version 1.0.5

cran · Mar 25, 2022 · bcf184b · bcf184b
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diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,8 +1,8 @@
 Package: greybox
 Type: Package
 Title: Toolbox for Model Building and Forecasting
-Version: 1.0.4
-Date: 2022-02-05
+Version: 1.0.5
+Date: 2022-03-24
 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"),
@@ -20,8 +20,8 @@ Description: Implements functions and instruments for regression model building
              that allow producing forecasts from these models and visualising them.
 License: GPL (>= 2)
 Depends: R (>= 3.5.0)
-Imports: stats, generics (>= 0.1.2), graphics, utils, lamW, pracma,
-        nloptr, statmod, zoo, texreg, methods
+Imports: stats, generics (>= 0.1.2), graphics, utils, pracma, nloptr,
+        statmod, zoo, texreg, methods
 LinkingTo: Rcpp
 Suggests: smooth (>= 3.1.0), doMC, doParallel, foreach, testthat,
         rmarkdown, knitr
@@ -30,11 +30,11 @@ RoxygenNote: 7.1.2
 VignetteBuilder: knitr
 Encoding: UTF-8
 NeedsCompilation: yes
-Packaged: 2022-02-05 19:18:14 UTC; config
+Packaged: 2022-03-24 16:46:43 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: 2022-02-07 03:20:08 UTC
+Date/Publication: 2022-03-25 07:50:09 UTC
diff --git a/MD5 b/MD5
@@ -1,9 +1,9 @@
-285e785c4a295715c25fc4d277395acc *DESCRIPTION
-c66d427083e5798047fe1910e57e9184 *NAMESPACE
-819ddb78ed98a67ad584698d50f934cf *NEWS
-b04f00196442fad912053f13321c737f *R/RcppExports.R
+978b06a34310ff8cea3a257392acde1b *DESCRIPTION
+6ca80239cfc5773062bc751557591591 *NAMESPACE
+2204c0d1f6f75bc44fcdc3d022d3916c *NEWS
+5fd089adc4f2a4d99984ee2800bf7c3f *R/RcppExports.R
 84102924dc2ea9f9e6a6617a36c72b17 *R/alaplace.R
-1768d2e3a5384ab6cfb5ae607232367b *R/alm.R
+17952334f5c1cfee0a5dcf9ac38c28aa *R/alm.R
 7f57915462e0aded02869de96d8eb3f9 *R/association.R
 80bfe3c5a617af67cc15f5624113138a *R/bcnorm.R
 d056586e3cae9050471ff0c4a480c3f3 *R/coefbootstrap.R
@@ -17,42 +17,42 @@ d3bef00d6410f3cc9c1d8acd7f3965e4 *R/gnorm.R
 f0ec88cdb14ba6777ae25a54c49c0050 *R/greybox-package.R
 cad33cb70b10fff7ba3d4540f75f8f11 *R/intermittentDemandIdentificator.R
 886e34a5b537253c143196aef3456a8c *R/isFunctions.R
-c3f66f453aac76ab1434b1157a947a53 *R/laplace.R
+1b951110181d7fed7a3ecdd9fb004940 *R/laplace.R
 0c5a992841ee1ff2b1d73bf53a69d91f *R/lmCombine.R
 73344e04ceb45694b28350248b8c9dc9 *R/lmDynamic.R
 98fc47becaf618778f1687cd243e2341 *R/logitnorm.R
 2979ba491960d4f5d69f95ff266c8220 *R/mcor.R
-18eb6eefad68b34ac2bc0d00b83ac45d *R/methods.R
+95530f4ba4a27f1bfe5b45db74700396 *R/methods.R
 79bf50ada96e276176b7e559fdf70f4b *R/nemenyi.R
 873bc5653f241231d5a40dc16ff5c2c0 *R/pcor.R
 08e116585c9cd7d3cc474d095dcff303 *R/rmcb.R
 1388d5674a0ec484be12d4be702cb7bd *R/ro.R
-3ace4c78eb16888397c193c991ab4bb3 *R/scaler.R
+f0f8df3711f25e5668816a1a49f6cb68 *R/scaler.R
 e6f69d02e1342a127c5084efd49c802d *R/spread.R
 7cafa6e9aea7f3db1a301b0874020236 *R/stepwise.R
-c0dcee3748719186f72a9d1db2850232 *R/svet.R
-dd5249700fe80009f7954f8c9bf2d1f8 *R/tableplot.R
-e22bb09839259410dae906188be0aeaa *R/temporaldummy.R
+579dc4e71ea737d0c150178738327479 *R/svet.R
+650ac6464899743fd1b481bb0363c8f5 *R/tableplot.R
+81d551ea07c3aaad8796444ff2cf612c *R/temporaldummy.R
 ecd3e77665fe428e2035ea8c5726cc85 *R/tplnorm.R
 d451829c2588249bc04277d06fe50436 *R/xregExpander.R
 bdb7ecee051a442d310f4e83e6e9865d *R/xregMultiplier.R
 964ae5b1c6a404c9bcfdb87d7512f2c3 *R/xregTransformer.R
 7da19ac80ec12e8a120b8a74b5a0c853 *R/zzz.R
 4d455c144e16325d724e5b057bb3432c *README.md
-0db3c3ed454f4da2a045682dd3b9b559 *build/partial.rdb
-a588e57e375fd59a2995a7a1444ba2d7 *build/vignette.rds
-05c50027330773b2a13afc2af333a854 *inst/doc/alm.R
-4c421b6a0e9448edc7e09817c468115c *inst/doc/alm.Rmd
-50900f4779f17694e3371c319083c518 *inst/doc/alm.html
+aecc6a88bd09d596f78b8cca861b967e *build/partial.rdb
+4b3689d0bcbedeb40ffe80f7b9b6d457 *build/vignette.rds
+494d17e9642b38d6e9e7ccc0145ccf40 *inst/doc/alm.R
+9806719b02b8a8b24b1669a59a880014 *inst/doc/alm.Rmd
+e9a7a6328fe84d8fc02fc0f00156831d *inst/doc/alm.html
 75d5150f03862add1eaf3c26ef9b289a *inst/doc/greybox.R
 928d78f6bdd54bfc5adc543975288559 *inst/doc/greybox.Rmd
-ad8506ab446ce1c51ba54f41b1e3e49a *inst/doc/greybox.html
+1f8852805f8f5f5c9ee1a7fa14a2581a *inst/doc/greybox.html
 35f3b10303d1942a7d0726228f9fe5d4 *inst/doc/maUsingGreybox.R
 6b5fcb2644ce454ac2bf05431c2e36ef *inst/doc/maUsingGreybox.Rmd
-f822d0c52a38dc104f121d879f15b899 *inst/doc/maUsingGreybox.html
+92aa81735a831064a38ec0b64ad22a7d *inst/doc/maUsingGreybox.html
 10b8eca7f21953371ad6814000a88e7d *inst/doc/ro.R
 19ceb5991b7e482e47e8bc8f75ff5b5c *inst/doc/ro.Rmd
-50c0695d9c361ae2b8e6d5da58d6e611 *inst/doc/ro.html
+7cf11ebc69233918fe113ae6913e6910 *inst/doc/ro.html
 084cfd9d04d61751b81f50f6017fa29d *man/ALaplace.Rd
 86b0ff67fc5f746252e691cb2ec7e913 *man/BCNormal.Rd
 06dfe4ddda355a61e1414d16b970e76d *man/FNormal.Rd
@@ -71,38 +71,40 @@ dd4df3dd66d4a3aafc593b5b2f3ad79b *man/cramer.Rd
 c6b538d5f9bff5449a7fe8047bfe596c *man/determination.Rd
 1dc52c899063e6e770578cf9b32ea6b4 *man/error-measures.Rd
 7107d89e7d1666697d37f3ffe06b2ff9 *man/errorType.Rd
+443f8b65d684f958f66ba26aa9681185 *man/extractScale.Rd
 fdd84a8a2b3aed980ea0120175ed902f *man/gnorm.Rd
 9e3022339f0b58bf292a3592cfc9729f *man/graphmaker.Rd
 43ab18b05f78cdae33e312de5b728cfc *man/greybox.Rd
 e2bcd1ed25f4b52bfb430344f99672c5 *man/hm.Rd
+1e34c2b9512e79ff04ad5ed818181e1c *man/implant.Rd
 aeb5813ae9c2eaabdd1e7b0f7fbed847 *man/isFunctions.Rd
 8b179bfa67d7006891db3660b81178bb *man/lmCombine.Rd
 1e743a95eabf6e5cd98b129b8a9f9f38 *man/lmDynamic.Rd
 16e3869291055e5491fb01326954dfb4 *man/mcor.Rd
 e0faa74d73cc4b3540db4a69b883a89a *man/measures.Rd
 d1f75183b5576474662d2d16a1a0bd87 *man/nparam.Rd
-666b2eeabede0897473f491b757e4aa3 *man/outlierdummy.Rd
+594f4058815735be23c75f159600477d *man/outlierdummy.Rd
 c6af6523858c09344ecb0327c8b3214f *man/pcor.Rd
 54923540c4963b9aa06729808d624afb *man/pinball.Rd
 66e6d68240055b35af3002465cc68ef2 *man/plot.greybox.Rd
 adcbb10444b1715904a8270a96fba5f3 *man/pointIC.Rd
 2329b1a5db9e98f6328ee8a888a6c7c1 *man/pointLik.Rd
-c6ebc1c587ffc34c6161c9a0051dbaeb *man/polyprod.Rd
+353dc1efe79d793c64ea39de0eadb2cb *man/polyprod.Rd
 a5bac11b99312ae39d103f7216f0d08d *man/predict.greybox.Rd
 41bad208697a2f2004d9a8936e1bee91 *man/reexports.Rd
 74cb54e813f3dc98c52031569e8462f3 *man/rmcb.Rd
 7b30511abf634c913d57716ffcc849ea *man/ro.Rd
-5156b0fde44ab85cee63b83b5a30906a *man/sm.Rd
+b29e4641355205aeb56948067a6cb6b3 *man/sm.Rd
 2d9d93bc160afd1199636e8a9752dc39 *man/spread.Rd
 2417c3f5e5ed49fbe864447c2aae7c94 *man/stepwise.Rd
-6e75842d13a488a1f839ac7a63c658e5 *man/tableplot.Rd
-476faba464ba4c5985117c87b01a4516 *man/temporaldummy.Rd
+dcbae2a3fc5cf00019d2bded452fd5a9 *man/tableplot.Rd
+b787708f34a3713ef586812cd319bbf6 *man/temporaldummy.Rd
 a7b1a34273b8b9e98c7c547f40e42822 *man/xregExpander.Rd
 ecaff1d893d0e2226b358df3b6e18cd8 *man/xregMultiplier.Rd
 d384247a8281dc3ce210c2825d232aca *man/xregTransformer.Rd
 bdcaf6740a71dab28cd4493c61807438 *src/RcppExports.cpp
-b0129f5614ed7877c7af10bd9dce93b0 *src/polyMult.cpp
-4c421b6a0e9448edc7e09817c468115c *vignettes/alm.Rmd
+1a13600ccb159c3e3e5352bd1892bf4b *src/polyMult.cpp
+9806719b02b8a8b24b1669a59a880014 *vignettes/alm.Rmd
 928d78f6bdd54bfc5adc543975288559 *vignettes/greybox.Rmd
 8401400e9158cfc020fa9477e42d1fd6 *vignettes/img/ROProcessCO.gif
 da71fe35eb5beb45dc2cc8ef16da371a *vignettes/img/ROProcessCOCI.gif

diff --git a/NAMESPACE b/NAMESPACE
@@ -32,10 +32,15 @@ S3method(determ,lm)
 S3method(errorType,default)
 S3method(errorType,ets)
 S3method(extractAIC,alm)
+S3method(extractScale,default)
+S3method(extractScale,greybox)
+S3method(extractSigma,default)
+S3method(extractSigma,greybox)
 S3method(forecast,alm)
 S3method(forecast,greybox)
 S3method(formula,alm)
 S3method(hatvalues,greybox)
+S3method(implant,alm)
 S3method(logLik,alm)
 S3method(nobs,alm)
 S3method(nobs,greybox)
@@ -137,11 +142,14 @@ export(dlogitnorm)
 export(ds)
 export(dtplnorm)
 export(errorType)
+export(extractScale)
+export(extractSigma)
 export(extremity)
 export(forecast)
 export(graphmaker)
 export(ham)
 export(hm)
+export(implant)
 export(is.alm)
 export(is.greybox)
 export(is.greyboxC)
@@ -228,7 +236,6 @@ importFrom(graphics,polygon)
 importFrom(graphics,rect)
 importFrom(graphics,text)
 importFrom(graphics,title)
-importFrom(lamW,lambertWm1)
 importFrom(methods,setMethod)
 importFrom(nloptr,nloptr)
 importFrom(pracma,hessian)

diff --git a/NEWS b/NEWS
@@ -1,3 +1,16 @@
+greybox v1.0.5 (Release data: 2022-03-24)
+==============
+
+Changes:
+* Simplified the generics outlierdummy(), temporaldummy() and sm().
+* qs() and qlaplace() now use qgnorm() function. We no longer need to rely on lamW package in R.
+* New method, implant() for implanting scale model into location one.
+* Use analytic vcov in case of loss="MSE".
+* New parameter, points, in tableplot. It specifies, whether to produce points in the categories. Helps in reading the plots.
+* Order in which in plot.greybox() now matters.
+* Some plots in plot.greybox() will now produce plots for the scale model if it is estimated (which=c(2:6,8,9,13:14)).
+
+
 greybox v1.0.4 (Release data: 2022-02-05)
 ==============
 

diff --git a/R/RcppExports.R b/R/RcppExports.R
@@ -19,7 +19,7 @@
 #'
 #' @examples
 #'
-#' polyprod(c(1,-2,-1),c(1,0.5,0.3))
+#' \dontrun{polyprod(c(1,-2,-1),c(1,0.5,0.3))}
 #'
 #' @useDynLib greybox
 #' @export

diff --git a/R/alm.R b/R/alm.R
@@ -2010,6 +2010,7 @@ alm <- function(formula, data, subset, na.action,
                                            distribution, mu, y, errors,
                                            NULL, occurrence, ellipsis));
             scale$call$data <- dataSubstitute;
+            # Update the formula, which is needed for the proper plots and outputs
             scale$formula <- update.formula(scaleFormula,paste0(responseName,"~."));
         }
         nParam <- nParam + nparam(scale);

diff --git a/R/laplace.R b/R/laplace.R
@@ -80,31 +80,32 @@ plaplace <- function(q, mu=0, scale=1){
 #' @export qlaplace
 #' @aliases qlaplace
 qlaplace <- function(p, mu=0, scale=1){
+    return(qgnorm(p, mu=mu, scale=scale, shape=1))
     # p <- unique(p);
     # mu <- unique(mu);
     # scale <- unique(scale);
-    lengthMax <- max(length(p),length(mu),length(scale));
-    # If length of p, mu and scale differs, then go difficult. Otherwise do simple stuff
-    if(any(!c(length(p),length(mu),length(scale)) %in% c(lengthMax, 1))){
-        laplaceReturn <- array(0,c(length(p),length(mu),length(scale)),
-                               dimnames=list(paste0("p=",p),paste0("mu=",mu),paste0("scale=",scale)));
-        laplaceReturn[p==0.5,,] <- 1;
-        laplaceReturn[p==0,,] <- -Inf;
-        laplaceReturn[p==1,,] <- Inf;
-        probsToEstimate <- which(laplaceReturn[,1,1]==0);
-        laplaceReturn[laplaceReturn==1] <- 0;
-        for(k in 1:length(scale)){
-            laplaceReturn[probsToEstimate,,k] <- (-scale[k] * sign(p[probsToEstimate]-0.5) *
-                                                      log(1-2*abs(p[probsToEstimate]-0.5)));
-        }
-        laplaceReturn <- laplaceReturn + rep(mu,each=length(p));
-        # Drop the redundant dimensions
-        laplaceReturn <- laplaceReturn[,,];
-    }
-    else{
-        laplaceReturn <- mu - scale * sign(p-0.5) * log(1-2*abs(p-0.5));
-    }
-    return(laplaceReturn);
+    # lengthMax <- max(length(p),length(mu),length(scale));
+    # # If length of p, mu and scale differs, then go difficult. Otherwise do simple stuff
+    # if(any(!c(length(p),length(mu),length(scale)) %in% c(lengthMax, 1))){
+    #     laplaceReturn <- array(0,c(length(p),length(mu),length(scale)),
+    #                            dimnames=list(paste0("p=",p),paste0("mu=",mu),paste0("scale=",scale)));
+    #     laplaceReturn[p==0.5,,] <- 1;
+    #     laplaceReturn[p==0,,] <- -Inf;
+    #     laplaceReturn[p==1,,] <- Inf;
+    #     probsToEstimate <- which(laplaceReturn[,1,1]==0);
+    #     laplaceReturn[laplaceReturn==1] <- 0;
+    #     for(k in 1:length(scale)){
+    #         laplaceReturn[probsToEstimate,,k] <- (-scale[k] * sign(p[probsToEstimate]-0.5) *
+    #                                                   log(1-2*abs(p[probsToEstimate]-0.5)));
+    #     }
+    #     laplaceReturn <- laplaceReturn + rep(mu,each=length(p));
+    #     # Drop the redundant dimensions
+    #     laplaceReturn <- laplaceReturn[,,];
+    # }
+    # else{
+    #     laplaceReturn <- mu - scale * sign(p-0.5) * log(1-2*abs(p-0.5));
+    # }
+    # return(laplaceReturn);
 }
 
 #' @rdname Laplace