Skip to content

Commit

Permalink
Bumped package version for CRAN submission, updated readme, minor fix…
Browse files Browse the repository at this point in the history
…es to vignette ijf
  • Loading branch information
dazzimonti committed Dec 19, 2023
1 parent c55fd9c commit 71114d7
Show file tree
Hide file tree
Showing 5 changed files with 22 additions and 7 deletions.
4 changes: 2 additions & 2 deletions DESCRIPTION
Original file line number Diff line number Diff line change
@@ -1,8 +1,8 @@
Package: bayesRecon
Type: Package
Date: 2023-08-23
Date: 2023-12-19
Title: Probabilistic Reconciliation via Conditioning
Version: 0.1.2
Version: 0.2.0
Authors@R: c(person(given = "Dario",
family = "Azzimonti",
role = c("aut","cre"),
Expand Down
10 changes: 10 additions & 0 deletions NEWS.md
Original file line number Diff line number Diff line change
@@ -1,3 +1,13 @@
# bayesRecon 0.2.0

* Vignette "Properties of the reconciled distribution via conditioning"

* Added option in `reconc_BUIS` to pass some base forecast as parameters and some as samples

* Added option in `reconc_BUIS` to input a list of distributions instead of a string.

* Fixed bugs and closed github issues.

# bayesRecon 0.1.2

* Vignette "Probabilistic Reconciliation via Conditioning with bayesRecon".
Expand Down
2 changes: 2 additions & 0 deletions README.Rmd
Original file line number Diff line number Diff line change
Expand Up @@ -36,6 +36,8 @@ The main functions are:
* `reconc_MCMC`: a generic tool for the reconciliation of probabilistic count time series forecasts via Markov Chain Monte Carlo.

## News
:boom: [2023-12-19] Added the vignette "Properties of the reconciled distribution via conditioning".

:boom: [2023-08-23] Added the vignette "Probabilistic Reconciliation via Conditioning with bayesRecon". Added the `schaferStrimmer_cov` function.

:boom: [2023-05-26] bayesRecon v0.1.0 is released!
Expand Down
3 changes: 3 additions & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -33,6 +33,9 @@ The main functions are:

## News

:boom: \[2023-12-19\] Added the vignette “Properties of the reconciled
distribution via conditioning”.

:boom: \[2023-08-23\] Added the vignette “Probabilistic Reconciliation
via Conditioning with bayesRecon”. Added the `schaferStrimmer_cov`
function.
Expand Down
10 changes: 5 additions & 5 deletions vignettes/reconciliation_properties.Rmd
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
---
title: "Properties of the reconciled distribution via conditioning"
author: "Lorenzo Zambon, Giorgio Corani"
# date: "2023-12-05"
date: "2023-12-19"
lang: "en"
output: rmarkdown::html_vignette
bibliography: references.bib
Expand All @@ -22,8 +22,8 @@ knitr::opts_chunk$set(
# Introduction

This vignette reproduces the results of the paper *Properties of the reconciled distributions for Gaussian and count forecasts* [@zambon2023properties],
accepted by the International Journal of Forecasting for publication.
We replicate here the main experiment of the paper, where we reconcile base forecasts constituted by negative binomial distributions.
accepted for publication in the International Journal of Forecasting.
We replicate here the main experiment of the paper (see sec. 3, @zambon2023properties) where we reconcile base forecasts constituted by negative binomial distributions.

We use the R package `BayesRecon`.

Expand All @@ -37,10 +37,10 @@ We release a new data set, containing time series of counts of extreme market ev
in five economic sectors in the period 2005-2018 (3508 trading days).
The counts are computed by considering 29 companies included in the Euro Stoxx 50 index
and observing if the value of the CDS spread on a given day exceeds the 90-th percentile of its distribution in the last trading year.
The companies are divided in the following sectors: Financial (FIN), Information and Communication Technology (ICT),
The companies are divided into the following sectors: Financial (FIN), Information and Communication Technology (ICT),
Manufacturing (MFG), Energy (ENG), and Trade (TRD).

The hierarchy is composed by 5 bottom time series, the daily number of extreme market
The hierarchy is composed of 5 bottom time series, the daily number of extreme market
events in each sector, and 1 upper time series (the sum of the different sectors).
Data are stored in `extr_mkt_events`.

Expand Down

0 comments on commit 71114d7

Please sign in to comment.