version 0.5.0

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: greybox
 Type: Package
 Title: Toolbox for Model Building and Forecasting
-Version: 0.4.1
-Date: 2019-01-26
+Version: 0.5.0
+Date: 2019-04-20
 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
@@ -19,14 +19,16 @@ Description: Implements functions and instruments for regression model building
 License: GPL (>= 2)
 Depends: R (>= 3.0.2)
 Imports: forecast, stats, graphics, utils, lamW, numDeriv, nloptr
+LinkingTo: Rcpp
 Suggests: smooth, doMC, doParallel, foreach, testthat, rmarkdown, knitr
+Enhances: vars
 RoxygenNote: 6.1.1
 VignetteBuilder: knitr
 Encoding: UTF-8
-NeedsCompilation: no
-Packaged: 2019-01-27 19:18:00 UTC; config
+NeedsCompilation: yes
+Packaged: 2019-04-19 20:23:28 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: 2019-01-27 22:50:47 UTC
+Date/Publication: 2019-04-21 15:20:07 UTC

MD5

@@ -1,65 +1,73 @@
-2cab42d616034896be6a1d2d3cfb6479 *DESCRIPTION
-d1982d7e39d043979231b7d521faecf7 *NAMESPACE
-e4e1741b571f9511cb1fb664adf2feb8 *NEWS
+5120e6f9fd3f26e9466848f468f63a05 *DESCRIPTION
+a59fdaba5a2d59f5c9616ef6e9dbf4dc *NAMESPACE
+89dc95af2ca3d643a1bd3153da39ebc4 *NEWS
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 85c21a9b53ef02d0e144fc10457e8299 *R/alaplace.R
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 8a9e233ba5a65a27944d0d85bd94a6be *R/fnorm.R
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 cf91a0f5526bc577ebea8c22aae476c8 *R/xregMultiplier.R
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 65e76738c4d650cb902700d2a4459f0f *man/mcor.Rd
-428d1b104fa8903de82b9383c5e3e4a0 *man/nParam.Rd
+1ff2fe86ba023ed7a23b94a67398e07f *man/measures.Rd
+2b38ed83d1094051dd1dfe6987d5ebcb *man/nparam.Rd
+b3b5e1666ffdc078b439c058ff8b20c2 *man/pinball.Rd
 adcbb10444b1715904a8270a96fba5f3 *man/pointIC.Rd
-da71600510f3d0766a2eae52e6a64852 *man/pointLik.Rd
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 76b532e9db2f249cd5704ce73b63d92a *man/rmc.Rd
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@@ -68,11 +76,13 @@ da71600510f3d0766a2eae52e6a64852 *man/pointLik.Rd
 32a1e1208afdd87e3a09e3e5f795be1d *man/stepwise.Rd
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 35386b7aacb453e2d4a06e1a86e11272 *man/tplnorm-distribution.Rd
-49e289cb1943bd3473975cdf2e190bd7 *man/xregExpander.Rd
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 ecaff1d893d0e2226b358df3b6e18cd8 *man/xregMultiplier.Rd
-fba2f75ee5cadb591082ddba35e1e0f9 *man/xregTransformer.Rd
-69dcf24a26d0ca7841e7d30d98fa25af *vignettes/alm.Rmd
-c578076a29292091275db1e1eff4e46c *vignettes/greybox.Rmd
+f12ae6912dd367d0f39d80dfcb5aca80 *man/xregTransformer.Rd
+471a2428a7493a27c2f59c352b429357 *src/RcppExports.cpp
+977761aa6ae19c9fe2466383536ea331 *src/polyMult.cpp
+77f5c1698b0805b4ee08c71a94262ab7 *vignettes/alm.Rmd
+47b097201bb516498457f3c5c2c4e289 *vignettes/greybox.Rmd
 8401400e9158cfc020fa9477e42d1fd6 *vignettes/img/ROProcessCO.gif
 da71fe35eb5beb45dc2cc8ef16da371a *vignettes/img/ROProcessCOCI.gif
 7f2a09e79b06d202de45672aa9762d16 *vignettes/img/ROProcessNoCO.gif

NAMESPACE

@@ -1,7 +1,11 @@
 # Generated by roxygen2: do not edit by hand
 
 S3method(AICc,default)
+S3method(AICc,varest)
 S3method(BICc,default)
+S3method(BICc,varest)
+S3method(actuals,alm)
+S3method(actuals,default)
 S3method(coef,greybox)
 S3method(coef,greyboxD)
 S3method(confint,alm)
@@ -12,13 +16,16 @@ S3method(errorType,default)
 S3method(errorType,ets)
 S3method(forecast,alm)
 S3method(forecast,greybox)
-S3method(getResponse,greybox)
 S3method(logLik,alm)
-S3method(nParam,alm)
 S3method(nParam,default)
-S3method(nParam,greyboxC)
-S3method(nParam,logLik)
+S3method(nobs,alm)
 S3method(nobs,greybox)
+S3method(nobs,varest)
+S3method(nparam,alm)
+S3method(nparam,default)
+S3method(nparam,greyboxC)
+S3method(nparam,logLik)
+S3method(nparam,varest)
 S3method(pAIC,default)
 S3method(pAICc,default)
 S3method(pBIC,default)
@@ -47,6 +54,7 @@ S3method(print,summary.greyboxC)
 S3method(sigma,alm)
 S3method(sigma,ets)
 S3method(sigma,greybox)
+S3method(sigma,varest)
 S3method(summary,alm)
 S3method(summary,greybox)
 S3method(summary,greyboxC)
@@ -57,9 +65,22 @@ S3method(vcov,greyboxD)
 S3method(vcov,lmGreybox)
 export(AICc)
 export(BICc)
+export(MAE)
+export(MAPE)
+export(MASE)
+export(MIS)
+export(MPE)
+export(MRE)
+export(MSE)
+export(RelAME)
+export(RelMAE)
+export(RelMIS)
+export(RelRMSE)
+export(actuals)
 export(alm)
 export(assoc)
 export(association)
+export(cbias)
 export(cramer)
 export(dalaplace)
 export(determ)
@@ -71,6 +92,8 @@ export(dtplnorm)
 export(errorType)
 export(forecast)
 export(graphmaker)
+export(ham)
+export(hm)
 export(is.alm)
 export(is.greybox)
 export(is.greyboxC)
@@ -80,14 +103,18 @@ export(is.rollingOrigin)
 export(lmCombine)
 export(lmDynamic)
 export(mcor)
+export(measures)
 export(nParam)
+export(nparam)
 export(pAIC)
 export(pAICc)
 export(pBIC)
 export(palaplace)
 export(pfnorm)
+export(pinball)
 export(plaplace)
 export(pointLik)
+export(polyprod)
 export(ps)
 export(ptplnorm)
 export(qalaplace)
@@ -102,14 +129,18 @@ export(rmc)
 export(ro)
 export(rs)
 export(rtplnorm)
+export(sCE)
+export(sMIS)
+export(sMSE)
+export(sPIS)
 export(spread)
 export(stepwise)
 export(tableplot)
 export(xregExpander)
 export(xregMultiplier)
 export(xregTransformer)
+importFrom(forecast,Arima)
 importFrom(forecast,forecast)
-importFrom(forecast,getResponse)
 importFrom(grDevices,rgb)
 importFrom(graphics,abline)
 importFrom(graphics,axis)
@@ -192,3 +223,4 @@ importFrom(stats,vcov)
 importFrom(utils,head)
 importFrom(utils,packageVersion)
 importFrom(utils,tail)
+useDynLib(greybox)

NEWS

@@ -1,3 +1,39 @@
+greybox v0.5.0 (Release data: 2019-04-20)
+==============
+
+Changes:
+* New function - polyprod(), returning the product of two polynomials.
+* alm() now has parameters ar and i, which define the order of respective elements of ARIMA model.
+* alm() now checks for stationarity of AR.
+* alm() now produces the fitted for the zero observations.
+* alm() now accepts parameters for the nloptr.
+* In case of occurrence model, the expected entropy is added to the likelihood.
+* Tuning of the initials for the recursive model.
+* alm() with distribution=c("pnorm","plogis") and ARI(p,d) now produces adequate estimates of probability and forecasts.
+* Error measures imported from smooth. Accuracy() function is renamed into measures().
+
+
+greybox v0.4.2 (Release data: 2019-03-10)
+==============
+
+Changes:
+* nParam, nobs, sigma and AICc, BICc methods for the "varest" class of the functions for "vars" package. Should allow selection using the corrected AIC and BIC.
+* graphmaker() now does not need for forecast to start at the right place. If start(actuals)=start(forecast), it will place forecast at the end.
+* graphmaker() now also allows not to reset par, so that you can add arbitrary elements to the graph.
+* rmc() now returns the exponentiated values of means and intervals in case of distribution="dlnorm".
+* nParam() method has been renamed into nparam().
+* A new method - actuals(), which returns actuals from the model (similar to "getResponse" of forecast package).
+* nobs() and actuals() now also have a hidden parameter all, which determines, whether to return all the values or only demand sizes in case of occurrence model. The default behaviour for nobs is FALSE, and for actuals is TRUE. This is driven by the functions relying on these methods.
+* xregExpander() now allows specifying how to fill in the gaps for the lagged variables.
+
+Bugfixes:
+* Fixed a bug in stepwise(), due to which the wrong fitted values were generated.
+* Annoying bug with occurrence!="none" models and factors.
+* lmCombine and lmDynamic did not work correctly with NAs.
+* alm produced errors for simple regressions and occurrence.
+* stepwise would produce errors, when there was no variability in the data.
+
+
 greybox v0.4.1 (Release data: 2019-01-27)
 ==============
 

R/RcppExports.R

@@ -0,0 +1,29 @@
+# Generated by using Rcpp::compileAttributes() -> do not edit by hand
+# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
+
+#' This function calculates parameters for the polynomials
+#'
+#' The function accepts two vectors with the parameters for the polynomials and returns
+#' the vector of parameters after their multiplication. This can be especially useful,
+#' when working with ARIMA models.
+#'
+#' @param x The vector of parameters of the first polynomial.
+#' @param y The vector of parameters of the second polynomial.
+#'
+#' @template author
+#'
+#' @return The function returns a matrix with one column with the parameters for
+#' the polynomial, starting from the 0-order.
+#'
+#' @seealso \link[stats]{convolve}
+#'
+#' @examples
+#'
+#' polyprod(c(1,-2,-1),c(1,0.5,0.3))
+#'
+#' @useDynLib greybox
+#' @export
+polyprod <- function(x, y) {
+    .Call('_greybox_polyprod', PACKAGE = 'greybox', x, y)
+}
+