interpolate()` (#110).
+* Added `quantile_score()`, which is similar to `percentile_score()` except it
+  allows a set of quantile `probs` to be provided (#280).
+* Added distribution support for `autoplot(<dable>)`. If the decomposition 
+  provides distributions for its components, then the uncertainty of the 
+  components will be plotted with interval ribbons.
+* Added block bootstrap option for bootstrapping innovations in `generate()`.
+* Added multiple step ahead fitted values support via `fitted(<mable>, h > 1)`.
+* Added `as_fable(<forecast>)` for converting older `forecast` class objects to
+  `fable` data structures.
+* Added `top_down(method = "forecast_proportion")` for reconciliation using the
+  forecast proportions techniques.
+* Added `middle_out()` forecast reconciliation method.
+* Added directional accuracy measures, including `MDA()`, `MDV()` and `MDPV()`
+  (#273, @davidtedfordholt).
+* Added `fill_gaps(<fable>)`.
+
+## Improvements
+
+* The `pinball_loss()` and `percentile_score()` accuracy measures are now scaled
+  up by 2x for improved meaning. The loss at 50% equals absolute error and the
+  average loss equals CRPS (#280).
+* Automatic transformation functions formals are now named after the response
+  variable and not converted to `.x`, preventing conflicts with values named `.x`.
+* `box_cox()` and `inv_box_cox()` are now vectorised over the transformation
+  parameter `lambda`.
+* `RMSSE()` accuracy measure is now included in default `accuracy()` measures.
+* Specifying a different `response` variable in `as_fable()` will no longer
+  error, it now sets the provided `response` value as the distribution's new 
+  response.
+* Minor vctrs support improvements.
+
+## Bug fixes
+
+* Data lines in fable `autoplot()` are now always grouped by the data's key.
+* Fixed `bottom_up()` aggregation mismatch for redundant leaf nodes (#266).
+* Fixed `min_trace()` reconciliation for degenerate hierarchies (#267).
+* Fixed `select(<mable>)` not keeping required key variables (#297).
+* Fixed `...` not being passed through in `report()`.
+
 # fabletools 0.2.1
 
 ## New features
@@ -22,7 +69,8 @@
   allowing unbalanced hierarchies to be reconciled.
 * Produce unique names for unnamed features used with `features()` (#258).
 * Documentation improvements
-* Performance improvements
+* Performance improvements, including using `future.apply()` to parallelize 
+  `forecast()` when the `future` package is attached (#268).
 
 ## Breaking changes