Merge pull request #20 from rjdemetra/develop

v3.2.0

.github/.gitignore

@@ -0,0 +1 @@
+*.html

.github/workflows/pkgdown.yaml

@@ -0,0 +1,56 @@
+# Workflow derived from https://github.com/r-lib/actions/tree/v2/examples
+# Need help debugging build failures? Start at https://github.com/r-lib/actions#where-to-find-help
+on:
+  push:
+    branches: [develop]
+  pull_request:
+    branches: [develop]
+  release:
+    types: [published]
+  workflow_dispatch:
+
+name: pkgdown
+
+jobs:
+  pkgdown:
+    runs-on: ubuntu-latest
+    # Only restrict concurrency for non-PR jobs
+    concurrency:
+      group: pkgdown-${{ github.event_name != 'pull_request' || github.run_id }}
+    env:
+      GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
+    permissions:
+      contents: write
+    steps:
+      - uses: actions/checkout@v3
+
+      - uses: r-lib/actions/setup-pandoc@v2
+
+      - uses: actions/setup-java@v3
+        with:
+          distribution: 'zulu' # See 'Supported distributions' for available options
+          java-version: '17'
+
+      - uses: r-lib/actions/setup-r@v2
+        with:
+          use-public-rspm: true
+
+      - name: Set up for RProtoBuf
+        run: sudo apt-get update -y && sudo apt-get install protobuf-compiler libprotobuf-dev libprotoc-dev
+
+      - uses: r-lib/actions/setup-r-dependencies@v2
+        with:
+          extra-packages: any::pkgdown, local::.
+          needs: website
+
+      - name: Build site
+        run: pkgdown::build_site_github_pages(new_process = FALSE, install = FALSE)
+        shell: Rscript {0}
+
+      - name: Deploy to GitHub pages 🚀
+        if: github.event_name != 'pull_request'
+        uses: JamesIves/[email protected]
+        with:
+          clean: false
+          branch: gh-pages
+          folder: docs

.gitignore

@@ -3,3 +3,6 @@
 .Rhistory
 .RData
 .Ruserdata
+
+TO_DO
+docs

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: rjd3toolkit
 Type: Package
 Title: Toolkit Functions Around 'JDemetra+ 3.0'
-Version: 3.1.0
+Version: 3.2.0
 Authors@R: c(
   person("Jean", "Palate", role = c("aut", "cre"),
                 email = "[email protected]"),
@@ -21,7 +21,7 @@ Imports:
   methods
 SystemRequirements: Java (>= 17)
 License: EUPL
-URL: https://github.com/rjdemetra/rjd3toolkit
+URL: https://github.com/rjdemetra/rjd3toolkit, https://rjdemetra.github.io/rjd3toolkit/
 LazyData: TRUE
 Suggests:
     knitr,

NAMESPACE

@@ -154,6 +154,7 @@ export(add_ramp)
 export(add_usrdefvar)
 export(aggregate)
 export(ao_variable)
+export(arima_difference)
 export(arima_model)
 export(arima_properties)
 export(arima_sum)

R/arima.R

@@ -185,6 +185,30 @@ arima_lsum<-function(components){
   return (.jd2r_arima(jsum))
 }
 
+#' Remove an arima model from an existing one
+#'
+#' @param left Left operand
+#' @param right Right operand
+#' @param simplify Simplify the results
+#'
+#' @return a `"JD3_ARIMA"` model.
+#' @export
+#'
+#' @details
+#'
+#' @examples
+#' mod1 = arima_model(delta = c(1,-2,1))
+#' mod2 = arima_model(variance=.01)
+#' diff<- arima_difference(mod1, mod2)
+#'
+arima_difference<-function(left, right, simplify=TRUE){
+  jleft<-.r2jd_arima(left)
+  jright<-.r2jd_arima(right)
+  jdiff<-.jcall(jleft, "Ljdplus/toolkit/base/core/arima/ArimaModel;", "minus", jright, as.logical(simplify))
+  return (.jd2r_arima(jdiff))
+}
+
+
 #' ARIMA Properties
 #'
 #' @param model a `"JD3_ARIMA"` model (created with [arima_model()]).
@@ -291,7 +315,7 @@ ucarima_canonical<-function(ucm, cmp=0, adjust=TRUE){
 #' @examples
 ucarima_estimate<-function(x, ucm, stdev=TRUE){
   jucm<-.r2jd_ucarima(ucm)
-  jcmps<-.jcall("jdplus/toolkit/base/r/arima/UcarimaModels", "Ljdplus/toolkit/base/core/math/matrices/Matrix;", "estimate",
+  jcmps<-.jcall("jdplus/toolkit/base/r/arima/UcarimaModels", "Ljdplus/toolkit/base/api/math/matrices/Matrix;", "estimate",
                 as.numeric(x), jucm, as.logical(stdev))
   return (.jd2r_matrix(jcmps))
 }

R/tests_seasonality.R

@@ -109,15 +109,17 @@ seasonality_f<-function(data,
 #' "X12" Test On Seasonality
 #'
 #' @inheritParams seasonality_qs
-#' @param firstperiod First period of the series (1-based)
+#' @param firstperiod Position in a cycle of the first obs.
+#' For example, for a monthly, `firstperiod = 1` means January.
+#' If `data` is not a `"ts"` object, `firstperiod = 1` by default.
 #' @param mul boolean indicating if the seasonal decomposition is multiplicative (`mul = TRUE`) or additive (`mul = FALSE`).
 #' @details Combined test on the presence of identifiable seasonality (see Ladiray and Quenneville, 1999).
 #' @export
 #'
 #' @examples
 #' seasonality_combined(ABS$X0.2.09.10.M, 12)
 #' seasonality_combined(random_t(2, 1000), 7)
-seasonality_combined<-function(data, period, firstperiod=1, mul=TRUE){
+seasonality_combined<-function(data, period, firstperiod=cycle(data)[1], mul=TRUE){
   if (is.ts(data) & missing(period))
     period <- frequency(data)
   jctest<-.jcall("jdplus/sa/base/r/SeasonalityTests", "Ljdplus/sa/base/core/tests/CombinedSeasonality;", "combinedTest",
@@ -134,10 +136,10 @@ seasonality_combined<-function(data, period, firstperiod=1, mul=TRUE){
 #' Seasonal Canova-Hansen test
 #'
 #' @inheritParams seasonality_qs
-#' @param p0 Initial periodicity (included)
-#' @param p1 Final periodicity (included)
-#' @param np Number of periodicities equally spaced in $\[p0,p1\]$
-#' @param original True for original algorithm, False for solution proposed by T. Proietti (based on Ox code)
+#' @param p0 Initial periodicity (included).
+#' @param p1 Final periodicity (included).
+#' @param np Number of periodicities equally spaced in \eqn{[p_0,p_1]}.
+#' @param original `TRUE` for original algorithm, `FALSE` for solution proposed by T. Proietti (based on Ox code).
 #'
 #' @export
 #'

README.md

@@ -1,10 +1,18 @@
 # rjd3toolkit
-Basic package around jdemetra+ 3.x
+Basic package around JDemetra+ 3.x
 
 ## Installation
 
+To get the current stable version (from the latest release):
+
+``` r
+# install.packages("remotes")
+remotes::install_github("rjdemetra/rjd3toolkit@*release")
+```
+
+To get the current development version from GitHub:
+
 ``` r
-# Install development version from GitHub
 # install.packages("remotes")
 remotes::install_github("rjdemetra/rjd3toolkit")
 ```

_pkgdown.yml

@@ -0,0 +1,4 @@
+url: https://rjdemetra.github.io/rjd3toolkit/
+template:
+  bootstrap: 5
+