-
Notifications
You must be signed in to change notification settings - Fork 5
/
README.Rmd
175 lines (127 loc) · 6.91 KB
/
README.Rmd
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
---
output: github_document
---
<!-- README.md is generated from README.Rmd. Please edit that file -->
```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```
# `rjd3revisions` <a href="https://rjdverse.github.io/rjd3revisions/"><img src="man/figures/logo.png" align="right" height="150" style="float:right; height:150px;"/></a>
<!-- badges: start -->
[](https://CRAN.R-project.org/package=rjd3revisions)
[](https://github.com/rjdverse/rjd3revisions/actions/workflows/R-CMD-check.yaml)
[](https://github.com/rjdverse/rjd3revisions/actions/workflows/lint.yaml)
[](https://github.com/rjdverse/rjd3revisions/actions/workflows/pkgdown.yaml)
<!-- badges: end -->
Most economic indicators are published several times for a given reporting period, this entails revisions
as time horizon changes. rjd3revisions performs a battery of tests on these revisions and generates a report with the results. The various tests enable the users to detect potential bias and sources of inefficiency in preliminary estimates.
## Installation
Running rjd3 packages requires **Java 17 or higher**. How to set up such a configuration in R is explained [here](https://jdemetra-new-documentation.netlify.app/#Rconfig)
### Latest release
To get the current stable version (from the latest release):
- From GitHub:
```{r, echo = TRUE, eval = FALSE}
# install.packages("remotes")
remotes::install_github("rjdverse/rjd3toolkit@*release")
remotes::install_github("rjdverse/rjd3revisions@*release", build_vignettes = TRUE)
```
- From [r-universe](https://rjdverse.r-universe.dev/rjd3revisions):
```{r, echo = TRUE, eval = FALSE}
install.packages("rjd3revisions", repos = c("https://rjdverse.r-universe.dev", "https://cloud.r-project.org"))
```
### Development version
You can install the development version of **rjd3revisions** from [GitHub](https://github.com/) with:
```{r, echo = TRUE, eval = FALSE}
# install.packages("remotes")
remotes::install_github("rjdverse/rjd3revisions")
```
## Usage
First you need to get your input data set as a data.frame in R in a specific format as below. Note that missing values can either be mentioned as NA (as in the example below) or not be included in the input at the best convenience of the user.
### Format 1: long view
| rev_date | time_period | obs_values |
| ----------- | ----------- | ----------- |
| 2022-07-31 | 2022Q1 | 0.8 |
| 2022-07-31 | 2022Q2 | 0.2 |
| 2022-07-31 | 2022Q3 | NA |
| 2022-07-31 | 2022Q4 | NA |
| 2022-08-31 | 2022Q1 | 0.8 |
| ... | ... | ... |
### Format 2: vertical view
| Period | 2023/03/31 | 2023/04/30 | 2023/05/31 |
| -------- | ---------- | ---------- | ---------- |
| 2022M01 | 15.2 | 15.1 | 15.0 |
| 2022M02 | 15.0 | 14.9 | 14.9 |
| ... | ... | ... | ... |
| 2023M01 | 13.0 | 13.1 | 13.2 |
| 2023M02 | | 12.1 | 12.1 |
| 2023M03 | | | 12.3 |
### Format 3: horizontal view
| Period | 2022M01 | 2022M02 | ... | 2023M01 | 2023M02 | 2023M03 |
| ---------- | ------- | ------- | ------- | ------- | ------- | ------- |
| 2023/03/31 | 15.2 | 15.0 | ... | 13.0 | | |
| 2023/04/30 | 15.1 | 14.9 | ... | 13.1 | 12.1 | |
| 2023/05/31 | 15.0 | 14.9 | ... | 13.2 | 12.1 | 12.3 |
Depending on the location of your input data, you can use `create_vintages_from_xlsx()` or `create_vintages_from_csv()`, or the more generic function `create_vintages()` to create the vintages.
```{r, echo = TRUE, eval = TRUE}
# Examples
# Long format
long_view <- data.frame(
rev_date = rep(x = c("2022-07-31", "2022-08-31", "2022-09-30", "2022-10-31",
"2022-11-30", "2022-12-31", "2023-01-31", "2023-02-28"),
each = 4L),
time_period = rep(x = c("2022Q1", "2022Q2", "2022Q3", "2022Q4"), times = 8L),
obs_values = c(
.8, .2, NA, NA, .8, .1, NA, NA,
.7, .1, NA, NA, .7, .2, .5, NA,
.7, .2, .5, NA, .7, .3, .7, NA,
.7, .2, .7, .4, .7, .3, .7, .3
)
)
# Horizontal format
horizontal_view <- matrix(data = c(.8, .8, .7, .7, .7, .7, .7, .7, .2, .1,
.1, .2, .2, .3, .2, .3, NA, NA, NA, .5, .5, .7, .7,
.7, NA, NA, NA, NA, NA, NA, .4, .3),
ncol = 4)
colnames(horizontal_view) <- c("2022Q1", "2022Q2", "2022Q3", "2022Q4")
rownames(horizontal_view) <- c("2022-07-31", "2022-08-31", "2022-09-30", "2022-10-31",
"2022-11-30", "2022-12-31", "2023-01-31", "2023-02-28")
# Vertical format
vertical_view <- matrix(data = c(.8, .2, NA, NA, .8, .1, NA, NA, .7, .1, NA,
NA, .7, .2, .5, NA, .7, .2, .5, NA, .7, .3, .7, NA,
.7, .2, .7, .4, .7, .3, .7, .3),
nrow = 4)
rownames(vertical_view) <- c("2022Q1", "2022Q2", "2022Q3", "2022Q4")
colnames(vertical_view) <- c("2022-07-31", "2022-08-31", "2022-09-30", "2022-10-31",
"2022-11-30", "2022-12-31", "2023-01-31", "2023-02-28")
```
Then you can create your vintages, inspect revisions (optional) and make the analysis
```{r, echo = TRUE, eval = TRUE}
library("rjd3revisions")
vintages <- create_vintages(long_view, periodicity = 4)
# revisions <- get_revisions(vintages, gap = 2)
# plot(revisions)
rslt <- revision_analysis(vintages, gap = 1, view = "diagonal", n.releases = 3)
```
Finally to create a report and get a summary of the results, you can use
```{r, echo = TRUE, eval = FALSE}
render_report(
rslt,
output_file = "my_report",
output_dir = tempdir(),
output_format = "pdf_document"
)
summary(rslt)
print(rslt)
View(rslt)
```
## Additional information
This README.md file gives you a quick example of how to proceed. Consult the vignette (with `browseVignettes("rjd3revisions")`) and the documentation of each function (for example: `?create_vintages`, `?revision_analysis`) to see the current possibilities of the tool.
## Package Maintenance and contributing
Any contribution is welcome and should be done through pull requests and/or issues.
pull requests should include **updated tests** and **updated documentation**. If functionality is changed, docstrings should be added or updated.
## Licensing
The code of this project is licensed under the [European Union Public Licence (EUPL)](https://joinup.ec.europa.eu/collection/eupl/eupl-text-eupl-12).