version 0.3.0

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: greybox
 Type: Package
 Title: Toolbox for Model Building and Forecasting
-Version: 0.2.2
-Date: 2018-05-25
+Version: 0.3.0
+Date: 2018-08-05
 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
@@ -12,20 +12,20 @@ Description: Implements functions and instruments for regression model building
              and models specification for cases of time series data. This includes promotional
              modelling, selection between different dynamic regressions with non-standard
              distributions of errors, selection based on cross validation, solutions to the fat
-             regressions model problem and more. Models developed in the package are tailored
+             regression model problem and more. Models developed in the package are tailored
              specifically for forecasting purposes. So as a results there are several methods
              that allow producing forecasts from these models and visualising them.
 License: GPL (>= 2)
 Depends: R (>= 3.0.2)
-Imports: forecast, stats, graphics, utils, lamW
-Suggests: smooth, doMC, doParallel, foreach, numDeriv, testthat,
+Imports: forecast, stats, graphics, utils, lamW, numDeriv, nloptr
+Suggests: smooth, doMC, doParallel, foreach, truncreg, testthat,
         rmarkdown, knitr
 RoxygenNote: 6.0.1
 VignetteBuilder: knitr
 NeedsCompilation: no
-Packaged: 2018-05-24 22:29:26 UTC; config
+Packaged: 2018-08-05 22:30:56 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: 2018-05-25 07:32:53 UTC
+Date/Publication: 2018-08-06 07:20:02 UTC

MD5

@@ -1,38 +1,50 @@
-d541ec23c99de70e1e46e75015412cd2 *DESCRIPTION
-d2c06bc06ce7eccecd08cea978a5982d *NAMESPACE
-5bceee1729116d91a58074102b9170a3 *NEWS
-c1328a1864824154a35beddc1c684f34 *R/determination.R
+3d8ee5a1ead9886b8a170be799879aa6 *DESCRIPTION
+ab79901d8c386d9b48e9f37a99af7c86 *NAMESPACE
+7e0eca5f4d4a04a32702ca0a151e2cc1 *NEWS
+4ff17025489c423db477192229038776 *R/alm.R
+b9947f2ce74695ae11a16e03698c0b06 *R/determination.R
+8658b65e4c3f591f4e1f8e2882ccde18 *R/fnorm.R
 c5fe93603e66a0d73a7c04fc6991b644 *R/greybox-package.R
-098e1ab89902a2ad135430cc73e9f340 *R/laplace.R
-5703dbeda7307a0e205d537d39456a8a *R/lmCombine.R
-2afbffa06ebf85a102097c736b810b5d *R/methods.R
-b3bb374e99fcaeee0fe6399c4a0fcc3c *R/ro.R
+02c1990eb202b546cdb9202f401ba8c8 *R/laplace.R
+5e5f2f9a48d0afe3d9fad91ad4d425d5 *R/lmCombine.R
+d228d055d0770b2e985025ce8f42448d *R/lmDynamic.R
+eb1232422e9388b5928c68b1e18e90e8 *R/methods.R
+7c24171e9cc5a9dcf873fe5f3deb3237 *R/nemenyi.R
+ef81023f4ec90b396d6c53439e1d9e5e *R/rmc.R
+6663b45289f7046a1c98148c2534e716 *R/ro.R
 34d5aa14ccc6b1d8ca103df0ea842955 *R/stepwise.R
 fe5992fbcff223a4aae5a898e9cb2bc0 *R/svet.R
 ff02a215482954342e81f4a57e90d9d3 *R/xregExpander.R
 87257779580bacd70b539aeb02464969 *R/zzz.R
-5178089a4a6da2bada8f324eaa588406 *README.md
-031f59278088891befb9746ccf905cd5 *build/partial.rdb
+b5b1618493d3a24ed61ba7b682a52528 *README.md
+6cfab475006fe14d88505529c6090112 *build/partial.rdb
 a0d1e95c1bc7b8acafd8155f014e2773 *build/vignette.rds
-bb5d620c865e63bf63c1e2e908af65fe *inst/doc/greybox.R
-b2b44f5ca62c221a1838872a030a07ed *inst/doc/greybox.Rmd
-4f0bd02f8cb050deb06ccd4c01f60922 *inst/doc/greybox.html
-76e54cac9486c95e87d307804e5fbb4c *inst/doc/ro.R
-14249605672073b7a516bc0e73b3355e *inst/doc/ro.Rmd
-cb2866d4014ca6c81f21970949f972b5 *inst/doc/ro.html
+eea611f8835b7800852f87040d0562c4 *inst/doc/greybox.R
+5a96d62334dc29a1dc86871a10f2ee0f *inst/doc/greybox.Rmd
+f3578053d6e3fbdf4bb28a55e05a3944 *inst/doc/greybox.html
+6491a774a7a5877a694a03cb61fb1897 *inst/doc/ro.R
+95731a8524977c9c95b710718514a8b8 *inst/doc/ro.Rmd
+292ec286c83622f57411f916713ead85 *inst/doc/ro.html
 3780694514d073eba4199ba8345c289c *man/InformationCriteria.Rd
+b8ce7475e88115c0e98d30a31d3777c8 *man/alm.Rd
 38223a02b639119d164127f0b59d2761 *man/determination.Rd
+5c237da8d820461b9596d35fafb5e58f *man/errorType.Rd
+b7febcda9647354ce2759e1b7775c805 *man/fnorm-distribution.Rd
 3be189bb26b2bfb63f559920a0ba9fae *man/greybox.Rd
-e38f0a20e9cd8b519aa03c0ec5741321 *man/laplace-distribution.Rd
+bead6557964f35cd4d5e6bde25239179 *man/laplace-distribution.Rd
 1a3caedb3f7766b595ad73b5e06a65ca *man/lmCombine.Rd
+54599a42a33eaab2769715ec59970df8 *man/lmDynamic.Rd
 428d1b104fa8903de82b9383c5e3e4a0 *man/nParam.Rd
-e1288867392ff437c56426ba7d51ee26 *man/reexports.Rd
-53b75423764a56785d381c8da3c2c4e6 *man/ro.Rd
+42e47ca8c3cdaa81b87a952b4d82e2db *man/pointIC.Rd
+191af8e2bc2ae79df07fd21192f7f525 *man/pointLik.Rd
+b93f7ea57c3effcd178f5f0ff051fc2c *man/reexports.Rd
+f3629eded4c00be8bdad788307f1fd36 *man/rmc.Rd
+0d4f6c5a29f89ab114904fd1398d69f1 *man/ro.Rd
 665bdbabc3771369a02a5fbacb50297c *man/s-distribution.Rd
 06b1a35b6c9f8942c09eb77529536e6e *man/stepwise.Rd
 7c156684182a257f2f288db4ba81d18b *man/xregExpander.Rd
-b2b44f5ca62c221a1838872a030a07ed *vignettes/greybox.Rmd
+5a96d62334dc29a1dc86871a10f2ee0f *vignettes/greybox.Rmd
 8401400e9158cfc020fa9477e42d1fd6 *vignettes/img/ROProcessCO.gif
 da71fe35eb5beb45dc2cc8ef16da371a *vignettes/img/ROProcessCOCI.gif
 7f2a09e79b06d202de45672aa9762d16 *vignettes/img/ROProcessNoCO.gif
-14249605672073b7a516bc0e73b3355e *vignettes/ro.Rmd
+95731a8524977c9c95b710718514a8b8 *vignettes/ro.Rmd

NAMESPACE

@@ -2,40 +2,74 @@
 
 S3method(AICc,default)
 S3method(BICc,default)
+S3method(coef,greybox)
+S3method(coef,greyboxD)
+S3method(confint,alm)
 S3method(confint,greyboxC)
+S3method(confint,greyboxD)
+S3method(errorType,default)
+S3method(errorType,ets)
 S3method(forecast,greybox)
 S3method(getResponse,greybox)
+S3method(logLik,alm)
 S3method(nParam,default)
 S3method(nParam,greyboxC)
 S3method(nParam,logLik)
 S3method(nobs,greybox)
+S3method(pAIC,default)
+S3method(pAICc,default)
+S3method(pBIC,default)
+S3method(pBICc,default)
+S3method(plot,coef.greyboxD)
 S3method(plot,forecast.greybox)
 S3method(plot,greybox)
+S3method(plot,rmc)
 S3method(plot,rollingOrigin)
+S3method(pointLik,default)
+S3method(pointLik,ets)
+S3method(print,coef.greyboxD)
 S3method(print,forecast.greybox)
+S3method(print,greybox)
+S3method(print,rmc)
 S3method(print,rollingOrigin)
+S3method(print,summary.alm)
 S3method(print,summary.greybox)
 S3method(print,summary.greyboxC)
 S3method(sigma,greybox)
+S3method(summary,alm)
 S3method(summary,greybox)
 S3method(summary,greyboxC)
+S3method(summary,greyboxD)
+S3method(vcov,alm)
 S3method(vcov,greyboxC)
+S3method(vcov,greyboxD)
 export(AICc)
 export(BICc)
+export(alm)
 export(combine)
 export(combiner)
 export(determination)
+export(dfnorm)
 export(dlaplace)
 export(ds)
+export(errorType)
 export(forecast)
-export(getResponse)
 export(lmCombine)
+export(lmDynamic)
 export(nParam)
+export(pAIC)
+export(pAICc)
+export(pBIC)
+export(pfnorm)
 export(plaplace)
+export(pointLik)
 export(ps)
+export(qfnorm)
 export(qlaplace)
 export(qs)
+export(rfnorm)
 export(rlaplace)
+export(rmc)
 export(ro)
 export(rs)
 export(stepwise)
@@ -44,6 +78,8 @@ importFrom(forecast,forecast)
 importFrom(forecast,getResponse)
 importFrom(grDevices,rgb)
 importFrom(graphics,abline)
+importFrom(graphics,axis)
+importFrom(graphics,box)
 importFrom(graphics,layout)
 importFrom(graphics,legend)
 importFrom(graphics,lines)
@@ -52,13 +88,16 @@ importFrom(graphics,plot)
 importFrom(graphics,points)
 importFrom(graphics,polygon)
 importFrom(lamW,lambertWm1)
+importFrom(nloptr,nloptr)
+importFrom(numDeriv,hessian)
 importFrom(stats,AIC)
 importFrom(stats,BIC)
 importFrom(stats,as.formula)
 importFrom(stats,coef)
 importFrom(stats,confint)
 importFrom(stats,cor)
 importFrom(stats,cov)
+importFrom(stats,dchisq)
 importFrom(stats,deltat)
 importFrom(stats,dnorm)
 importFrom(stats,end)
@@ -67,15 +106,24 @@ importFrom(stats,frequency)
 importFrom(stats,is.ts)
 importFrom(stats,lm)
 importFrom(stats,logLik)
+importFrom(stats,model.frame)
 importFrom(stats,nobs)
+importFrom(stats,optim)
 importFrom(stats,optimize)
+importFrom(stats,pchisq)
+importFrom(stats,pf)
+importFrom(stats,pnorm)
 importFrom(stats,predict.lm)
+importFrom(stats,qnorm)
 importFrom(stats,qt)
 importFrom(stats,residuals)
+importFrom(stats,rnorm)
 importFrom(stats,runif)
+importFrom(stats,sd)
 importFrom(stats,sigma)
 importFrom(stats,start)
 importFrom(stats,summary.lm)
+importFrom(stats,terms)
 importFrom(stats,time)
 importFrom(stats,ts)
 importFrom(stats,var)

NEWS

@@ -1,3 +1,33 @@
+greybox v0.3.0 (Release data: 2018-08-05)
+==============
+
+Changes:
+* New cool function - lmDynamic() - that constructs a dynamic linear regression based on point ICs.
+* New set of functions for Folded normal distribution.
+* New function - alm - Advanced Linear Model.
+* Folded normal distribution for rmc() with value="a".
+* Proper model for chi-squared distribution in alm and rmc.
+* Renamed distributions in the alm function.
+
+Bugfixes:
+* determination() function did not work in cases of 2 variables.
+* vcov() and confint() were misbehaving when nVars==1.
+
+greybox v0.2.3 (Release data: 2018-08-02)
+==============
+
+Changes:
+* determination() now automatically drops variables with no variability.
+* New function - nemenyi() - imported from TStools with minor bugfixes and corrections.
+* It appears that Nikos is against the move of nemenyi() function from TStools to greybox. This was a misunderstanding between the two of us. So no nemenyi() function here, nothing to see here, move along!
+* New function for multiple comparison of methods based on regression analysis - rmc(). This is a parametric analogue of nemenyi test. The function works with errors, their absolute and squared values and relies on lm / glm.
+* New methods imported from smooth: errorType, pointLik and pAIC.
+
+Bugfixes:
+* plots of ro() were misaligned in case of co=FALSE
+* ro() now also returns the correct actual values (previously they could be cut off when ci=FALSE).
+
+
 greybox v0.2.2 (Release data: 2018-05-25)
 ==============