version 0.6.2

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: greybox
 Type: Package
 Title: Toolbox for Model Building and Forecasting
-Version: 0.6.1
-Date: 2020-08-04
+Version: 0.6.2
+Date: 2020-09-02
 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, gnorm, zoo, Matrix
+        statmod, zoo, Matrix
 LinkingTo: Rcpp
 Suggests: smooth (>= 2.5.1), doMC, doParallel, foreach, testthat,
         rmarkdown, knitr
-Enhances: vars
+Enhances: vars,
 RoxygenNote: 7.1.1
 VignetteBuilder: knitr
 Encoding: UTF-8
 NeedsCompilation: yes
-Packaged: 2020-08-05 10:01:52 UTC; config
+Packaged: 2020-09-02 12:56:49 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: 2020-08-10 17:20:20 UTC
+Date/Publication: 2020-09-02 15:00:03 UTC

MD5

@@ -1,61 +1,66 @@
-fccffe882610ee6bc2b3f02a19d15988 *DESCRIPTION
-a144fbf0629dd7741c1136854d2852d5 *NAMESPACE
-4081bb4823ebeb1c002b130e473fd8f9 *NEWS
+582aeec9b523ff70680ced0e4ab00d2f *DESCRIPTION
+9dc185e419865f41105cc8d1ef347e58 *NAMESPACE
+5fe5191a7a91ecab0283f73b64625766 *NEWS
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 289e8c5fa923dd43039cfabae03445a0 *man/InformationCriteria.Rd
-db4dbf3b5a69c462f01ed4789315b1f1 *man/actuals.Rd
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 2da7e8885cca6425fdac21945a64754f *man/alaplace-distribution.Rd
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 676fa177135756674cbec993f05b30dd *man/association.Rd
-1de77fee7d52e89c0b4227f10804df53 *man/bcnorm-distribution.Rd
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 dd4df3dd66d4a3aafc593b5b2f3ad79b *man/cramer.Rd
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@@ -70,32 +75,32 @@ cdd44edd107d8ae57961ff2b1e37a113 *man/lmCombine.Rd
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 471a2428a7493a27c2f59c352b429357 *src/RcppExports.cpp
 b0129f5614ed7877c7af10bd9dce93b0 *src/polyMult.cpp
-3ca0bab160ac853d33cad03ba9b5d588 *vignettes/alm.Rmd
-4dba3b373c27ce5d08c0026ab1ca7af1 *vignettes/greybox.Rmd
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NAMESPACE

@@ -8,11 +8,21 @@ S3method(actuals,alm)
 S3method(actuals,default)
 S3method(coef,greybox)
 S3method(coef,greyboxD)
+S3method(coefbootstrap,alm)
+S3method(coefbootstrap,default)
+S3method(coefbootstrap,lm)
 S3method(confint,alm)
 S3method(confint,greyboxC)
 S3method(confint,greyboxD)
 S3method(confint,lmGreybox)
 S3method(cooks.distance,greybox)
+S3method(detectdst,POSIXt)
+S3method(detectdst,default)
+S3method(detectdst,zoo)
+S3method(detectleap,Date)
+S3method(detectleap,POSIXt)
+S3method(detectleap,default)
+S3method(detectleap,zoo)
 S3method(determ,alm)
 S3method(determ,default)
 S3method(determ,lm)
@@ -72,7 +82,7 @@ S3method(summary,greyboxC)
 S3method(summary,greyboxD)
 S3method(summary,lmGreybox)
 S3method(temporaldummy,Date)
-S3method(temporaldummy,POSIXct)
+S3method(temporaldummy,POSIXt)
 S3method(temporaldummy,default)
 S3method(temporaldummy,ts)
 S3method(temporaldummy,zoo)
@@ -100,9 +110,12 @@ export(alm)
 export(assoc)
 export(association)
 export(cbias)
+export(coefbootstrap)
 export(cramer)
 export(dalaplace)
 export(dbcnorm)
+export(detectdst)
+export(detectleap)
 export(determ)
 export(determination)
 export(dfnorm)
@@ -172,7 +185,6 @@ 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)
@@ -257,6 +269,7 @@ importFrom(stats,qqline)
 importFrom(stats,qqnorm)
 importFrom(stats,qqplot)
 importFrom(stats,qt)
+importFrom(stats,quantile)
 importFrom(stats,rbinom)
 importFrom(stats,residuals)
 importFrom(stats,rlnorm)

NEWS

@@ -1,3 +1,29 @@
+greybox v0.6.2 (Release data: 2020-09-02)
+==============
+
+Changes:
+* Use make.names() instead of gsub() for names of variables.
+* ro() now has co=TRUE by default.
+* More appropriate normalisation in LASSO / RIDGE for alm() + a fix for the case with lambda=1 (i.e. return mean).
+* alm() will not check multicollinearity for LASSO / RIDGE.
+* Renamed df into nu for dt and dchisq.
+* Don't import gnorm, use internal functions instead.
+* temporaldummy() now has the method for POSIXt, not just for POSIXct.
+* stepwise now treats all dummy variables as factors. This is needed for purposes of the calculation of measures of association.
+* New method: coefbootstrap() - do the bootstrap for coefficients of the model in order to get covariance matrix and other cool thingies (e.g. vcov(), coefint(), summary() and predict() functions).
+* Two new methods detectdst() and detectleap(), which return start and end dates for dst change and leap year based on the provided object (POSIXt / Date / zoo / xts).
+* predict() and forecast() methods now accept vector of levels, producing several bounds.
+
+Bugfixes:
+* Added abs() in mcor() in order to avoid rounding issues in R, which caused sqrt(-1e-16) to produce NaN.
+* predict() and forecast() would not work if h=1 with ar>1 for alm().
+* BLower & BUpper were needed in case of ARX model and provided B.
+* Fixed bug in ro(), due to which it wouldn't work with data frames.
+* stepwise() would not work if NA were returned in cor.
+* alm() would not work correctly if parameters without names were provided.
+* stepwise() would fail in case of factors selected in the model due to the incorrect naming of their expansion.
+
+
 greybox v0.6.1 (Release data: 2020-08-04)
 ==============