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Merge pull request #10 from rjdemetra/develop
v2.0.0
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@@ -1,7 +1,7 @@ | ||
Package: rjd3bench | ||
Type: Package | ||
Title: Interface to 'JDemetra+ 3.0' Seasonal Adjustment Software | ||
Version: 1.0.0 | ||
Version: 2.0.0 | ||
Authors@R: c( | ||
person("Jean", "Palate", role = c("aut", "cre"), | ||
email = "[email protected]")) | ||
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@@ -10,8 +10,8 @@ Depends: | |
R (>= 3.6.0) | ||
Imports: | ||
rJava (>= 1.0-6), | ||
rjd3toolkit (>= 3.0.1), | ||
RProtoBuf (>= 0.4.17) | ||
rjd3toolkit (>= 3.2.1), | ||
RProtoBuf (>= 0.4.20) | ||
SystemRequirements: Java SE 8 or higher | ||
License: EUPL | ||
URL: https://github.com/jdemetra/rjd3sa | ||
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@@ -21,6 +21,7 @@ RoxygenNote: 7.2.3 | |
BugReports: https://github.com/jdemetra/rjdemetra3/issues | ||
Encoding: UTF-8 | ||
Collate: | ||
'adl.R' | ||
'utils.R' | ||
'benchmark.R' | ||
'calendarization.R' | ||
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#' Title | ||
#' | ||
#' @param series | ||
#' @param constant | ||
#' @param trend | ||
#' @param indicators | ||
#' @param conversion | ||
#' @param conversion.obsposition | ||
#' @param phi | ||
#' @param phi.fixed | ||
#' @param phi.truncated | ||
#' @param xar | ||
#' | ||
#' @return | ||
#' @export | ||
#' | ||
#' @examples | ||
#' # qna data, fernandez with/without quarterly indicator | ||
#' data("qna_data") | ||
#' Y<-ts(qna_data$B1G_Y_data[,"B1G_FF"], frequency=1, start=c(2009,1)) | ||
#' x<-ts(qna_data$TURN_Q_data[,"TURN_INDEX_FF"], frequency=4, start=c(2009,1)) | ||
#' td1<-rjd3bench::adl_disaggregation(Y, indicators=x, xar="FREE") | ||
#' td2<-rjd3bench::adl_disaggregation(Y, indicators=x, xar="SAME") | ||
adl_disaggregation<-function(series, constant=T, trend=F, indicators=NULL, | ||
conversion=c("Sum", "Average", "Last", "First", "UserDefined"), conversion.obsposition=1, | ||
phi=0, phi.fixed=F, phi.truncated=0, xar=c("FREE", "SAME", "NONE")){ | ||
conversion=match.arg(conversion) | ||
xar=match.arg(xar) | ||
jseries<-rjd3toolkit::.r2jd_tsdata(series) | ||
jlist<-list() | ||
if (!is.null(indicators)){ | ||
if (is.list(indicators)){ | ||
for (i in 1:length(indicators)){ | ||
jlist[[i]]<-rjd3toolkit::.r2jd_tsdata(indicators[[i]]) | ||
} | ||
}else if (is.ts(indicators)){ | ||
jlist[[1]]<-rjd3toolkit::.r2jd_tsdata(indicators) | ||
}else{ | ||
stop("Invalid indicators") | ||
} | ||
jindicators<-.jarray(jlist, contents.class = "jdplus/toolkit/base/api/timeseries/TsData") | ||
}else{ | ||
jindicators<-.jnull("[Ljdplus/toolkit/base/api/timeseries/TsData;") | ||
} | ||
jrslt<-.jcall("jdplus/benchmarking/base/r/TemporalDisaggregation", "Ljdplus/benchmarking/base/core/univariate/ADLResults;", | ||
"processADL", jseries, constant, trend, jindicators, conversion, | ||
phi, phi.fixed, phi.truncated, xar) | ||
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||
# Build the S3 result | ||
bcov<-rjd3toolkit::.proc_matrix(jrslt, "covar") | ||
vars<-rjd3toolkit::.proc_vector(jrslt, "regnames") | ||
coef<-rjd3toolkit::.proc_vector(jrslt, "coeff") | ||
se<-sqrt(diag(bcov)) | ||
t<-coef/se | ||
m<-data.frame(coef, se, t) | ||
m<-`row.names<-`(m, vars) | ||
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||
regression<-list( | ||
type=xar, | ||
conversion=conversion, | ||
model=m, | ||
cov=bcov | ||
) | ||
estimation<-list( | ||
disagg=rjd3toolkit::.proc_ts(jrslt, "disagg"), | ||
edisagg=rjd3toolkit::.proc_ts(jrslt, "edisagg"), | ||
parameter=rjd3toolkit::.proc_numeric(jrslt, "parameter"), | ||
eparameter=rjd3toolkit::.proc_numeric(jrslt, "eparameter") | ||
# res= TODO | ||
) | ||
likelihood<-rjd3toolkit::.proc_likelihood(jrslt, "likelihood.") | ||
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||
return(structure(list( | ||
regression=regression, | ||
estimation=estimation, | ||
likelihood=likelihood), | ||
class="JD3AdlDisagg")) | ||
} | ||
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#' Print function for object of class JD3AdlDisagg | ||
#' | ||
#' @param x an object of class JD3AdlDisagg | ||
#' | ||
#' @return | ||
#' @export | ||
#' | ||
#' @examples | ||
#' Y<-rjd3toolkit::aggregate(rjd3toolkit::retail$RetailSalesTotal, 1) | ||
#' x<-rjd3toolkit::retail$FoodAndBeverageStores | ||
#' td<-rjd3bench::adl_disaggregation(Y, indicator=x, xar="FREE") | ||
#' print(td) | ||
#' | ||
print.JD3AdlDisagg<-function(x, ...){ | ||
if (is.null(x$regression$model)){ | ||
cat("Invalid estimation") | ||
}else{ | ||
cat("Model:", x$regression$type, "\n") | ||
print(x$regression$model) | ||
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cat("\n") | ||
cat("Use summary() for more details. \nUse plot() to see the decomposition of the disaggregated series.") | ||
} | ||
} | ||
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#' Plot function for object of class JD3AdlDisagg | ||
#' | ||
#' @param x an object of class JD3AdlDisagg | ||
#' @param \dots further arguments to pass to ts.plot. | ||
#' | ||
#' @export | ||
#' | ||
#' @examples | ||
#' Y<-rjd3toolkit::aggregate(rjd3toolkit::retail$RetailSalesTotal, 1) | ||
#' x<-rjd3toolkit::retail$FoodAndBeverageStores | ||
#' td<-rjd3bench::adl_disaggregation(Y, indicator=x, xar="FREE") | ||
#' plot(td) | ||
#' | ||
plot.JD3AdlDisagg<-function(x, ...){ | ||
if (is.null(x)){ | ||
cat("Invalid estimation") | ||
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}else{ | ||
td_series <- x$estimation$disagg | ||
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ts.plot(td_series, gpars=list(col=c("orange"), xlab = "", xaxt="n", las=2, ...)) | ||
axis(side=1, at=start(td_series)[1]:end(td_series)[1]) | ||
legend("topleft",c("disaggragated series"),lty = c(1,1,1), col=c("orange"), bty="n", cex=0.8) | ||
} | ||
} | ||
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||
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