version 4.0.0

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: smooth
 Type: Package
 Title: Forecasting Using State Space Models
-Version: 3.2.1
-Date: 2023-06-01
+Version: 4.0.0
+Date: 2023-09-15
 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/smooth
@@ -16,7 +16,7 @@ Description: Functions implementing Single Source of Error state space models fo
              Simple Moving Average (Svetunkov & Petropoulos, 2018 <doi: 10.1080/00207543.2017.1380326>)
              and several simulation functions. It also allows dealing with intermittent demand based on the
              iETS framework (Svetunkov & Boylan, 2019, <doi: 10.13140/RG.2.2.35897.06242>).
-License: GPL (>= 2)
+License: LGPL-2.1
 Depends: R (>= 3.0.2), greybox (>= 1.0.8)
 Imports: Rcpp (>= 0.12.3), stats, generics (>= 0.1.2), graphics,
         grDevices, pracma, statmod, MASS, nloptr, utils, xtable, zoo
@@ -27,9 +27,9 @@ VignetteBuilder: knitr
 RoxygenNote: 7.2.3
 Encoding: UTF-8
 NeedsCompilation: yes
-Packaged: 2023-06-01 22:05:51 UTC; config
+Packaged: 2023-09-16 10:17:15 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: 2023-06-01 23:10:02 UTC
+Date/Publication: 2023-09-17 04:30:02 UTC

MD5

@@ -1,16 +1,16 @@
-803977a26202cc493a4122496ce5c38b *DESCRIPTION
-d0c7390d05fe830fcdb0c44ef6e64260 *NAMESPACE
-927deb8c1edcdcb488efa50b4202b2dd *NEWS
+562a117839a15d4b76c9a72bd4199bc2 *DESCRIPTION
+0bf119877847d6f1b4a492b15a8bec8b *NAMESPACE
+8b800fde5a3d1e48d658e84d31624bca *NEWS
 a62d3797825f0e330012fda89473841e *R/RcppExports.R
-d985d5d36fd576cee22799f066545b05 *R/adam-es.R
-3e74c03248627505264be3470286d521 *R/adam-msarima.R
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 9cb07e267c7fbb4ddf8d604d452bc62c *R/adam-sma.R
-8ca4eaccafce6e9e4c6bcdc82b2a314e *R/adam.R
+c0a099f465b7abefa7288243cbece238 *R/adam.R
 f864c13a06b19c4c3e814a85e64a4fc3 *R/adamGeneral.R
-b85ec84b37abd5aa729c7f76de528321 *R/autoadam.R
+cabd98681834a7c73496b4f06814a519 *R/autoadam.R
 ea95a9439e93ea7f2c0a22d5f536d635 *R/autoces.R
 84ec09fab0c7a9340ce8f6dcf187f67a *R/autogum.R
-98757a59b8e0e7a9b9e68a279cbfd870 *R/automsarima.R
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 bdde374481cc3eb7d58511ad9577e8d4 *R/autossarima.R
 e6ca2c1c9ac18dd169459e06f84124e7 *R/ces.R
 5e24a3f832ff393e00e43326c63c80fd *R/cma.R
@@ -19,11 +19,12 @@ dee51918bf1e69babdd6156d6b0dabb8 *R/depricator.R
 644b36637f40ce1332d934f1eec16add *R/gum.R
 81f2d289eeb2ed694f29227b9103fe51 *R/isFunctions.R
 041d01baa73ad0ec1dad2547505e8678 *R/iss.R
-74988ec82c2e933e6c185aa5f0ff26be *R/methods.R
+bcd2007e8736b16f79ab5b685f74fa56 *R/methods.R
 804079c011b151b646eb9d6e9a4051d6 *R/msarima.R
 49540534fa230cd869497488b7357b88 *R/msdecompose.R
 279568641df34ca6f82a0c668e938ea2 *R/oes.R
 63910e171affdc1a6988603a95025638 *R/oesg.R
+5e17f699c228ba9941f1043825a7d604 *R/randomARIMA.R
 c33c6f90b47a2ac3850d5722f4681449 *R/simces.R
 6ef4c7ccf46a1c675bcb98d37de20d10 *R/simes.R
 a26210beaf498241d089d307cb553e10 *R/simgum.R
@@ -32,64 +33,65 @@ a26210beaf498241d089d307cb553e10 *R/simgum.R
 2af7ae71a16d99aa03960cfb8b54bd28 *R/simssarima.R
 e6b80264b69b331f69c361c08720bca1 *R/sm.R
 7fb01d6c2094b9b693aca573e60ff4f0 *R/sma.R
-3ebb80767b253ea8945f1e874df27127 *R/smooth-package.R
+9a19d731523b676605bf6bbfa871af8b *R/smooth-package.R
 1f6a8a5773a65ae3990a9e6178415ed3 *R/smoothCombine.R
 c2d9138e7acfbb6ce34906896b820b7e *R/sowhat.R
 5a0d49de5494b56c7034175851c4535c *R/ssarima.R
 eb54820d225d371b94dfcfc3eb3c57bd *R/ssfunctions.R
-ef7494f63a82bdf08a3c7b1e522d123c *R/variance-covariance.R
+f24826d22eba6d731300f952efdc6db5 *R/variance-covariance.R
 ab5988fe4671de0c01accffc7485a8c5 *R/zzz.R
-e934ce93422813a6261bbc50cde2551e *README.md
-439bf689fa27cf9affd0335332142165 *build/partial.rdb
-8c72a66a5239fee10b89906cf8b28081 *build/vignette.rds
+e8405c90e8f2c8fe2ee501e851b26896 *README.md
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-3af54e8411d0eac3195c98cc8e5664fd *man/msarima.Rd
+cc98946de57958be2d727e1659b6feb6 *man/msarima.Rd
 09f1446e3dcabcc7514b8d9fcf3f3d31 *man/msdecompose.Rd
 bc9beae49b356b2cd99143e1744a1b7a *man/multicov.Rd
 303b3dead241b824860911ff0b8985e1 *man/oes.Rd
 da6f58f8aa4baa8edd9e146f86e0591e *man/oesg.Rd
 7aff160d7b6c8d9bc84cfd1e575edf05 *man/orders.Rd
 fae9b6b23817560667b7c1dfe720f23a *man/plot.smooth.Rd
 93f6d1959af037a84cde94552e59ad01 *man/pls.Rd
-4ffd976ec9fa3075750833f11cf567b8 *man/reapply.Rd
-5ffd699fb93e341142ce0a4549e1609b *man/reexports.Rd
+3c57790204d9ff06eeab799dbc8f0f1e *man/reapply.Rd
+be7382f8b2d98bd730b7ab6606beece3 *man/reexports.Rd
 fed68f135199be9b43560dfc207ec219 *man/rmultistep.Rd
 ba9ecd1d8c6703453ee1175e933ab414 *man/sim.ces.Rd
 c55eba92adfb3630515f1d1d0e3cfbf8 *man/sim.es.Rd
@@ -98,7 +100,7 @@ e2e33ea158da93cf2577ab9c8a45fe69 *man/sim.oes.Rd
 c7c700f2093c421a10cfcef28828bae5 *man/sim.sma.Rd
 f9abd11f3a036809d9b84a093a3e55dd *man/sim.ssarima.Rd
 656f3fb6b50b78941b6e1f2a1bd5523f *man/sma.Rd
-b5eb81c2e304983135d42e7199ac372b *man/smooth.Rd
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 b66a2f843f81d19ddfb1476f7df3f234 *man/smoothCombine.Rd
 937692b5fb25d64ce157f8815973ddd1 *man/sowhat.Rd
 716e28b94fcebc0c4d0c19df77cff789 *man/ssarima.Rd
@@ -118,7 +120,7 @@ be656160bfd37c26ecdc5058a9967f5f *src/adamRefitter.cpp
 4e0f43b23ba7abbb29b225614e88f276 *tests/testthat.R
 1bba54ebc57186b4e9ab708562aab06c *tests/testthat/test_adam.R
 a6434ef77eebe67366847a2ed929e987 *tests/testthat/test_ces.R
-33b8dc754e2a468a7f8fa0f6a56b6419 *tests/testthat/test_es.R
+eb7c673e66f9b42c24efd04c0a2e95da *tests/testthat/test_es.R
 08491b7b6135a367253427170b8d6863 *tests/testthat/test_gum.R
 bb04e095c3fb0005695affa4afd2e923 *tests/testthat/test_oes.R
 2047ff380ba6a82303c29bf57b3b8927 *tests/testthat/test_simulate.R

NAMESPACE

@@ -2,6 +2,8 @@
 
 S3method(AICc,smooth)
 S3method(BICc,smooth)
+S3method(accuracy,smooth)
+S3method(accuracy,smooth.forecast)
 S3method(actuals,adam)
 S3method(actuals,msdecompose)
 S3method(actuals,smooth)
@@ -126,6 +128,7 @@ S3method(summary,smooth.forecast)
 S3method(vcov,adam)
 S3method(xtable,adam)
 S3method(xtable,summary.adam)
+export(accuracy)
 export(adam)
 export(auto.adam)
 export(auto.ces)
@@ -178,6 +181,7 @@ export(xtable)
 import(Rcpp)
 import(zoo)
 importFrom(MASS,mvrnorm)
+importFrom(generics,accuracy)
 importFrom(generics,forecast)
 importFrom(grDevices,dev.interactive)
 importFrom(grDevices,devAskNewPage)

NEWS

@@ -1,3 +1,26 @@
+smooth v4.0.0 (Release data: 2023-09-15)
+=======
+
+Changes:
+* Starting from v4.0.0, the smooth package for R will be released under the LGPLv2.1 license. The source of the older version of the software under the GPL(>=2) is available here: https://github.com/config-i1/smooth/releases/tag/v3.2.2
+
+
+smooth v3.2.2 (Release data: 2023-09-15)
+=======
+
+Changes:
+* Expanded info on simulate functions in the package description.
+* vcov() now can also return heuristic covariance matrix for adam via the heuristics=0.0025 or something like that. This is an experimental feature, which is why it is not explained in the documentation.
+* auto.msarima() is now a wrapper of adam() with orders=list(..., select=TRUE).
+* accuracy() is now implemented for smooth classes.
+
+Bugfixes:
+* forecast.adam() would not work correctly if the newdata had missing values.
+* Finally found and fixed an annoying bug that caused ARIMA to fail in some cases.
+* Fix in forecast.adam() for cases of h=1 and analytical variance.
+* A fix for adam() with LASSO/RIDGE, where "lambdaOriginal was not found".
+
+
 smooth v3.2.1 (Release data: 2023-06-01)
 =======
 

R/adam-es.R

@@ -358,7 +358,7 @@ es <- function(y, model="ZZZ", lags=c(frequency(y)), persistence=NULL, phi=NULL,
         data <- ts(data, start=start(y), frequency=frequency(y));
         colnames(data)[1] <- "y";
         # Give name to the explanatory variables if they do not have them
-        if(is.null(names(xreg))){
+        if(is.null(colnames(xreg))){
             if(!is.null(ncol(xreg))){
                 colnames(data)[-1] <- paste0("x",c(1:ncol(xreg)));
             }

R/adam-msarima.R

@@ -197,9 +197,9 @@ msarima <- function(y, orders=list(ar=c(0),i=c(1),ma=c(1)), lags=c(1),
                     h=10, holdout=FALSE,
                     # cumulative=FALSE,
                     # interval=c("none","parametric","likelihood","semiparametric","nonparametric"), level=0.95,
-                    bounds=c("admissible","none"),
+                    bounds=c("usual","admissible","none"),
                     silent=TRUE,
-                    xreg=NULL, regressors=c("use","select"), initialX=NULL, ...){
+                    xreg=NULL, regressors=c("use","select","adapt"), initialX=NULL, ...){
     # Copyright (C) 2022 - Inf  Ivan Svetunkov
 
     # Start measuring the time of calculations