version 3.1.6

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: smooth
 Type: Package
 Title: Forecasting Using State Space Models
-Version: 3.1.5
-Date: 2022-01-26
+Version: 3.1.6
+Date: 2022-03-30
 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
@@ -17,19 +17,19 @@ Description: Functions implementing Single Source of Error state space models fo
              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)
-Depends: R (>= 3.0.2), greybox (>= 1.0.0)
-Imports: Rcpp (>= 0.12.3), stats, graphics, grDevices, pracma, statmod,
-        MASS, nloptr, utils, zoo
+Depends: R (>= 3.0.2), greybox (>= 1.0.5)
+Imports: Rcpp (>= 0.12.3), stats, generics (>= 0.1.2), graphics,
+        grDevices, pracma, statmod, MASS, nloptr, utils, zoo
 LinkingTo: Rcpp, RcppArmadillo (>= 0.8.100.0.0)
-Suggests: numDeriv, testthat, knitr, rmarkdown, doMC, doParallel,
-        foreach
+Suggests: legion, numDeriv, testthat, knitr, rmarkdown, doMC,
+        doParallel, foreach
 VignetteBuilder: knitr
 RoxygenNote: 7.1.2
 Encoding: UTF-8
 NeedsCompilation: yes
-Packaged: 2022-01-26 17:03:18 UTC; config
+Packaged: 2022-03-29 13:04:07 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: 2022-01-26 18:20:02 UTC
+Date/Publication: 2022-03-30 11:20:02 UTC

MD5

@@ -1,22 +1,22 @@
-07a53a5444336347a41f29ac5daca9b8 *DESCRIPTION
-26e42ff31e8ad1a97fb78225632538f5 *NAMESPACE
-e5140370909b3973b4f6f26e26229204 *NEWS
+f1d528a721e1f81009399644713ef841 *DESCRIPTION
+940f447ea8cb57301d8faa9cefd41831 *NAMESPACE
+06bfed6ffbe5d4fac938410f7c862ef3 *NEWS
 653f8d9c753358731b8a8f615ba23774 *R/RcppExports.R
-54b14ae69d0d032c925486e9ac18bced *R/adam.R
-9387cd27a6af0de0cf0069ba8bdc2691 *R/adamGeneral.R
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 27cad90630afc62f332756db0ecd7719 *R/autoadam.R
 7120effa9adfa5baee54dfb6c8cb7201 *R/autoces.R
 88b6aa2509075efaec36b0e58ed3b377 *R/autogum.R
 21b8fcbd641986244ac99ad4ed314f53 *R/automsarima.R
-7c117844241ed3ef2c2ae37d366a9064 *R/autossarima.R
+c2ff9cd422027c395df161713a51eb8b *R/autossarima.R
 27b3e667c6227b90dd4d8078c822a923 *R/ces.R
 f3d7229d139668dd9f74795cec8a50e1 *R/cma.R
 bb0fab2c539988d998d5ee9651ac5d47 *R/depricator.R
 8330340d14c73168e5db6d54f8d619aa *R/es.R
-fa957f6bd92515fc1196529ba44ad1aa *R/gum.R
+464d82904778cf11027f099de400b436 *R/gum.R
 81f2d289eeb2ed694f29227b9103fe51 *R/isFunctions.R
 041d01baa73ad0ec1dad2547505e8678 *R/iss.R
-df97ede75190dabefe00984db53edc37 *R/methods.R
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 9369cd7a9df5aabf230ebc68effeadb0 *R/msarima.R
 c0b618abbbf454523f4b08233f4a4d89 *R/msdecompose.R
 28409a099f54307462625da092dcc7b4 *R/oes.R
@@ -27,55 +27,56 @@ a26210beaf498241d089d307cb553e10 *R/simgum.R
 220da11d37cb82fe30f4073b8c146b97 *R/simoes.R
 915143e85e6fc8b4e849c2c6a4650e3a *R/simsma.R
 faa27efef29581dd559aa3071a898bc3 *R/simssarima.R
+e6b80264b69b331f69c361c08720bca1 *R/sm.R
 e1d0b3122e28a0de8a0ea5a895d5cda0 *R/sma.R
-491c5858624e981b2090d0d8032d1025 *R/smooth-package.R
+3ebb80767b253ea8945f1e874df27127 *R/smooth-package.R
 c67ac55694dac00f7410edecffe14a11 *R/smoothCombine.R
 c2d9138e7acfbb6ce34906896b820b7e *R/sowhat.R
 64cfb2137f99c545ba13a662ac18217f *R/ssarima.R
 2247e9c207a645e806316f590d4dad6e *R/ssfunctions.R
 ef7494f63a82bdf08a3c7b1e522d123c *R/variance-covariance.R
 ab5988fe4671de0c01accffc7485a8c5 *R/zzz.R
 e934ce93422813a6261bbc50cde2551e *README.md
-dddc268a461878f90b7dc1c4b3166acd *build/partial.rdb
-36c47d99ac089f986b641f7edf494d5b *build/vignette.rds
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-994587160352147c0dd0733b0a598be6 *inst/doc/adam.html
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-4bdb91a5af645749ea9accd8ae0b1fc2 *inst/doc/ces.html
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 cc023cf857cde51f5e1723df5ab1d698 *inst/doc/es.R
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-6a3771a2cce43631d9a663295e140496 *inst/doc/gum.html
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 3456eace8d7510180a0cdd3605c179ea *inst/doc/simulate.Rmd
-8dbab7119a07f3662a3662139f5396f5 *inst/doc/simulate.html
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 ca9229ba98cf31c27a1534eb73d9ef10 *inst/doc/sma.R
 677443549ff9966b898196aabb087151 *inst/doc/sma.Rmd
-7ff2f1df169d34059b2727806a117de9 *inst/doc/sma.html
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 f2be0cff7be52faff06f2a377333a8c6 *inst/doc/smooth-Documentation.pdf
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 d32873978eae67406eabac3b5c61cc24 *inst/doc/ssarima.R
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-e3f9429f107f83fa612d138864c470f8 *inst/doc/ssarima.html
-dee8a0466186a63ad2bdcd55f1fbce3e *man/adam.Rd
+81a604ab1237c6bf7645162f5e5a8ad3 *inst/doc/ssarima.html
+402ef7d360e878ee9852fb96ecbf4a3b *man/adam.Rd
 5e524a093844cc5f63c219c999732d91 *man/auto.ces.Rd
 07a086ec08d8d96595145656c396b1ba *man/auto.gum.Rd
 9e1069a6c2b3eb902d3676fbbffbbef4 *man/auto.msarima.Rd
-522f18580b8a4aab0255363f55c181f1 *man/auto.ssarima.Rd
+0d178ced886d008ac9d96fcadd56e747 *man/auto.ssarima.Rd
 eed68825070ef8ba4da1d327847a53c3 *man/ces.Rd
 7ebfc529b07de674f85d58f8594e8fe0 *man/cma.Rd
 981a28fae34f311026aef5a11e8a5004 *man/es.Rd
 36efdd42557fd9c202a92dfef9dcdc25 *man/forecast.smooth.Rd
-f96113e19cdfafa6fefe48e081264d57 *man/gum.Rd
+3f70a665811bec849c4205c8c5dd9dd1 *man/gum.Rd
 ed6c2862c081b68b2dd67ab812d03207 *man/isFunctions.Rd
 c4c6bb3e6a896e5184a853240bce1ef0 *man/msarima.Rd
 09f1446e3dcabcc7514b8d9fcf3f3d31 *man/msdecompose.Rd
@@ -98,22 +99,21 @@ b5eb81c2e304983135d42e7199ac372b *man/smooth.Rd
 bf6efa43974ba15fc342433767f94f1b *man/smoothCombine.Rd
 937692b5fb25d64ce157f8815973ddd1 *man/sowhat.Rd
 f029e17e13326b67138bee019e5d4519 *man/ssarima.Rd
-b916a4f20c5c02afd8eb54492be95209 *man/ves.Rd
 d0dd67b9c9251e14bf07e82305c52011 *src/Makevars
 6b3886d60348f13533404c69da6311f5 *src/Makevars.win
 ea178431f729b32e7c7108df9e97a93d *src/RcppExports.cpp
 3b3f68c5ad3bea38b20784fcff4c8b6a *src/adamGeneral.cpp
 5e303a038a05137216e4eff246d02441 *src/adamGeneral.h
 f55c9afbd029545484e252c251b475ef *src/adamRefitter.cpp
-664b835a24099ce9df2cf2c74a325338 *src/adamSimulator.cpp
+688b7ab86eff7af2d5a0d12c5cc856cd *src/adamSimulator.cpp
 3e778d3caa119ed42a745ca109cdecc3 *src/matrixPowerWrap.cpp
 9fb0915a4e7ffe192150808e5e890c69 *src/registerDynamicSymbol.c
-70e8718fd4adb44821492691415e826c *src/ssGeneral.cpp
+b078999f2dad437405c8bac9f318b813 *src/ssGeneral.cpp
 80552072ea20f750d412a9f510a2d337 *src/ssGeneral.h
-d31b1c1655ca634aa87e441089f7ea61 *src/ssOccurrence.cpp
-6c9cbb26f91aff4495e255bf7b6d6200 *src/ssSimulator.cpp
+3b2327af0bf2cc52c6c29ba3c6c2adab *src/ssOccurrence.cpp
+2251fdf370b5e6cfbafa86986dc99c80 *src/ssSimulator.cpp
 4e0f43b23ba7abbb29b225614e88f276 *tests/testthat.R
-720d429a1a99427cc9b02ba973c21835 *tests/testthat/test_adam.R
+1bba54ebc57186b4e9ab708562aab06c *tests/testthat/test_adam.R
 e4b4227138cfbdb75aab7989f4bc6851 *tests/testthat/test_ces.R
 5759a30190afd0696bfdd29bc271a0b9 *tests/testthat/test_es.R
 17fcf0b2a6fd1755e3f6ac8ab3a576f8 *tests/testthat/test_gum.R

NAMESPACE

@@ -15,6 +15,8 @@ S3method(errorType,adam)
 S3method(errorType,msdecompose)
 S3method(errorType,smooth)
 S3method(errorType,smooth.sim)
+S3method(extractScale,smooth)
+S3method(extractSigma,smooth)
 S3method(fitted,msdecompose)
 S3method(fitted,smooth)
 S3method(fitted,smooth.forecast)
@@ -23,6 +25,7 @@ S3method(forecast,adamCombined)
 S3method(forecast,msdecompose)
 S3method(forecast,oes)
 S3method(forecast,smooth)
+S3method(implant,adam)
 S3method(lags,Arima)
 S3method(lags,adam)
 S3method(lags,ar)
@@ -109,6 +112,7 @@ S3method(sigma,adam)
 S3method(sigma,smooth)
 S3method(sigma,smooth.sim)
 S3method(simulate,smooth)
+S3method(sm,adam)
 S3method(summary,adam)
 S3method(summary,adamCombined)
 S3method(summary,smooth)
@@ -155,16 +159,14 @@ export(sim.gum)
 export(sim.oes)
 export(sim.sma)
 export(sim.ssarima)
-export(sim.ves)
 export(sma)
 export(smoothCombine)
 export(sowhat)
 export(ssarima)
-export(ves)
-export(viss)
 import(Rcpp)
 import(zoo)
 importFrom(MASS,mvrnorm)
+importFrom(generics,forecast)
 importFrom(grDevices,dev.interactive)
 importFrom(grDevices,devAskNewPage)
 importFrom(grDevices,rgb)
@@ -188,11 +190,14 @@ importFrom(greybox,dgnorm)
 importFrom(greybox,dlaplace)
 importFrom(greybox,ds)
 importFrom(greybox,errorType)
-importFrom(greybox,forecast)
+importFrom(greybox,extractScale)
+importFrom(greybox,extractSigma)
 importFrom(greybox,graphmaker)
 importFrom(greybox,hm)
+importFrom(greybox,implant)
 importFrom(greybox,is.alm)
 importFrom(greybox,is.occurrence)
+importFrom(greybox,is.scale)
 importFrom(greybox,measures)
 importFrom(greybox,nparam)
 importFrom(greybox,outlierdummy)
@@ -208,6 +213,7 @@ importFrom(greybox,ralaplace)
 importFrom(greybox,rgnorm)
 importFrom(greybox,rlaplace)
 importFrom(greybox,rs)
+importFrom(greybox,sm)
 importFrom(greybox,stepwise)
 importFrom(greybox,xregExpander)
 importFrom(nloptr,nloptr)
@@ -256,6 +262,7 @@ importFrom(stats,pnorm)
 importFrom(stats,poly)
 importFrom(stats,ppoints)
 importFrom(stats,predict)
+importFrom(stats,qchisq)
 importFrom(stats,qgamma)
 importFrom(stats,qlnorm)
 importFrom(stats,qlogis)

NEWS

@@ -1,3 +1,27 @@
+smooth v3.1.6 (Release data: 2022-03-30)
+=======
+
+Changes:
+* Renamed nu into df in distribution="dt" of adam() for consistency with alm().
+* We now import forecast from generics package, not from greybox.
+* sm() method for adam. This supports scale model via ETS / ARIMA / Regression.
+* forecast.adam() is now tuned to work with sm.adam() output.
+* forecast.adam() now works properly with object$scale if it is estimated via sm.adam() (i.e. taking the multistep scale into account).
+* implant() method (imported from greybox) to merge adam and the scale model.
+* The default measurement vector in gum() is now unity. This makes model identifiable.
+* Correct number of degrees of freedom in adam-sm model.
+* Fixes for sm() in case of model="NNN".
+* Always record number of estimated parameters for scale in a separate column in adam().
+* plot.adam() now produces diagnostics plots for scale model if it is implanted for which=c(2:6,8,9,13,14).
+* The order in which in plot.smooth() and plot.adam() now matters.
+
+Bugfixes:
+* Fixed a bug in ssGeneral.cpp, which caused ces() to break in the cases of extreme values of smoothing parameters.
+* A fix in forecast.adam(), which would not rbind the rows correctly in cases of nrow(newdata) < h.
+* A fix in ADAMX for exotic cases, where log(y) was used in alm() (for parameters initialisation), when it shouldn't have.
+* A fix in case of rbind() of data.frame, when one of variables is ts.
+
+
 smooth v3.1.5 (Release data: 2022-01-26)
 =======