Merging all Python developments so far to the main branch

.Rbuildignore

@@ -9,3 +9,5 @@ man-roxygen
 ^revdep$
 cran-comments.md
 ^CRAN-SUBMISSION$
+python
+src/python_examples

.github/workflows/python_ci.yml

@@ -0,0 +1,16 @@
+name: Python CI
+
+on:
+    push:
+        branches: [Python]
+    pull_request:
+        branches: [Python]
+
+jobs:
+    linting:
+        runs-on: ubuntu-latest
+        steps:
+            - uses: actions/checkout@v4
+            - uses: chartboost/ruff-action@v1
+              with:
+                src: "./python"

.github/workflows/ubuntu-gcc-ubsan.yaml

@@ -1,10 +1,9 @@
-# Script generated by ChatGPT
-
 name: R Package UBSan Check
 
 on:
   pull_request:
-  workflow_dispatch:
+    branches:
+      - main
 
 jobs:
   ubsan-check:
@@ -27,18 +26,25 @@ jobs:
 
     - name: Install R package dependencies
       run: |
-        Rscript -e 'install.packages(c("remotes", "devtools", "r-lib/pkgbuild", "r-lib/pkgdown"))'
+        Rscript -e 'install.packages(c("remotes", "devtools", "pkgbuild", "pkgdown", "rcmdcheck"))'
         Rscript -e 'remotes::install_deps(dependencies = TRUE)'
 
-    - name: Install R-devel
+    - name: Install R-devel with UBSan
       run: |
         wget https://stat.ethz.ch/R/daily/R-devel.tar.gz
         tar -xzf R-devel.tar.gz
         cd R-devel
         ./configure --enable-strict-barrier --with-ubsan --with-gcc --with-x=no
-        make
+        make -j$(nproc)
         echo "R-devel installed."
 
+    - name: Verify R-devel installation
+      run: |
+        cd R-devel
+        ./bin/R --version
+        ./bin/Rscript -e 'sessionInfo()'
+
     - name: Run UBSan checks
       run: |
-        R CMD check --as-cran --use-valgrind --no-manual .
+        export PATH=$(pwd)/R-devel/bin:$PATH
+        R CMD check --as-cran --use-valgrind --no-manual --no-build-vignettes .

.gitignore

@@ -25,3 +25,146 @@ vignettes/rsconnect
 vignettes/Figs
 # Rprofile
 .Rprofile
+
+########################
+### python gitignore ###
+########################
+
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+pip-wheel-metadata/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+.python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+#IDEs 
+.vscode
+
+# memory system file
+.DS_Store
+
+#vim swap files
+*.swp

.gitmodules

@@ -0,0 +1,3 @@
+[submodule "src/libs/carma"]
+	path = src/libs/carma
+	url = https://github.com/RUrlus/carma.git

CRAN-SUBMISSION

@@ -1,3 +1,3 @@
-Version: 4.1.0
-Date: 2024-10-01 13:06:02 UTC
-SHA: feb08010ab5a8340b3811ff3f1145ba32997cb43
+Version: 4.1.1
+Date: 2025-02-03 12:37:40 UTC
+SHA: 6b0700643ac3905c45e0ce2c29c80865b61098c8

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: smooth
 Type: Package
 Title: Forecasting Using State Space Models
-Version: 4.1.1.41005
-Date: 2025-01-05
+Version: 4.1.1
+Date: 2025-02-03
 Authors@R: person("Ivan", "Svetunkov", email = "ivan@svetunkov.com", role = c("aut", "cre"),
                   comment="Senior Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK")
 URL: https://github.com/config-i1/smooth

NEWS

@@ -1,4 +1,4 @@
-smooth v4.1.1 (Release data: 2025-01-05)
+smooth v4.1.1 (Release data: 2025-02-03)
 =======
 
 Changes:
@@ -10,6 +10,7 @@ Bugfixes:
 * Corrected the author details in the documentation.
 * reapply() would not work with bootstrap in case of negative data. Now it does.
 * Added a check in adam() to make sure that model is not estimated when all parameters are provided in case of ARIMA.
+* Tried to fix the issue with UBSAN, but not sure whether it worked, because it is not possible to reproduce it on my PC or github Actions... Just praying that it works.
 
 
 smooth v4.1.0 (Release data: 2024-10-01)

R/adamGeneral.R

@@ -3049,10 +3049,11 @@ parametersChecker <- function(data, model, lags, formulaToUse, orders, constant=
     # See if the estimation of the model is not needed (do we estimate anything?)
     if(!any(c(etsModel & c(persistenceLevelEstimate, persistenceTrendEstimate,
                            persistenceSeasonalEstimate, phiEstimate,
-                           (initialType!="complete") & c(initialLevelEstimate,
-                                                         initialTrendEstimate,
-                                                         initialSeasonalEstimate)),
-              arimaModel & c(arEstimate, maEstimate, (initialType!="complete") & initialEstimate & initialArimaEstimate),
+                           all(initialType!=c("complete","backcasting")) & c(initialLevelEstimate,
+                                                                             initialTrendEstimate,
+                                                                             initialSeasonalEstimate)),
+              arimaModel & c(arEstimate, maEstimate,
+                             all(initialType!=c("complete","backcasting")) & initialEstimate & initialArimaEstimate),
               xregModel & c(persistenceXregEstimate, (initialType!="complete") & initialXregEstimate),
               constantEstimate,
               otherParameterEstimate))){

README.md

@@ -3,6 +3,8 @@
 [![Downloads](https://cranlogs.r-pkg.org/badges/smooth)](https://cran.r-project.org/package=smooth)
 [![R-CMD-check](https://github.com/config-i1/smooth/actions/workflows/test.yml/badge.svg)](https://github.com/config-i1/smooth/actions/workflows/test.yml)
 
+# ATTENTION: THIS IS AN EXPERIMENTAL BRANCH AIMING TO ADD A PYTHON API FOR SMOOTH!
+
 The package _smooth_ contains several smoothing (exponential and not) functions that are used in forecasting.
 
 ![hex-sticker of the smooth package for R](https://github.com/config-i1/smooth/blob/master/man/figures/smooth-web.png?raw=true)

cran-comments.md

@@ -1,12 +1,20 @@
 ---
 title: "Cran Comments"
 author: "Ivan Svetunkov"
-date: "01 October 2024"
+date: "03 February 2025"
 output: html_document
 ---
 
+## Update
+I think this should fix the issue with the clang-UBSAN, gcc-UBSAN.
+
+Also, the suggested package `legion` has been submitted to CRAN as well, and will become available soon.
+
+
 ## Version
-This is ``smooth`` package, v4.1.0.
+This is ``smooth`` package, v4.1.1.
+
+This is a try to fix the UBSAN issue on CRAN.
 
 ## Test environments
 * local Ubuntu 24.04.1, R 4.4.1

python/CMakeLists.txt

@@ -0,0 +1,56 @@
+cmake_minimum_required(VERSION 3.16)
+
+set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_CXX_STANDARD_REQUIRED True)
+set(CMAKE_CXX_EXTENSIONS OFF)
+
+project(smooth VERSION 0.0.1)
+
+if(SKBUILD)
+  message(STATUS "The project is built using scikit-build")
+  endif()
+
+# Pybind11
+find_package(pybind11 REQUIRED)
+
+# CARMA
+ADD_SUBDIRECTORY(../src/libs/carma carma)
+
+# BLAS and LAPACK. Needed by Armadillo
+find_package(BLAS)
+find_package(LAPACK)
+if(LAPACK_FOUND AND BLAS_FOUND)
+   set(lapackblas_libraries ${BLAS_LIBRARIES} ${LAPACK_LIBRARIES})
+else()
+   # IS: This is where they are on my system. This might change from one OS to another
+   set(lapackblas_libraries "/usr/lib/x86_64-linux-gnu/")
+endif()
+
+# Armadillo
+find_package(armadillo)
+IF(NOT ARMADILLO_FOUND)
+    set(ARMADILLO_INCLUDE_DIRS "/usr/lib/")
+ENDIF()
+include_directories(${ARMADILLO_INCLUDE_DIRS})
+
+# Adam General
+pybind11_add_module(_adam_general ../src/python_examples/adamGeneral.cpp)
+target_include_directories(_adam_general PRIVATE ../src/python_examples/.)
+target_link_libraries(_adam_general PRIVATE carma::carma ${ARMADILLO_LIBRARIES} ${lapackblas_libraries})
+install(TARGETS _adam_general DESTINATION smooth/adam_general)
+
+
+# Old experimental stuff by Leo
+# code to add the pybind11 cpp module, look at demo project 
+# (https://github.com/ltsaprounis/python-cpp-experiments/tree/main) for details.
+#pybind11_add_module(_my_linalg ../src/python_examples/my_linalg.cpp)
+
+# add CARMA as a subdirectory
+#add_subdirectory(../src/libs/carma build)
+#target_link_libraries(_my_linalg
+#    PRIVATE carma::carma
+#    ${ARMADILLO_LIBRARIES}
+#)
+
+# install(TARGETS _my_linalg DESTINATION smooth/my_linalg)
+

python/Makefile

@@ -0,0 +1,33 @@
+.PHONY: all lint test install environment
+
+SRC_DIR = smooth
+
+lint: 
+	flake8 $(SRC_DIR)
+	pydocstyle $(SRC_DIR)
+
+test:
+	pytest $(SRC_DIR)
+
+install:
+	pip install -e ".[dev]"
+
+environment:
+	(\
+		echo "> Creating venv"; \
+		python -m venv .venv; \
+		source .venv/bin/activate; \
+		echo "> Installing local package in editable mode"; \
+		pip install -e ".[dev]"; \
+		echo "> Making venv available in jupyter notebooks"; \
+		python -m ipykernel install --name=$(SRC_DIR); \
+		jupyter kernelspec list; \
+		echo "> Installing pre-commit"; \
+		pre-commit install; \
+	)
+
+clean:
+	echo "> Removing virtual environment"
+	rm -r .venv
+	echo "> Uninstalling from jupyter"
+	jupyter kernelspec uninstall $(SRC_DIR)