New jars + likelihood (df)

.Rbuildignore

@@ -1,27 +1,20 @@
 ^.*\.Rproj$
 ^\.Rproj\.user$
-
-^\.git$
-^\.github$
-
-^README\.Rmd$
-^README-.*\.png$
-
-^Meta$
+^appveyor\.yml$
 ^docs$
-^doc$
-^pkgdown$
 ^_pkgdown\.yml$
-
-^\.lintr$
-
-^appveyor\.yml$
+^.*\.Rproj$
+^\.Rproj\.user$
+^README\.Rmd$
+^README-.*\.png$
 .travis.yml
-
+^pkgdown$
+^doc$
 cran-comments.md
-
-^\.DS_Store$
-
+TODO.R
+TO_DO
 ^revdep$
+^\.github$
+.DS_Store
 ^reconf\.sh$
 ^pom\.xml$

.github/workflows/test-coverage.yaml

@@ -1,7 +1,10 @@
 # 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:
- workflow_dispatch
+ push:
+ branches: [main, develop]
+ pull_request:
+ branches: [main, develop]
 
 name: test-coverage
 

DESCRIPTION

@@ -1,42 +1,34 @@
 Package: rjd3toolkit
 Type: Package
-Title: Utility Functions around 'JDemetra+ 3.0'
+Title: Toolkit Functions Around 'JDemetra+ 3.0'
 Version: 3.2.3
 Authors@R: c(
- person(given = "Jean", 
- family = "Palate", role = c("aut"),
- email = "palatejean@gmail.com"),
- person(given = "Alain", 
- family = "Quartier-la-Tente", role = c("aut"),
- email = "alain.quartier@yahoo.fr",
- comment = c(ORCID = "0000-0001-7890-3857")),
- person(given = "Tanguy", 
- family = "Barthelemy", role = c("aut","cre"),
- email ="tanguy.barthelemy@insee.fr"),
- person(given = "Anna", 
- family = "Smyk", role = c("aut"),
- email ="anna.smyk@insee.fr"))
-Description: R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.
- It provides functions allowing to model time series (create outlier regressors, user-defined calendar regressors,
- UCARIMA models...), to test the presence of trading days or seasonal effects and also
- to set specifications in pre-adjustment and benchmarking when using rjd3x13 or rjd3tramoseats.
+ person("Jean", "Palate", role = c("aut", "cre"),
+ email = "jean.palate@nbb.be"),
+ person("Alain", "Quartier-la-Tente", role = c("aut"),
+ email = "alain.quartier@yahoo.fr",
+ comment = c(ORCID = "0000-0001-7890-3857")))
+Description: Interface around 'JDemetra+ 3.x' (<https://github.com/jdemetra/jdemetra-core>) seasonal adjustment software, STACE project.
+ It offers access to several functions to model time series (create outlier regressors, user-defined calendar regressors,
+ UCARIMA models...), to test the presence of trading days or seasonal effects and other tools around seasonal adjustment and 
+ to set specifications around pre-adjustment (RegARIMA/X-13 and TRAMO/TRAMO-SEATS).
 Depends:
-  R (>= 4.1.0)
+ R (>= 3.6.0)
 Imports:
- RProtoBuf (>= 0.4.20),
-  rJava (>= 1.0-6),
-  checkmate,
-  methods
+ RProtoBuf (>= 0.4.20),
+ rJava (>= 1.0-6),
+ checkmate,
+ methods
 SystemRequirements: Java (>= 17)
 License: EUPL
-URL: https://github.com/rjdverse/rjd3toolkit, https://rjdverse.github.io/rjd3toolkit/
+URL: https://github.com/rjdemetra/rjd3toolkit, https://rjdemetra.github.io/rjd3toolkit/
 LazyData: TRUE
 Suggests:
  knitr,
  rmarkdown
 RoxygenNote: 7.3.1
 Roxygen: list(markdown = TRUE)
-BugReports: https://github.com/rjdverse/rjd3toolkit/issues
+BugReports: https://github.com/rjdemetra/rjd3toolkit/issues
 Encoding: UTF-8
 Collate: 
  'utils.R'

NEWS.md

@@ -7,11 +7,8 @@ to [Semantic Versioning](https://semver.org/spec/v3.2.3.html).
 
 ## [Unreleased]
 
-### Fixed
+[Unreleased]: https://github.com/rjdemetra/rjd3toolkit/compare/v3.2.3...HEAD
 
-- Correct SA decomposition with backcasts and forecasts (Java to R transfer) [#2](https://github.com/rjdverse/rjd3tramoseats/issues/2)
+## [3.2.3] - 2023-12-12
 
-## [3.2.2] - 2024-03-15 
-
-[Unreleased]: https://github.com/rjdverse/rjd3toolkit/compare/v3.2.2...HEAD
-[3.2.2]: https://github.com/rjdverse/rjd3toolkit/releases/tag/v3.2.2
+[3.2.3]: https://github.com/rjdemetra/rjd3toolkit/releases/tag/v3.2.3

R/calendars.R

@@ -48,7 +48,7 @@ SINGLEDAY<-'JD3_SINGLEDAY'
 }
 
 .length_ts <- function(s){
- if (is.mts(s)){
+ if(is.mts(s)){
  nrow(s)
  }else{
  length(s)
@@ -294,7 +294,7 @@ special_day<-function(event, offset=0, weight=1, validity=NULL){
 }
 
 .group_names <- function(x, contrasts = TRUE){
- if (!is.matrix(x))
+ if(!is.matrix(x))
  return(x)
  col_names <- seq_len(ncol(x)) - !contrasts #if !contrast then it starts from 0
  colnames(x) <- sprintf("group_%i", col_names)
@@ -734,7 +734,7 @@ national_calendar <- function(days, mean_correction=TRUE){
 #' More information on calendar correction in JDemetra+ online documentation:
 #' \url{https://jdemetra-new-documentation.netlify.app/}
 calendar_td<-function(calendar,frequency, start, length, s, groups=c(1,2,3,4,5,6,0), holiday=7, contrasts=TRUE){
- if (! is(calendar, 'JD3_CALENDAR')) stop('Invalid calendar')
+ if(! is(calendar, 'JD3_CALENDAR')) stop('Invalid calendar')
  if (!missing(s) && is.ts(s)) {
  frequency <- stats::frequency(s)
  start <- stats::start(s)

R/display.R

@@ -62,9 +62,9 @@ print.JD3_SARIMA_ESTIMATION<-function(x, digits = max(3L, getOption("digits") -
  cat("\n")
 
  cat("\nCoefficients\n")
- if (is.null(tables$coef_table)){
+ if(is.null(tables$coef_table)){
  cat("No SARIMA variables\n")
- } else if (ncol(tables$coef_table) == 2){
+ } else if(ncol(tables$coef_table) == 2){
  print(tables$coef_table)
  } else{
  printCoefmat(tables$coef_table[-2], digits = digits,
@@ -95,9 +95,9 @@ print.summary.JD3_SARIMA_ESTIMATION<-function(x, digits = max(3L, getOption("dig
 
  cat("\n")
  cat("\nCoefficients\n")
- if (is.null(x$coef_table)){
+ if(is.null(x$coef_table)){
  cat("No SARIMA variables\n")
- } else if (ncol(x$coef_table) == 2){
+ } else if(ncol(x$coef_table) == 2){
  print(x$coef_table)
  } else{
  printCoefmat(x$coef_table[-2], digits = digits, signif.stars = signif.stars,
@@ -126,7 +126,7 @@ print.summary.JD3_SARIMA_ESTIMATION<-function(x, digits = max(3L, getOption("dig
  for(i in colnames(fr)){
  fr[,i] <- unlist(fr[,i])
  }
- if (!is.null(cov) && !is.null(ndf)){
+ if(!is.null(cov) && !is.null(ndf)){
  fr$pvalue <- fr$t <- fr$stde <- NA
  stde<-sqrt(diag(cov))
  sel<-fr$type=='ESTIMATED'
@@ -150,7 +150,7 @@ print.summary.JD3_SARIMA_ESTIMATION<-function(x, digits = max(3L, getOption("dig
  .sarima_coef_table(x$description$arima, cov = cov, ndf = ndf, ...)
 }
 .sarima_coef_table.JD3_SARIMA_ESTIMATE <- function(x,...){
- ndf<-x$likelihood$neffectiveobs-x$likelihood$nparams+1
+ ndf<-x$likelihood$neffectiveobs-x$likelihood$nparams
  sarima_orders <- list(p = x$orders$order[1],
  d = x$orders$order[2],
  q = x$orders$order[3],
@@ -247,10 +247,10 @@ print.summary.JD3_LIKELIHOOD<-function(x, ...){
 #' @rdname jd3_print
 #' @export
 print.JD3_REGARIMA_RSLTS<-function(x, digits = max(3L, getOption("digits") - 3L), ...){
- cat("Log-transformation:",if (x$description$log) {"yes"} else {"no"},
+ cat("Log-transformation:",if(x$description$log) {"yes"} else {"no"},
  "\n", sep=" ")
 
- ndf<-x$estimation$likelihood$neffectiveobs-x$estimation$likelihood$nparams+1
+ ndf<-x$estimation$likelihood$neffectiveobs-x$estimation$likelihood$nparams
  print(x$description$arima, cov = x$estimation$parameters$cov,
  ndf = ndf,
  digits = digits,
@@ -281,9 +281,9 @@ print.JD3_SARIMA_ESTIMATE<-function(x, digits = max(3L, getOption("digits") - 3L
  cat("\n")
 
  cat("\nCoefficients\n")
- if (is.null(tables$coef_table)){
+ if(is.null(tables$coef_table)){
  cat("No SARIMA variables\n")
- } else if (ncol(tables$coef_table) == 2){
+ } else if(ncol(tables$coef_table) == 2){
  print(tables$coef_table)
  } else{
  printCoefmat(tables$coef_table[-2], digits = digits,
@@ -312,7 +312,7 @@ print.JD3_SARIMA_ESTIMATE<-function(x, digits = max(3L, getOption("digits") - 3L
  stde<-sqrt(diag(q$estimation$bvar))
  sel<-xregs$type=='ESTIMATED'
  t<-xregs$value[sel]/stde
- ndf<-q$estimation$likelihood$neffectiveobs-q$estimation$likelihood$nparams+1
+ ndf<-q$estimation$likelihood$neffectiveobs-q$estimation$likelihood$nparams
  pval<-2*pt(abs(t), ndf, lower.tail = FALSE)
  xregs$stde[sel]<-stde
  xregs$t[sel]<-t
@@ -325,7 +325,7 @@ print.JD3_SARIMA_ESTIMATE<-function(x, digits = max(3L, getOption("digits") - 3L
  }
 }
 .regarima_coef_table.JD3_SARIMA_ESTIMATE <- function(x,...){
- ndf<-x$likelihood$neffectiveobs-x$likelihood$nparams+1
+ ndf<-x$likelihood$neffectiveobs-x$likelihood$nparams
 
  estimate <- x$b
  if (length(estimate) > 0){
@@ -343,7 +343,7 @@ print.JD3_SARIMA_ESTIMATE<-function(x, digits = max(3L, getOption("digits") - 3L
 #' @export
 summary.JD3_REGARIMA_RSLTS<-function(object, ...){
  log = object$description$log
- ndf<-object$estimation$likelihood$neffectiveobs-object$estimation$likelihood$nparams+1
+ ndf<-object$estimation$likelihood$neffectiveobs-object$estimation$likelihood$nparams
  sarima_sum <- summary(object$description$arima, cov = object$estimation$parameters$cov,
  ndf = ndf, ...)
  xregs = .regarima_coef_table(object, ...)
@@ -370,7 +370,7 @@ summary.JD3_SARIMA_ESTIMATE <-function(object, ...){
 #' @export
 print.summary.JD3_REGARIMA_RSLTS <- function(x, digits = max(3L, getOption("digits") - 3L), signif.stars = getOption("show.signif.stars"), ...){
  if (!is.null(x$log))
- cat("Log-transformation:",if (x$log) {"yes"} else {"no"},"\n",sep=" ")
+ cat("Log-transformation:",if(x$log) {"yes"} else {"no"},"\n",sep=" ")
 
  print(x$sarima, digits = digits, signif.stars = signif.stars, ...)
  cat("\n")

R/procresults.R

@@ -53,7 +53,7 @@ result<-function(object, id){
 #' @rdname dictionary
 #' @export
 user_defined <- function(object, userdefined = NULL){
- if (is.null(userdefined)){
+ if(is.null(userdefined)){
  result <- list()
  } else{
  result <- lapply(userdefined,

R/protobuf.R

@@ -419,7 +419,7 @@ NULL
 }
 
 .regeffect<-function(map){
- if (length(map) == 0)
+ if(length(map) == 0)
  return("Undefined")
  r<-which(sapply(map, function(z){z$key == "regeffect"}))
  if (length(r) == 0) return("Undefined")

R/regarima_generic.R

@@ -28,13 +28,10 @@ logLik.JD3_REGARIMA_RSLTS <- function(object, ...) {
  is.null(object$likelihood$ll)) {
  res <- NA
  } else{
- res <- structure(
- object$likelihood$ll,
- # df already contains variance of innovations
- # so we didn't add +1 as in stats:::logLik.Arima()
- df = object$likelihood$nparams,
- nall = object$likelihood$nobs,
- nobs = object$likelihood$neffectiveobs)
+ res <- structure(object$likelihood$ll,
+ df = object$likelihood$nparams,
+ nall = object$likelihood$nobs,
+ nobs = object$likelihood$neffectiveobs)
  }
  class(res) <- "logLik"
  res
@@ -59,8 +56,8 @@ df.residual.JD3_REGARIMA_RSLTS <- function(object, ...){
  return(NULL)
  if (!is.null(object$estimation)) # for sarima_estimate outputs
  object <- object$estimation
- # Remove variance of innovations from parameters
- object$likelihood$neffectiveobs - (object$likelihood$nparams - 1)
+
+ object$likelihood$neffectiveobs - object$likelihood$nparams
 }
 #' @export
 nobs.JD3_REGARIMA_RSLTS <- function(object, ...){

R/spec_benchmarking.R

@@ -15,12 +15,12 @@
 #' @param forecast Boolean indicating if the forecasts of the seasonally adjusted series and of the target variable (\code{target}) are used in the benchmarking computation so that the benchmarking constrain is also applied to the forecasting period.
 #' @param bias TODO
 #' @details
-#' \code{x} specification param must be a JD3_X13_SPEC" class object generated with \code{rjd3x13::x13_spec()}
+#' \code{x} specification param must be a JD3_X13_SPEC" class object generated with \code{rjd3x13::spec_x13()}
 #' (or "JD3_REGARIMA_SPEC" generated with \code{rjd3x13::spec_regarima()} or "JD3_TRAMOSEATS_SPEC"
 #' generated with \code{rjd3tramoseats::spec_tramoseats()} or "JD3_TRAMO_SPEC" generated with
 #' \code{rjd3tramoseats::spec_tramo()}).
 #' @examples
-#' # init_spec <- rjd3x13::x13_spec("RSA5c")
+#' # init_spec <- rjd3x13::spec_x13("RSA5c")
 #' # new_spec<- set_benchmarking(init_spec,
 #' # enabled = TRUE,
 #' # target = "Normal",