Added tsconvolve, tscoskew and tscokurt methods

tsmodels · Aug 23, 2024 · 8de6ab6 · 8de6ab6
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diff --git a/.Rbuildignore b/.Rbuildignore
diff --git a/.github/.gitignore b/.github/.gitignore
diff --git a/.github/workflows/R-CMD-check.yaml b/.github/workflows/R-CMD-check.yaml
diff --git a/.gitignore b/.gitignore
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -2,7 +2,7 @@ Package: tsmethods
 Type: Package
 Title: Time Series Methods
 Version: 1.0.2
-Date: 2024-04-01
+Date: 2024-08-23
 Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "alexios@4dscape.com"))
 Maintainer: Alexios Galanos <alexios@4dscape.com>
 Description: Generic methods for use in a time series probabilistic framework, allowing for a common calling convention across packages. Additional methods for time series prediction ensembles and probabilistic plotting of predictions is included. A more detailed description is available at <https://www.nopredict.com/packages/tsmethods> which shows the currently implemented methods in the 'tsmodels' framework. 
@@ -11,7 +11,7 @@ Imports: methods, zoo, xts, data.table
 Encoding: UTF-8
 LazyData: true
 URL: https://www.nopredict.com/packages/tsmethods, https://github.com/tsmodels/tsmethods
-RoxygenNote: 7.3.1
+RoxygenNote: 7.3.2
 Suggests: 
     testthat (>= 3.0.0)
 Config/testthat/edition: 3
diff --git a/NAMESPACE b/NAMESPACE
@@ -16,8 +16,11 @@ export(tsaggregate)
 export(tsbacktest)
 export(tsbenchmark)
 export(tscalibrate)
+export(tscokurt)
 export(tsconvert)
+export(tsconvolve)
 export(tscor)
+export(tscoskew)
 export(tscov)
 export(tsdecompose)
 export(tsdiagnose)

diff --git a/NEWS.md b/NEWS.md
@@ -6,6 +6,8 @@ validated list of `tsmodel.distribution` objects for use in
 multivariate models.
 * Added method to convert tsmodel.distribution and tsmodel.distribution_list
 objects to a long form data table for easier export to databases.
+* Added methods for tsconvolve, tscoskew and tscokurt which are used
+in the upcoming tsmarch package independent factor conditional density model.
 
 # tsmethods 1.0.1
 

diff --git a/R/convert.R b/R/convert.R
diff --git a/R/distributions.R b/R/distributions.R
diff --git a/R/methods.R b/R/methods.R
@@ -394,3 +394,61 @@ halflife <- function(object, ...)
 {
     UseMethod("halflife")
 }
+
+#' Convolution of Distributions
+#'
+#' @description Generic method for convolution of conditional distribution.
+#' @param object an object.
+#' @param ... additional parameters passed to the method.
+#' @returns The convolved density.
+#' @details The method is meant to apply the Fast Fourier Transform
+#' to the characteristic function of a distribution. Applications of this can
+#' be found in the Independent Factor Conditional Density Models.
+#' @aliases tsconvolve
+#' @rdname tsconvolve
+#' @export
+#'
+#
+tsconvolve <- function(object, ...)
+{
+    UseMethod("tsconvolve")
+}
+
+#' Co-Skewness
+#'
+#' @description Generic method for the co-skewness of a model.
+#' @param object an object.
+#' @param ... additional parameters passed to the method.
+#' @returns The co-skewness tensor (folded or unfolded). 
+#' @details The method calculates the conditional co-skewness of a model.
+#' Applications of this can be found in the Independent Factor Conditional 
+#' Density Models.
+#' @aliases tscoskew
+#' @rdname tscoskew
+#' @export
+#'
+#
+tscoskew <- function(object, ...)
+{
+    UseMethod("tscoskew")
+}
+
+
+#' Co-Kurtosis
+#'
+#' @description Generic method for the co-kurtosis of a model.
+#' @param object an object.
+#' @param ... additional parameters passed to the method.
+#' @returns The co-kurtosis tensor (folded or unfolded). 
+#' @details The method calculates the conditional co-kurtosis of a model.
+#' Applications of this can be found in the Independent Factor Conditional 
+#' Density Models.
+#' @aliases tscokurt
+#' @rdname tscokurt
+#' @export
+#'
+#
+tscokurt <- function(object, ...)
+{
+    UseMethod("tscokurt")
+}
diff --git a/R/multivariate.R b/R/multivariate.R
diff --git a/R/tsmethods-package.R b/R/tsmethods-package.R
diff --git a/README.Rmd b/README.Rmd
diff --git a/README.md b/README.md
@@ -1,6 +1,6 @@
 
 [![R-CMD-check](https://github.com/tsmodels/tsmethods/workflows/R-CMD-check/badge.svg)](https://github.com/tsmodels/tsmethods/actions)
-[![Last-changedate](https://img.shields.io/badge/last%20change-2024--04--27-yellowgreen.svg)](/commits/master)
+[![Last-changedate](https://img.shields.io/badge/last%20change-2024--08--23-yellowgreen.svg)](/commits/master)
 [![packageversion](https://img.shields.io/badge/Package%20version-1.0.2-orange.svg?style=flat-square)](commits/master)
 [![CRAN_Status_Badge](https://www.r-pkg.org/badges/version/tsmethods)](https://cran.r-project.org/package=tsmethods)
 

diff --git a/man/distribution_list.Rd b/man/distribution_list.Rd
diff --git a/man/ensemble_modelspec.Rd b/man/ensemble_modelspec.Rd
diff --git a/man/estimate.Rd b/man/estimate.Rd
diff --git a/man/estimate_ad.Rd b/man/estimate_ad.Rd
diff --git a/man/halflife.Rd b/man/halflife.Rd
diff --git a/man/pit.Rd b/man/pit.Rd
diff --git a/man/plot.Rd b/man/plot.Rd
diff --git a/man/tsaggregate.Rd b/man/tsaggregate.Rd
diff --git a/man/tsbacktest.Rd b/man/tsbacktest.Rd
diff --git a/man/tsbenchmark.Rd b/man/tsbenchmark.Rd
diff --git a/man/tscalibrate.Rd b/man/tscalibrate.Rd
diff --git a/man/tscokurt.Rd b/man/tscokurt.Rd
diff --git a/man/tsconvert.Rd b/man/tsconvert.Rd
diff --git a/man/tsconvert.tsmodel.distribution.Rd b/man/tsconvert.tsmodel.distribution.Rd
diff --git a/man/tsconvolve.Rd b/man/tsconvolve.Rd
diff --git a/man/tscor.Rd b/man/tscor.Rd
diff --git a/man/tscoskew.Rd b/man/tscoskew.Rd
diff --git a/man/tscov.Rd b/man/tscov.Rd
diff --git a/man/tsdecompose.Rd b/man/tsdecompose.Rd
diff --git a/man/tsdiagnose.Rd b/man/tsdiagnose.Rd
diff --git a/man/tsensemble.Rd b/man/tsensemble.Rd
diff --git a/man/tsequation.Rd b/man/tsequation.Rd
diff --git a/man/tsfilter.Rd b/man/tsfilter.Rd
diff --git a/man/tsgrowth.Rd b/man/tsgrowth.Rd
diff --git a/man/tsmethods-package.Rd b/man/tsmethods-package.Rd
diff --git a/man/tsmetrics.Rd b/man/tsmetrics.Rd
diff --git a/man/tsmoments.Rd b/man/tsmoments.Rd
diff --git a/man/tsprofile.Rd b/man/tsprofile.Rd
diff --git a/man/tsreport.Rd b/man/tsreport.Rd
diff --git a/man/tsspec.Rd b/man/tsspec.Rd
diff --git a/man/unconditional.Rd b/man/unconditional.Rd
diff --git a/tests/testthat.R b/tests/testthat.R
diff --git a/tests/testthat/test-ensemble.R b/tests/testthat/test-ensemble.R