version 0.5.1

cran · Apr 28, 2019 · 03eaa18 · 03eaa18
1 parent c158348
commit 03eaa18
Show file tree

Hide file tree

Showing 43 changed files with 782 additions and 485 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,8 +1,8 @@
 Package: greybox
 Type: Package
 Title: Toolbox for Model Building and Forecasting
-Version: 0.5.0
-Date: 2019-04-20
+Version: 0.5.1
+Date: 2019-04-27
 Authors@R: person("Ivan", "Svetunkov", email = "ivan@svetunkov.ru", role = c("aut", "cre"),
                   comment="Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK")
 URL: https://github.com/config-i1/greybox
@@ -26,9 +26,9 @@ RoxygenNote: 6.1.1
 VignetteBuilder: knitr
 Encoding: UTF-8
 NeedsCompilation: yes
-Packaged: 2019-04-19 20:23:28 UTC; config
+Packaged: 2019-04-27 14:48:25 UTC; config
 Author: Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics
     and Forecasting, Lancaster University, UK)
 Maintainer: Ivan Svetunkov <ivan@svetunkov.ru>
 Repository: CRAN
-Date/Publication: 2019-04-21 15:20:07 UTC
+Date/Publication: 2019-04-28 06:50:03 UTC
diff --git a/MD5 b/MD5
@@ -1,56 +1,57 @@
-5120e6f9fd3f26e9466848f468f63a05 *DESCRIPTION
-a59fdaba5a2d59f5c9616ef6e9dbf4dc *NAMESPACE
-89dc95af2ca3d643a1bd3153da39ebc4 *NEWS
+ea3d2b1fb8c698a0357e514f1315adbf *DESCRIPTION
+d23badbe67af373909ac1bae7af88dc6 *NAMESPACE
+f24e5b171a152f34f699690e5f98778c *NEWS
 b04f00196442fad912053f13321c737f *R/RcppExports.R
 85c21a9b53ef02d0e144fc10457e8299 *R/alaplace.R
-03e8b2c483efe8bc4e7a1cd82a788777 *R/alm.R
+33b094f9dbcedf3b193a8294bf03bbb5 *R/alm.R
 30cb2968efe444dce761b47aa481fdfd *R/association.R
 8b20ed80c388c24e107b84d7963d9cc6 *R/cramer.R
-6c2c272c7f476538f72df85e976f5feb *R/determination.R
-7dbc8c821cf84f94a9d89dd3c7b3645c *R/error-measures.R
+979ca02906be18365a3890b4c6b59d64 *R/depricator.R
+865edfd94ff16b32829c64bde6dbc56e *R/determination.R
+950c8410b827e16a4f3f7871edd409a6 *R/error-measures.R
 8a9e233ba5a65a27944d0d85bd94a6be *R/fnorm.R
 cbc4215ab53b8b6b604a133e50826f24 *R/graphmaker.R
 0f32d843d2182f6d220d7f6bed8853ff *R/greybox-package.R
 816dff34a584c66c3469dd6e78991a42 *R/isFunctions.R
 10b327bb93afbd6a69ad57b78d31600b *R/laplace.R
-7d3a2c44903766f9276014d673470561 *R/lmCombine.R
-0cfeacafc5f325c792963572844a4dfd *R/lmDynamic.R
+bf0051b5ddb0826a6af63cda10acab0f *R/lmCombine.R
+89d49f709dda2650d784179699c5035d *R/lmDynamic.R
 c6f59f39b989d287ce0b6b816f3ea10c *R/mcor.R
-88c917c5d254e25ec7143eaf1279bdca *R/methods.R
-45caedf18e0295d9337600cd8b4db28b *R/nemenyi.R
-76ae2c970424270b4b4e51fe3685e08e *R/rmc.R
-18459294b633e7c031b1b516459c0c2d *R/ro.R
+10be0680e42df82adbe2968d4ae13eec *R/methods.R
+4eb0114d8e61620b2764a57598044d98 *R/nemenyi.R
+77af49a47b17e4ab8478072870235457 *R/rmc.R
+92770d59ccff4777da69126b3c75b641 *R/ro.R
 52013bcf9dc41a285a6ce7e52b6d0e73 *R/spread.R
-f51bd47573c6ae96dde9b4948e9ac6a6 *R/stepwise.R
+8ad0baff60ccfaeb0326786164ad3005 *R/stepwise.R
 9bc298937656a271c984d7b44ca69acc *R/svet.R
 b3386e40999273985e10aa224e55d8b7 *R/tableplot.R
 ade567ae65171c7757b3c200965dff97 *R/tplnorm.R
-f818b81c6bf3b90cf6f56d537cd2fd33 *R/xregExpander.R
-cf91a0f5526bc577ebea8c22aae476c8 *R/xregMultiplier.R
-620aff92f8390742bfff78921c022b46 *R/xregTransformer.R
+36e17abd26fc40fc48f9804d04c95157 *R/xregExpander.R
+6767a122b503ba8c6f17f2fa1cf3ad3c *R/xregMultiplier.R
+b24003a3efb4e32312d6dd50c743dcd7 *R/xregTransformer.R
 44ef5a5acc7030f87429da3f638a8bf9 *R/zzz.R
-c21ca491ef7a1f8601700175d6c4220c *README.md
-9b7278bfbfa7380d961abc96c8a7ddc8 *build/partial.rdb
+7d0e2f6ae51386a230af5c1f9870f9c3 *README.md
+65251d6927749f053044ae4e3b247727 *build/partial.rdb
 a5d02f5a2e927d5630fb9e824580c94f *build/vignette.rds
-b8849ab68567bef8294971d1a1f8062f *inst/doc/alm.R
-77f5c1698b0805b4ee08c71a94262ab7 *inst/doc/alm.Rmd
-5337e48da483402ba01af9335a9e949f *inst/doc/alm.html
-34b8d6dbd9447295256603c890809251 *inst/doc/greybox.R
-47b097201bb516498457f3c5c2c4e289 *inst/doc/greybox.Rmd
-5fb17f8c949e6c6bba0b10fc769e0b00 *inst/doc/greybox.html
+261b2676401ed77ade6629fdb123da82 *inst/doc/alm.R
+229ee10828fb87bc551ab19bb687a672 *inst/doc/alm.Rmd
+707d26df78795ef9fa936226481fd49d *inst/doc/alm.html
+de89fbff243d1e9e45d6dce6d12637eb *inst/doc/greybox.R
+16e442b993a2d27f172a9b5929b66552 *inst/doc/greybox.Rmd
+8ef8cf6db356775fc719fce062835615 *inst/doc/greybox.html
 06c0f9122123824d32350fe08d2602f1 *inst/doc/maUsingGreybox.R
 993abaa870428627b3e228fbaafa0c0e *inst/doc/maUsingGreybox.Rmd
-bc6bf27c35be861795863486e6d8eb7a *inst/doc/maUsingGreybox.html
+ee0763bd0572b541210394c7d271f0fc *inst/doc/maUsingGreybox.html
 00c4b1df235949a7bfd28a0ce53c4c25 *inst/doc/ro.R
 9dcae2bc19d86bfb5cddf8067823fe8d *inst/doc/ro.Rmd
-0907e3b1c827605a4393544f60a79f87 *inst/doc/ro.html
+22150bbbb82cb704495e8bd1f3d1abc3 *inst/doc/ro.html
 289e8c5fa923dd43039cfabae03445a0 *man/InformationCriteria.Rd
 b9020e719cce89a6877652348d1f44f5 *man/actuals.Rd
 cb2b4b7e514fbfef6547dad20aa89f29 *man/alaplace-distribution.Rd
-73ae0fc31d657def6a78895462c05676 *man/alm.Rd
+59b241f738760750dc0943f3d5ae7fe7 *man/alm.Rd
 4e4fa840514ec11ead4a8dd3788f25db *man/association.Rd
 310d3560a6a2368d0db155f8ac76d5df *man/cramer.Rd
-f3ede78db376113c8a0de586ec21477b *man/determination.Rd
+c762561d3eb625cc8381ad7698021b8b *man/determination.Rd
 d65ead5be787e26f70a7dc83dd86ba94 *man/error-measures.Rd
 7107d89e7d1666697d37f3ffe06b2ff9 *man/errorType.Rd
 b834b75de6d1a3223dab7d2c1ea33cf4 *man/fnorm-distribution.Rd
@@ -59,30 +60,30 @@ b834b75de6d1a3223dab7d2c1ea33cf4 *man/fnorm-distribution.Rd
 c5e98637bfcfc56b63d3db17f1bf00b4 *man/hm.Rd
 2d4f3a117c9753dc267093b56d53790b *man/isFunctions.Rd
 7798f3873ab82e9a328544beca1a1985 *man/laplace-distribution.Rd
-4f46c195e5f80c71f6b436a5518db7e2 *man/lmCombine.Rd
-1e0c5244b4c9a9c84ab6fa99a6511001 *man/lmDynamic.Rd
+0e2628228a63bdb169df0cd398f422a8 *man/lmCombine.Rd
+3e705cbb68866d684197f1c883cc730a *man/lmDynamic.Rd
 65e76738c4d650cb902700d2a4459f0f *man/mcor.Rd
-1ff2fe86ba023ed7a23b94a67398e07f *man/measures.Rd
-2b38ed83d1094051dd1dfe6987d5ebcb *man/nparam.Rd
+6641a990e71465b2dc98b1f365651732 *man/measures.Rd
+0c8158bf966af11a646027c506b3f90c *man/nparam.Rd
 b3b5e1666ffdc078b439c058ff8b20c2 *man/pinball.Rd
 adcbb10444b1715904a8270a96fba5f3 *man/pointIC.Rd
 2329b1a5db9e98f6328ee8a888a6c7c1 *man/pointLik.Rd
 c6ebc1c587ffc34c6161c9a0051dbaeb *man/polyprod.Rd
-89dbf1349d86af07999975c0a3468d4b *man/predict.greybox.Rd
-76b532e9db2f249cd5704ce73b63d92a *man/rmc.Rd
-783f313b049ae8a234c5fd561e282987 *man/ro.Rd
+170787ed5a244288ee0ad65bc8327ad4 *man/predict.greybox.Rd
+646411d7acf62d6936d44540fc0c0174 *man/rmc.Rd
+3331f937425b44fa1f164f2687d1cb72 *man/ro.Rd
 1222fa1380ef1f2cc2dc099b9a37b5bd *man/s-distribution.Rd
 5f415868101d7038afba79bd5ac7d584 *man/spread.Rd
-32a1e1208afdd87e3a09e3e5f795be1d *man/stepwise.Rd
+6117c87fc41b5411ad3a3045bc40a06c *man/stepwise.Rd
 9d6dddb2e8a11c2b939bc71dde7466d1 *man/tableplot.Rd
 35386b7aacb453e2d4a06e1a86e11272 *man/tplnorm-distribution.Rd
-f18a73c1ad722b3c5a7b0e1182e7d74d *man/xregExpander.Rd
-ecaff1d893d0e2226b358df3b6e18cd8 *man/xregMultiplier.Rd
-f12ae6912dd367d0f39d80dfcb5aca80 *man/xregTransformer.Rd
+d21e50e7ddf5ec39ed3714e46125c791 *man/xregExpander.Rd
+103d8d8e980e3ba1b7ddd6588768e60b *man/xregMultiplier.Rd
+cb49a89759ba4929b99bf527870f68c1 *man/xregTransformer.Rd
 471a2428a7493a27c2f59c352b429357 *src/RcppExports.cpp
 977761aa6ae19c9fe2466383536ea331 *src/polyMult.cpp
-77f5c1698b0805b4ee08c71a94262ab7 *vignettes/alm.Rmd
-47b097201bb516498457f3c5c2c4e289 *vignettes/greybox.Rmd
+229ee10828fb87bc551ab19bb687a672 *vignettes/alm.Rmd
+16e442b993a2d27f172a9b5929b66552 *vignettes/greybox.Rmd
 8401400e9158cfc020fa9477e42d1fd6 *vignettes/img/ROProcessCO.gif
 da71fe35eb5beb45dc2cc8ef16da371a *vignettes/img/ROProcessCOCI.gif
 7f2a09e79b06d202de45672aa9762d16 *vignettes/img/ROProcessNoCO.gif

diff --git a/NAMESPACE b/NAMESPACE
@@ -17,7 +17,6 @@ S3method(errorType,ets)
 S3method(forecast,alm)
 S3method(forecast,greybox)
 S3method(logLik,alm)
-S3method(nParam,default)
 S3method(nobs,alm)
 S3method(nobs,greybox)
 S3method(nobs,varest)
@@ -104,7 +103,6 @@ export(lmCombine)
 export(lmDynamic)
 export(mcor)
 export(measures)
-export(nParam)
 export(nparam)
 export(pAIC)
 export(pAICc)

diff --git a/NEWS b/NEWS
@@ -1,3 +1,22 @@
+greybox v0.5.1 (Release data: 2019-04-27)
+==============
+
+Changes:
+* The parameter "silent" is now renamed into "quiet" in ro(), xregExpander(), xregMultiplier() and xregTransformer() functions. It only specifies the output in console now.
+* Similarly, "bruteForce" is now "bruteforce" in lmCombine(), lmDynamic() and determ(),
+* "B" is now "parameters" in alm(),
+* "checks" is now "fast" (note, the opposite meaning),
+* "style" is now "outplot" in rmc().
+* All the functions now return "fitted" instead of "fitted.values". This is not a big deal, the fitted() method will work as always.
+* forecast() function now accepts h - the forecast horizon. If h!=nrow(newdata), then the function will either cut off values, or produce forecasts for the explanatory variables.
+
+Bugfixes:
+* alm() would not do checks properly when only one explanatory variable was used.
+* lmCombine() and lmDynamic() would not work because they would refer to non-existent "ourModel". Thanks leungi for the bug report!
+* lmCombine() and lmDynamic() used to warn about the computational time after doing things, not before that.
+* predict.alm() would not work well if only one-step-ahead prediction was needed.
+
+
 greybox v0.5.0 (Release data: 2019-04-20)
 ==============
 

diff --git a/R/alm.R b/R/alm.R
@@ -66,12 +66,12 @@
 #' orders are accepted.
 #' @param i the order of I to include in the model. Only non-seasonal
 #' orders are accepted.
-#' @param B vector of parameters of the linear model. When \code{NULL}, it
+#' @param parameters vector of parameters of the linear model. When \code{NULL}, it
 #' is estimated.
 #' @param vcovProduce whether to produce variance-covariance matrix of
 #' coefficients or not. This is done via hessian calculation, so might be
 #' computationally costly.
-#' @param checks if \code{FALSE}, then the function won't check whether
+#' @param fast if \code{FALSE}, then the function won't check whether
 #' the data has variability and whether the regressors are correlated. Might
 #' cause trouble, especially in cases of multicollinearity.
 #' @param ... additional parameters to pass to distribution functions. This
@@ -91,7 +91,7 @@
 #' \item coefficients - estimated parameters of the model,
 #' \item vcov - covariance matrix of parameters of the model (based on Fisher
 #' Information). Returned only when \code{vcovProduce=TRUE},
-#' \item fitted.values - fitted values,
+#' \item fitted - fitted values,
 #' \item residuals - residuals of the model,
 #' \item mu - the estimated location parameter of the distribution,
 #' \item scale - the estimated scale parameter of the distribution,
@@ -199,11 +199,15 @@ alm <- function(formula, data, subset, na.action,
                                "plogis","pnorm"),
                 occurrence=c("none","plogis","pnorm"),
                 ar=0, i=0,
-                B=NULL, vcovProduce=FALSE, checks=TRUE, ...){
+                parameters=NULL, vcovProduce=FALSE, fast=TRUE, ...){
 # Useful stuff for dnbinom: https://scialert.net/fulltext/?doi=ajms.2010.1.15
 
     cl <- match.call();
 
+    #### This is temporary and needs to be removed at some point! ####
+    B <- depricator(parameters, list(...));
+    fast <- depricator(fast, list(...));
+
     distribution <- distribution[1];
     if(all(distribution!=c("dnorm","dlogis","dlaplace","dalaplace","ds","dt","dfnorm","dlnorm","dchisq",
                            "dpois","dnbinom","dbeta","plogis","pnorm"))){
@@ -664,11 +668,11 @@ alm <- function(formula, data, subset, na.action,
         obsZero <- 0;
     }
 
-    if(checks){
+    if(!fast){
         #### Checks of the exogenous variables ####
         # Remove the data for which sd=0
         noVariability <- vector("logical",nVariables);
-        noVariability[] <- apply((matrixXreg==matrix(matrixXreg[1,],obsInsample,nVariables,byrow=TRUE))[otU,],2,all);
+        noVariability[] <- apply((matrixXreg==matrix(matrixXreg[1,],obsInsample,nVariables,byrow=TRUE))[otU,,drop=FALSE],2,all);
         if(any(noVariability)){
             if(all(noVariability)){
                 warning("None of exogenous variables has variability. Fitting the straight line.",
@@ -691,7 +695,7 @@ alm <- function(formula, data, subset, na.action,
         corThreshold <- 0.999;
         if(nVariables>1){
             # Check perfectly correlated cases
-            corMatrix <- cor(matrixXreg[otU,]);
+            corMatrix <- cor(matrixXreg[otU,,drop=FALSE]);
             corHigh <- upper.tri(corMatrix) & abs(corMatrix)>=corThreshold;
             if(any(corHigh)){
                 removexreg <- unique(which(corHigh,arr.ind=TRUE)[,1]);
@@ -708,7 +712,7 @@ alm <- function(formula, data, subset, na.action,
         # Do these checks only when intercept is needed. Otherwise in case of dummies this might cause chaos
         if(nVariables>1 & interceptIsNeeded){
             # Check dummy variables trap
-            detHigh <- determination(matrixXreg[otU,])>=corThreshold;
+            detHigh <- determination(matrixXreg[otU,,drop=FALSE])>=corThreshold;
             if(any(detHigh)){
                 while(any(detHigh)){
                     removexreg <- which(detHigh>=corThreshold)[1];
@@ -737,7 +741,7 @@ alm <- function(formula, data, subset, na.action,
     nVariablesExo <- nVariables;
 
     #### Estimate parameters of the model ####
-    if(is.null(B)){
+    if(is.null(parameters)){
         #### Add AR and I elements in the regression ####
         # This is only done, if the regression is estimated. In the other cases it will already have the expanded values
         if(ariModel){
@@ -750,7 +754,7 @@ alm <- function(formula, data, subset, na.action,
                     yNew[] <- log(yNew / (1-yNew));
                 }
                 else{
-                    yNew <- smooth::iss(y,intermittent="l",model="ANN",h=1)$states[1:obsInsample]
+                    yNew <- smooth::oes(y, occurrence="i", model="MNN", h=1)$states[1:obsInsample]
                 }
                 ariElements <- xregExpander(yNew, lags=-c(1:ariOrder), gaps="auto")[,-1,drop=FALSE];
                 ariZeroes <- matrix(TRUE,nrow=obsInsample,ncol=ariOrder);
@@ -1326,7 +1330,7 @@ alm <- function(formula, data, subset, na.action,
         mu <- yFitted;
     }
 
-    finalModel <- list(coefficients=B, vcov=vcovMatrix, fitted.values=yFitted, residuals=as.vector(errors),
+    finalModel <- list(coefficients=B, vcov=vcovMatrix, fitted=yFitted, residuals=as.vector(errors),
                        mu=mu, scale=scale, distribution=distribution, logLik=-CFValue,
                        df.residual=obsInsample-nParam, df=nParam, call=cl, rank=nParam,
                        data=dataWork,

diff --git a/R/depricator.R b/R/depricator.R
@@ -0,0 +1,29 @@
+depricator <- function(newValue, ellipsis){
+    if(!is.null(ellipsis$silent)){
+        warning("You have provided 'silent' parameter. This is deprecated. Please, use 'quite' instead.");
+        return(ellipsis$silent);
+    }
+    else if(!is.null(ellipsis$style)){
+        warning("You have provided 'style' parameter. This is deprecated. Please, use 'outplot' instead.");
+        return(ellipsis$style);
+    }
+    if(!is.null(ellipsis$B)){
+        warning("You have provided 'B' parameter. This is deprecated. Please, use 'parameters' instead.");
+        return(ellipsis$B);
+    }
+    if(!is.null(ellipsis$checks)){
+        warning("You have provided 'checks' parameter. This is deprecated. Please, use 'fast' instead.");
+        return(!ellipsis$checks);
+    }
+    else if(!is.null(ellipsis$style)){
+        warning("You have provided 'style' parameter. This is deprecated. Please, use 'outplot' instead.");
+        return(ellipsis$style);
+    }
+    else if(!is.null(ellipsis$bruteForce)){
+        warning("You have provided 'bruteForce' parameter. This is deprecated. Please, use 'bruteforce' instead.");
+        return(ellipsis$bruteForce);
+    }
+    else{
+        return(newValue);
+    }
+}
diff --git a/R/determination.R b/R/determination.R
@@ -16,7 +16,7 @@
 #' @keywords models
 #'
 #' @param xreg Data frame or a matrix, containing the exogenous variables.
-#' @param bruteForce If \code{TRUE}, then all the variables will be used
+#' @param bruteforce If \code{TRUE}, then all the variables will be used
 #' for the regression construction (sink regression). If the number of
 #' observations is smaller than the number of series, the function will
 #' use \link[greybox]{stepwise} function and select only meaningful
@@ -38,35 +38,38 @@
 #' @rdname determination
 #' @aliases determ
 #' @export determination
-determination <- function(xreg, bruteForce=TRUE, ...){
+determination <- function(xreg, bruteforce=TRUE, ...){
+
+    #### This is temporary and needs to be removed at some point! ####
+    bruteforce[] <- depricator(bruteforce, list(...));
 
     nVariables <- ncol(xreg);
     nSeries <- nrow(xreg);
     # Form the vector to return
     vectorCorrelationsMultiple <- rep(NA,nVariables);
     names(vectorCorrelationsMultiple) <- colnames(xreg);
-    if(nSeries<=nVariables & bruteForce){
+    if(nSeries<=nVariables & bruteforce){
         # vectorCorrelationsMultiple[] <- 1;
         warning(paste0("The number of variables is larger than the number of observations. ",
                        "Sink regression cannot be constructed. Using stepwise."),
                 call.=FALSE);
-        bruteForce <- FALSE;
+        bruteforce <- FALSE;
     }
 
-    if(!bruteForce){
+    if(!bruteforce){
         determinationCalculator <- function(residuals, actuals){
             return(1 - sum(residuals^2) / sum((actuals-mean(actuals))^2));
         }
     }
 
     # Calculate the multiple determinations
-    if(bruteForce & nVariables>1){
+    if(bruteforce & nVariables>1){
         for(i in 1:nVariables){
             vectorCorrelationsMultiple[i] <- suppressWarnings(mcor(xreg[,-i],xreg[,i])$value);
         }
         vectorCorrelationsMultiple <- vectorCorrelationsMultiple^2;
     }
-    else if(!bruteForce & nVariables>1){
+    else if(!bruteforce & nVariables>1){
         testXreg <- xreg;
         testModel <- suppressWarnings(stepwise(testXreg));
         vectorCorrelationsMultiple[1] <- determinationCalculator(residuals(testModel),

diff --git a/R/error-measures.R b/R/error-measures.R
@@ -470,7 +470,7 @@ sMIS <- function(actual,lower,upper,scale,level=0.95){
 #' \item cbias,
 #' \item sPIS.
 #' }
-#' For the details on these errors, see \link[smooth]{Errors}.
+#' For the details on these errors, see \link[greybox]{Errors}.
 #' @references \itemize{
 #' \item Svetunkov, I. (2017). Naughty APEs and the quest for the holy grail.
 #' \url{https://forecasting.svetunkov.ru/en/2017/07/29/naughty-apes-and-the-quest-for-the-holy-grail/}