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Merge pull request #153 from rjdverse/develop
v0.2.7
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,7 +1,7 @@ | ||
| Package: RJDemetra | ||
| Type: Package | ||
| Title: Interface to 'JDemetra+' Seasonal Adjustment Software | ||
| Version: 0.2.6 | ||
| Version: 0.2.7 | ||
| Authors@R: c( | ||
| person("Alain", "Quartier-la-Tente", role = c("aut", "cre"), | ||
| email = "[email protected]", | ||
|
|
@@ -31,7 +31,7 @@ LazyData: TRUE | |
| Suggests: | ||
| knitr, | ||
| rmarkdown | ||
| URL: https://jdemetra.github.io/rjdemetra/, https://github.com/jdemetra/rjdemetra | ||
| BugReports: https://github.com/jdemetra/rjdemetra/issues | ||
| URL: https://rjdverse.github.io/rjdemetra/, https://github.com/rjdverse/rjdemetra | ||
| BugReports: https://github.com/rjdverse/rjdemetra/issues | ||
| Encoding: UTF-8 | ||
| RoxygenNote: 7.3.1 | ||
| RoxygenNote: 7.3.2 | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,204 @@ | ||
| benchmarking_spec_def <- function(spec, | ||
| benchmarking.enabled = NA, | ||
| benchmarking.target = c(NA, "Original", "CalendarAdjusted"), | ||
| benchmarking.useforecast = NA, | ||
| benchmarking.rho = NA_real_, | ||
| benchmarking.lambda = NA_real_) | ||
|
|
||
| { | ||
| default_spec <- data.frame(benchmarking.enabled = FALSE, benchmarking.target = "CalendarAdjusted", | ||
| benchmarking.useforecast = FALSE, benchmarking.rho = 1, benchmarking.lambda = 1) | ||
| if(identical(spec, "X11")) { | ||
| benchmarking.mod <- rbind( | ||
| default_spec, | ||
| default_spec, | ||
| NA) | ||
| return(spec_benchmarking(benchmarking.mod)) | ||
| } | ||
|
|
||
| benchmarking.target <- match.arg(benchmarking.target) | ||
|
|
||
|
|
||
| list.logical <- list("benchmarking.enabled", "benchmarking.useforecast") | ||
| list.numeric <- list("benchmarking.rho", "benchmarking.lambda") | ||
|
|
||
| var.list <- list() | ||
| for (i in 1:length(list.logical)) { | ||
| eval(parse(text = paste("if( !is.logical(",list.logical[i],")) {", | ||
| list.logical[i], | ||
| " = NA; var.list=append(var.list,'", | ||
| list.logical[i], | ||
| "')}", | ||
| sep = ""))) | ||
| } | ||
| if (length(var.list) > 0) { | ||
| warning(paste("Variable(s)", | ||
| deparse(as.character(var.list)), | ||
| " should be logical. They are ignored."), | ||
| call. = FALSE) | ||
| } | ||
|
|
||
| var.list <- list() | ||
| for (i in 1:length(list.numeric)) { | ||
| eval(parse(text = paste("if( !is.numeric(", | ||
| list.numeric[i], | ||
| ")) {", | ||
| list.numeric[i], | ||
| " = NA; var.list=append(var.list,'", | ||
| list.numeric[i], | ||
| "')}", | ||
| sep = ""))) | ||
| } | ||
| if (length(var.list) > 0) { | ||
| warning(paste("Variable(s)", | ||
| deparse(as.character(var.list)), | ||
| " should be numeric. They are ignored."), | ||
| call. = FALSE) | ||
| } | ||
|
|
||
| benchmarking <- data.frame( | ||
| benchmarking.enabled = benchmarking.enabled, benchmarking.target = benchmarking.target, | ||
| benchmarking.useforecast = benchmarking.useforecast, benchmarking.rho = benchmarking.rho, | ||
| benchmarking.lambda = benchmarking.lambda) | ||
| benchmarking.mod <- rbind( | ||
| default_spec, | ||
| benchmarking, | ||
| NA) | ||
| return(spec_benchmarking(benchmarking.mod)) | ||
| } | ||
|
|
||
| spec_benchmarking <- function(benchmarking){ | ||
|
|
||
| for (i in c("benchmarking.enabled", "benchmarking.target", "benchmarking.useforecast", | ||
| "benchmarking.rho", "benchmarking.lambda")){ | ||
| benchmarking[3,i] <- if (!is.na(benchmarking[2,i])) {benchmarking[2,i]} else {benchmarking[1,i]} | ||
| } | ||
| if (!benchmarking[3,"benchmarking.enabled"]) { | ||
| benchmarking[3, "benchmarking.target"] <- "CalendarAdjusted" | ||
| benchmarking[3, "benchmarking.useforecast"] <- FALSE | ||
| benchmarking[3, "benchmarking.rho"] <- 1 | ||
| benchmarking[3, "benchmarking.lambda"] <- 1 | ||
| } | ||
|
|
||
| rownames(benchmarking) <- c("Predefined","User_modif","Final") | ||
| class(benchmarking) <- c("benchmarking_spec", "data.frame") | ||
| return(benchmarking) | ||
| } | ||
|
|
||
| benchmarking_spec<- function(spec, | ||
| benchmarking.enabled = NA, | ||
| benchmarking.target = c(NA, "Original", "CalendarAdjusted"), | ||
| benchmarking.useforecast = NA, | ||
| benchmarking.rho = NA_real_, | ||
| benchmarking.lambda = NA_real_) | ||
|
|
||
| { | ||
| benchmarking.target <- match.arg(benchmarking.target) | ||
|
|
||
| list.logical <- list("benchmarking.enabled", "benchmarking.useforecast") | ||
| list.numeric <- list("benchmarking.rho", "benchmarking.lambda") | ||
|
|
||
| var.list <- list() | ||
| for (i in 1:length(list.logical)) { | ||
| eval(parse(text = paste("if( !is.logical(",list.logical[i],")) {", | ||
| list.logical[i], | ||
| " = NA; var.list=append(var.list,'", | ||
| list.logical[i], | ||
| "')}", | ||
| sep = ""))) | ||
| } | ||
| if (length(var.list) > 0) { | ||
| warning(paste("Variable(s)", | ||
| deparse(as.character(var.list)), | ||
| " should be logical. They are ignored."), | ||
| call. = FALSE) | ||
| } | ||
|
|
||
| var.list <- list() | ||
| for (i in 1:length(list.numeric)) { | ||
| eval(parse(text = paste("if( !is.numeric(", | ||
| list.numeric[i], | ||
| ")) {", | ||
| list.numeric[i], | ||
| " = NA; var.list=append(var.list,'", | ||
| list.numeric[i], | ||
| "')}", | ||
| sep = ""))) | ||
| } | ||
| if (length(var.list) > 0) { | ||
| warning(paste("Variable(s)", | ||
| deparse(as.character(var.list)), | ||
| " should be numeric. They are ignored."), | ||
| call. = FALSE) | ||
| } | ||
|
|
||
| benchmarking <- data.frame( | ||
| benchmarking.enabled = benchmarking.enabled, benchmarking.target = benchmarking.target, | ||
| benchmarking.useforecast = benchmarking.useforecast, benchmarking.rho = benchmarking.rho, | ||
| benchmarking.lambda = benchmarking.lambda) | ||
| benchmarking.spec <- s_benchmarking(spec) | ||
| benchmarking.mod <- rbind(benchmarking.spec, benchmarking, NA) | ||
| return(spec_benchmarking(benchmarking.mod)) | ||
| } | ||
|
|
||
|
|
||
| spec_benchmarking_r2jd <- function(rspec = NA, jdspec = NA){ | ||
| benchmarking <- s_benchmarking(rspec) | ||
| jbench <- .jcall(jdspec,"Ljdr/spec/sa/SaBenchmarkingSpec;","getBenchmarking") | ||
|
|
||
| .jcall(jbench, "V", "setEnabled", benchmarking[["benchmarking.enabled"]]) | ||
| if (benchmarking[["benchmarking.enabled"]]) { | ||
| .jcall(jbench, "V", "setTarget", benchmarking[["benchmarking.target"]]) | ||
| .jcall(jbench, "V", "setUseForecast", benchmarking[["benchmarking.useforecast"]]) | ||
| .jcall(jbench, "V", "setRho", benchmarking[["benchmarking.rho"]]) | ||
| .jcall(jbench, "V", "setLambda", benchmarking[["benchmarking.lambda"]]) | ||
| } | ||
|
|
||
| return(jbench) | ||
| } | ||
|
|
||
| spec_benchmarking_jd2r <- function(jrobj){ | ||
| jbench <- .jcall(jrobj, "Ljdr/spec/sa/SaBenchmarkingSpec;", "getBenchmarking") | ||
| benchmarking.target <- .jcall(jbench, "Ljava/lang/String;", "getTarget") | ||
| benchmarking.enabled <- .jcall(jbench, "Z", "isEnabled") | ||
| benchmarking.useforecast <- .jcall(jbench, "Z", "isUseForecast") | ||
| benchmarking.rho <- .jcall(jbench, "D", "getRho") | ||
| benchmarking.lambda <- .jcall(jbench, "D", "getLambda") | ||
|
|
||
| data.frame( | ||
| benchmarking.enabled = benchmarking.enabled, benchmarking.target = benchmarking.target, | ||
| benchmarking.useforecast = benchmarking.useforecast, benchmarking.rho = benchmarking.rho, | ||
| benchmarking.lambda = benchmarking.lambda) | ||
| } | ||
|
|
||
| benchmarking <- function(jrobj,spec){ | ||
| specification <- spec[3,] | ||
| rownames(specification) <- "" | ||
| if(specification[["benchmarking.enabled"]]) { | ||
| original <- result(jrobj, "benchmarking.original") | ||
| result <- result(jrobj, "benchmarking.result") | ||
| Differences <- original - result | ||
| bench_res <- ts.union(original, result, Differences) | ||
| } else { | ||
| bench_res <- NULL | ||
| } | ||
| z <- list(specification = specification, benchmarking = bench_res) | ||
| class(z) <- c("benchmarking") | ||
| return(z) | ||
| } | ||
|
|
||
| benchmarking_def <- function(jrobj,jspec){ | ||
| specification <- spec_benchmarking_jd2r(jspec) | ||
| rownames(specification) <- "" | ||
| if(specification[["benchmarking.enabled"]]) { | ||
| original <- result(jrobj, "benchmarking.original") | ||
| result <- result(jrobj, "benchmarking.result") | ||
| Differences <- original - result | ||
| bench_res <- ts.union(original, result, Differences) | ||
| } else { | ||
| bench_res <- NULL | ||
| } | ||
| z <- list(specification = specification, benchmarking = bench_res) | ||
| class(z) <- c("benchmarking") | ||
| return(z) | ||
| } |
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