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v2.0.0
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -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]")) | ||
|
|
@@ -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 | ||
|
|
@@ -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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|---|---|---|
| @@ -0,0 +1,131 @@ | ||
| #' 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) | ||
|
|
||
| # 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) | ||
|
|
||
| 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.") | ||
|
|
||
| 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) | ||
|
|
||
| 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") | ||
|
|
||
| }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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