version 0.6.1

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: greybox
 Type: Package
 Title: Toolbox for Model Building and Forecasting
-Version: 0.6.0
-Date: 2020-05-19
+Version: 0.6.1
+Date: 2020-08-04
 Authors@R: c(person("Ivan", "Svetunkov", email = "ivan@svetunkov.ru", role = c("aut", "cre"),
                   comment="Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK"),
              person("Yves R.", "Sagaert", role = c("ctb"),
@@ -21,20 +21,20 @@ Description: Implements functions and instruments for regression model building
 License: GPL (>= 2)
 Depends: R (>= 3.0.2)
 Imports: forecast, stats, graphics, utils, lamW, pracma, nloptr,
-        statmod, zoo, Matrix
+        statmod, gnorm, zoo, Matrix
 LinkingTo: Rcpp
 Suggests: smooth (>= 2.5.1), doMC, doParallel, foreach, testthat,
         rmarkdown, knitr
 Enhances: vars
-RoxygenNote: 7.1.0
+RoxygenNote: 7.1.1
 VignetteBuilder: knitr
 Encoding: UTF-8
 NeedsCompilation: yes
-Packaged: 2020-05-19 22:48:35 UTC; config
+Packaged: 2020-08-05 10:01:52 UTC; config
 Author: Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics
     and Forecasting, Lancaster University, UK),
   Yves R. Sagaert [ctb] (Visiting Research at Centre for Marketing
     Analytics and Forecasting, Lancaster University, UK)
 Maintainer: Ivan Svetunkov <ivan@svetunkov.ru>
 Repository: CRAN
-Date/Publication: 2020-05-20 10:20:02 UTC
+Date/Publication: 2020-08-10 17:20:20 UTC

MD5

@@ -1,58 +1,58 @@
-b5b36dbc57dfc489b8d24a8fa2dc3e85 *DESCRIPTION
-694e4e0c0fcbacc9d58123eecbe6085f *NAMESPACE
-3dab657f49b920575853c81bbaa48ddb *NEWS
+fccffe882610ee6bc2b3f02a19d15988 *DESCRIPTION
+a144fbf0629dd7741c1136854d2852d5 *NAMESPACE
+4081bb4823ebeb1c002b130e473fd8f9 *NEWS
 b04f00196442fad912053f13321c737f *R/RcppExports.R
-876f5d7277d237571b4fe842aad5bfde *R/alaplace.R
-ee64ed07b523daecb3268c39597cc259 *R/alm.R
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 6b248b2677385d382f13544174737548 *R/association.R
 9c7dba69723c9b3bf291f1435e88f7c2 *R/bcnorm.R
 9162a49ecbca3900f5da3222c67c35ac *R/cramer.R
-979ca02906be18365a3890b4c6b59d64 *R/depricator.R
 7fda66df665392fafebfc5fd2d0a65ab *R/determination.R
-a962307390972bad85bf46fad6be0a01 *R/dummies.R
 7e5c0ce8f368d66c5305cba104a12460 *R/error-measures.R
 3d3deabe68ca8fb0f85deb754bb8091c *R/fnorm.R
+2657b09a935dfd7920bf31ebc8913f7e *R/gnorm.R
 3cd078b03802e1e28929e5d4e7bd711c *R/graphmaker.R
-c1e1a2333919d7b440a286907ee08d8a *R/greybox-package.R
-5b79934aaaf96b5f9cd8aca61e26a5e5 *R/intermittentDemandIdentificator.R
+41dbbc8120760b494dd93fb2fbd5ad8f *R/greybox-package.R
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 5fd7a330dd4691d0aa15cb6607a00f35 *R/isFunctions.R
-13c3583756a079ce85f915b9f4e830d2 *R/laplace.R
-790ce316d97ddd0fa4274b4d34aa0b86 *R/lmCombine.R
-1005e7a56b51d47391b7ce111f066663 *R/lmDynamic.R
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 e9d0f04e0da2ff1f4c06ed0c10b30023 *R/mcor.R
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 4eb0114d8e61620b2764a57598044d98 *R/nemenyi.R
 873bc5653f241231d5a40dc16ff5c2c0 *R/pcor.R
-0306b72aca102ebe3a78e99259c6f9d1 *R/rmcb.R
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 642a3d8077c1dece3ca3c70522239a8d *R/ro.R
 7c1143aac32ca28f649c43049357dc11 *R/spread.R
-bc3b1ea61b3a5d7fed089821f2f5144c *R/stepwise.R
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 fe30efab65007ea10c851709f6ad5c1c *R/svet.R
-a3aa25e9c96c36e416aa00bd8e941795 *R/tableplot.R
+4535729d68379caba1a579c1ea815e75 *R/tableplot.R
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 b326bc5271a425583e7a7a8a8dbddd7a *R/tplnorm.R
 efb8ad4e5bc32000bbeab206a23e5054 *R/xregExpander.R
 bdb7ecee051a442d310f4e83e6e9865d *R/xregMultiplier.R
 964ae5b1c6a404c9bcfdb87d7512f2c3 *R/xregTransformer.R
-44ef5a5acc7030f87429da3f638a8bf9 *R/zzz.R
-d7a69d820008890c2994bebf0efb28bb *README.md
-6cf93072d8f80e169b19746fe8b93f22 *build/partial.rdb
-b8f1463a2c73edf1dd9614f6467d6d5c *build/vignette.rds
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-d1dbad92a2289dedb65845940a1331c5 *inst/doc/alm.html
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 f960692f96d3644a6df160633f6b3290 *inst/doc/ro.R
-9dcae2bc19d86bfb5cddf8067823fe8d *inst/doc/ro.Rmd
-507a6755ecd5979d4c1e7dc0ac46f149 *inst/doc/ro.html
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+1f5e4ab3efd19633a6cce3b221e709a3 *inst/doc/ro.html
 289e8c5fa923dd43039cfabae03445a0 *man/InformationCriteria.Rd
 db4dbf3b5a69c462f01ed4789315b1f1 *man/actuals.Rd
-cb2b4b7e514fbfef6547dad20aa89f29 *man/alaplace-distribution.Rd
-9c71051e8a70428ce145d6a3117ecc1c *man/alm.Rd
+2da7e8885cca6425fdac21945a64754f *man/alaplace-distribution.Rd
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 676fa177135756674cbec993f05b30dd *man/association.Rd
 1de77fee7d52e89c0b4227f10804df53 *man/bcnorm-distribution.Rd
 dd4df3dd66d4a3aafc593b5b2f3ad79b *man/cramer.Rd
@@ -61,40 +61,41 @@ c6b538d5f9bff5449a7fe8047bfe596c *man/determination.Rd
 7107d89e7d1666697d37f3ffe06b2ff9 *man/errorType.Rd
 b834b75de6d1a3223dab7d2c1ea33cf4 *man/fnorm-distribution.Rd
 75cba27826a762849aaa83459487087c *man/graphmaker.Rd
-53f6025b8c7729b95ef106f17e66a1bb *man/greybox.Rd
+9698675795fdd285a94d939cc6f5cb3b *man/greybox.Rd
 c5e98637bfcfc56b63d3db17f1bf00b4 *man/hm.Rd
 25f6d05e3b44d346ccf8c2f630ba21df *man/isFunctions.Rd
-7798f3873ab82e9a328544beca1a1985 *man/laplace-distribution.Rd
-7cdb335e00769c5036ca0aa0e2143563 *man/lmCombine.Rd
-c4816eab27f74d7f1b17ee0afd69a4c3 *man/lmDynamic.Rd
+89752f7351be5a95e7784233c5bf2561 *man/laplace-distribution.Rd
+cdd44edd107d8ae57961ff2b1e37a113 *man/lmCombine.Rd
+550c313cc54ed8a94bdca385043c5589 *man/lmDynamic.Rd
 16e3869291055e5491fb01326954dfb4 *man/mcor.Rd
 26b578a461727895eb476b0647af6cbc *man/measures.Rd
 0c8158bf966af11a646027c506b3f90c *man/nparam.Rd
+72fbdcca5345fdc19fa5c976b5f550a8 *man/outlierdummy.Rd
 c6af6523858c09344ecb0327c8b3214f *man/pcor.Rd
 b3b5e1666ffdc078b439c058ff8b20c2 *man/pinball.Rd
 c3217234f36f5a049a7c2daeb9a2cace *man/plot.greybox.Rd
 adcbb10444b1715904a8270a96fba5f3 *man/pointIC.Rd
 2329b1a5db9e98f6328ee8a888a6c7c1 *man/pointLik.Rd
 c6ebc1c587ffc34c6161c9a0051dbaeb *man/polyprod.Rd
-170787ed5a244288ee0ad65bc8327ad4 *man/predict.greybox.Rd
+b1c3dc28ab8440e59dd31befda6d0375 *man/predict.greybox.Rd
 b03a2851d20ff6e428bcf3ef30b16424 *man/rmcb.Rd
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 1222fa1380ef1f2cc2dc099b9a37b5bd *man/s-distribution.Rd
 2d9d93bc160afd1199636e8a9752dc39 *man/spread.Rd
-cf44ef7eb2948de4ba51a0cdbc84ddb2 *man/stepwise.Rd
+7afdfceb947387f79f5d2f7917f38d79 *man/stepwise.Rd
 6e75842d13a488a1f839ac7a63c658e5 *man/tableplot.Rd
-430558b1422f4bc8f45e9e161c586e15 *man/temporaldummy.Rd
+bfdde59bd961040455cc2dc4dd6cf4eb *man/temporaldummy.Rd
 35386b7aacb453e2d4a06e1a86e11272 *man/tplnorm-distribution.Rd
 09495fff3a561034a51fb5e478340b50 *man/xregExpander.Rd
 ecaff1d893d0e2226b358df3b6e18cd8 *man/xregMultiplier.Rd
 d384247a8281dc3ce210c2825d232aca *man/xregTransformer.Rd
 471a2428a7493a27c2f59c352b429357 *src/RcppExports.cpp
 b0129f5614ed7877c7af10bd9dce93b0 *src/polyMult.cpp
-0282b9859c7c45678b0cce5cb6919f0b *vignettes/alm.Rmd
-a3e059ebcd1f15b9dc5382e64a06163a *vignettes/greybox.Rmd
+3ca0bab160ac853d33cad03ba9b5d588 *vignettes/alm.Rmd
+4dba3b373c27ce5d08c0026ab1ca7af1 *vignettes/greybox.Rmd
 8401400e9158cfc020fa9477e42d1fd6 *vignettes/img/ROProcessCO.gif
 da71fe35eb5beb45dc2cc8ef16da371a *vignettes/img/ROProcessCOCI.gif
 7f2a09e79b06d202de45672aa9762d16 *vignettes/img/ROProcessNoCO.gif
 3ddfa9f4473aa1ce211cd9656385417b *vignettes/library.bib
 6b5fcb2644ce454ac2bf05431c2e36ef *vignettes/maUsingGreybox.Rmd
-9dcae2bc19d86bfb5cddf8067823fe8d *vignettes/ro.Rmd
+7d2287f5bed50787ff7c28bab331add9 *vignettes/ro.Rmd

NAMESPACE

@@ -30,6 +30,8 @@ S3method(nparam,default)
 S3method(nparam,greyboxC)
 S3method(nparam,logLik)
 S3method(nparam,varest)
+S3method(outlierdummy,alm)
+S3method(outlierdummy,default)
 S3method(pAIC,default)
 S3method(pAICc,default)
 S3method(pBIC,default)
@@ -49,6 +51,7 @@ S3method(print,coef.greyboxD)
 S3method(print,cramer)
 S3method(print,greybox)
 S3method(print,mcor)
+S3method(print,outlierdummy)
 S3method(print,pcor)
 S3method(print,predict.greybox)
 S3method(print,rmcb)
@@ -123,6 +126,7 @@ export(lmDynamic)
 export(mcor)
 export(measures)
 export(nparam)
+export(outlierdummy)
 export(pAIC)
 export(pAICc)
 export(pBIC)
@@ -168,6 +172,7 @@ export(xregTransformer)
 importFrom(Matrix,sparse.model.matrix)
 importFrom(forecast,Arima)
 importFrom(forecast,forecast)
+importFrom(gnorm,rgnorm)
 importFrom(grDevices,dev.interactive)
 importFrom(grDevices,devAskNewPage)
 importFrom(grDevices,grey)
@@ -234,13 +239,15 @@ importFrom(stats,optimize)
 importFrom(stats,pacf)
 importFrom(stats,pchisq)
 importFrom(stats,pf)
+importFrom(stats,pgamma)
 importFrom(stats,plnorm)
 importFrom(stats,plogis)
 importFrom(stats,pnorm)
 importFrom(stats,ppoints)
 importFrom(stats,predict)
 importFrom(stats,qbeta)
 importFrom(stats,qchisq)
+importFrom(stats,qgamma)
 importFrom(stats,qlnorm)
 importFrom(stats,qlogis)
 importFrom(stats,qnbinom)
@@ -250,6 +257,7 @@ importFrom(stats,qqline)
 importFrom(stats,qqnorm)
 importFrom(stats,qqplot)
 importFrom(stats,qt)
+importFrom(stats,rbinom)
 importFrom(stats,residuals)
 importFrom(stats,rlnorm)
 importFrom(stats,rnorm)

NEWS

@@ -1,3 +1,24 @@
+greybox v0.6.1 (Release data: 2020-08-04)
+==============
+
+Changes:
+* stepwise() now passes arguments to alm(), if they are provided (e.g. "ar" parameter).
+* Switched off i parameter in alm() - it seems to be broken and the whole arima part needs to be redone anyway.
+* Remove prediction intervals from plot.greybox(object, which=7).
+* Let tableplot() get levels from the data if it is a factor.
+* alm() now accepts parameter FI instead of vcovProduce, similar to how it is done in smooth functions. The calculation of vcov is then done in the respective method.
+* alm() now also allows specifying more parameters for the optimiser.
+* loss parameter in alm(). You can now specify your own.
+* Updated alm vignette in order to reflect changes to loss.
+* Generalised Normal distribution in alm.
+* New method outlierdummy() - create dummy variables based on outliers in the residuals.
+
+Bugfixes:
+* A fix for the evaluation of the formula in alm().
+* A correct name for the used data in the occurrence.
+* A bugfix in rmcb(), due to which the wrong variance was calculated for the coefficients of the model.
+
+
 greybox v0.6.0 (Release data: 2020-05-19)
 ==============
 

R/alaplace.R

@@ -2,8 +2,7 @@
 #'
 #' Density, cumulative distribution, quantile functions and random number
 #' generation for the Asymmetric Laplace distribution with the
-#' location parameter mu, Mean Absolute Error (or Mean Absolute
-#' Deviation) equal to 2 scale and asymmetry parameter alpha.
+#' location parameter mu, scale and the asymmetry parameter alpha.
 #'
 #' When mu=0 and scale=1, the Laplace distribution becomes standardized.
 #' The distribution has the following density function: