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Palate Jean committed Jun 14, 2023
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5 changes: 5 additions & 0 deletions .gitignore
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.Rproj.user
.Rbuildignore
.Rhistory
.RData
.Ruserdata
59 changes: 59 additions & 0 deletions DESCRIPTION
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Package: rjd3toolkit
Type: Package
Title: Toolkit Functions Around 'JDemetra+ 3.0'
Version: 3.0.0
Authors@R: c(
person("Jean", "Palate", role = c("aut", "cre"),
email = "[email protected]"),
person("Alain", "Quartier-la-Tente", role = c("aut"),
email = "[email protected]",
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 (>= 3.6.0)
Imports:
RProtoBuf (>= 0.4.17),
rJava (>= 1.0-6),
checkmate,
methods
SystemRequirements: Java (>= 17)
License: EUPL
URL: https://github.com/palatej/rjd3toolkit
LazyData: TRUE
Suggests:
knitr,
rmarkdown
RoxygenNote: 7.2.3
Roxygen: list(markdown = TRUE)
BugReports: https://github.com/palatej/rjd3toolkit/issues
Encoding: UTF-8
Collate:
'utils.R'
'jd2r.R'
'protobuf.R'
'arima.R'
'calendars.R'
'calendarts.R'
'decomposition.R'
'differencing.R'
'display.R'
'distributions.R'
'generics.R'
'jd3rslts.R'
'modellingcontext.R'
'procresults.R'
'regarima_generic.R'
'regarima_rslts.R'
'spec_benchmarking.R'
'spec_regarima.R'
'splines.R'
'tests_regular.R'
'tests_seasonality.R'
'tests_td.R'
'timeseries.R'
'variables.R'
'zzz.R'
VignetteBuilder: knitr
267 changes: 267 additions & 0 deletions NAMESPACE
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# Generated by roxygen2: do not edit by hand

S3method(add_outlier,default)
S3method(add_ramp,default)
S3method(add_usrdefvar,default)
S3method(coef,JD3_REGARIMA_RSLTS)
S3method(df.residual,JD3_REGARIMA_RSLTS)
S3method(diagnostics,JD3)
S3method(diagnostics,JD3_REGARIMA_RSLTS)
S3method(logLik,JD3_REGARIMA_RSLTS)
S3method(nobs,JD3_REGARIMA_RSLTS)
S3method(plot,JD3_SADECOMPOSITION)
S3method(print,JD3_ARIMA)
S3method(print,JD3_CALENDAR)
S3method(print,JD3_CHAINEDCALENDAR)
S3method(print,JD3_EASTERDAY)
S3method(print,JD3_FIXEDDAY)
S3method(print,JD3_FIXEDWEEKDAY)
S3method(print,JD3_LIKELIHOOD)
S3method(print,JD3_REGARIMA_RSLTS)
S3method(print,JD3_SADECOMPOSITION)
S3method(print,JD3_SARIMA)
S3method(print,JD3_SARIMA_ESTIMATE)
S3method(print,JD3_SARIMA_ESTIMATION)
S3method(print,JD3_SINGLEDAY)
S3method(print,JD3_SPAN)
S3method(print,JD3_SPECIALDAY)
S3method(print,JD3_TEST)
S3method(print,JD3_UCARIMA)
S3method(print,JD3_WEIGHTEDCALENDAR)
S3method(print,summary.JD3_LIKELIHOOD)
S3method(print,summary.JD3_REGARIMA_RSLTS)
S3method(print,summary.JD3_SARIMA_ESTIMATION)
S3method(remove_outlier,default)
S3method(remove_ramp,default)
S3method(residuals,JD3_REGARIMA_RSLTS)
S3method(set_arima,default)
S3method(set_automodel,default)
S3method(set_basic,default)
S3method(set_benchmarking,default)
S3method(set_easter,default)
S3method(set_estimate,default)
S3method(set_outlier,default)
S3method(set_tradingdays,default)
S3method(set_transform,default)
S3method(summary,JD3_LIKELIHOOD)
S3method(summary,JD3_REGARIMA_RSLTS)
S3method(summary,JD3_SARIMA_ESTIMATE)
S3method(summary,JD3_SARIMA_ESTIMATION)
S3method(vcov,JD3_REGARIMA_RSLTS)
export(.enum_extract)
export(.enum_of)
export(.enum_sextract)
export(.enum_sof)
export(.jd2p_context)
export(.jd2r_matrix)
export(.jd2r_modellingcontext)
export(.jd2r_ts)
export(.jd2r_ucarima)
export(.jd3_object)
export(.jdomain)
export(.p2jd_calendar)
export(.p2jd_context)
export(.p2r_arima)
export(.p2r_context)
export(.p2r_datasupplier)
export(.p2r_datasuppliers)
export(.p2r_matrix)
export(.p2r_moniker)
export(.p2r_outliers)
export(.p2r_parameter)
export(.p2r_parameters)
export(.p2r_parameters_estimation)
export(.p2r_parameters_rslt)
export(.p2r_parameters_rsltx)
export(.p2r_ramps)
export(.p2r_regarima_rslts)
export(.p2r_sa_decomposition)
export(.p2r_sa_diagnostics)
export(.p2r_span)
export(.p2r_spec_benchmarking)
export(.p2r_spec_sarima)
export(.p2r_test)
export(.p2r_ts)
export(.p2r_ucarima)
export(.p2r_uservars)
export(.p2r_variables)
export(.proc_bool)
export(.proc_data)
export(.proc_desc)
export(.proc_dictionary)
export(.proc_dictionary2)
export(.proc_int)
export(.proc_likelihood)
export(.proc_matrix)
export(.proc_numeric)
export(.proc_parameter)
export(.proc_parameters)
export(.proc_str)
export(.proc_test)
export(.proc_ts)
export(.proc_vector)
export(.r2jd_matrix)
export(.r2jd_modellingcontext)
export(.r2jd_sarima)
export(.r2jd_ts)
export(.r2jd_tsdomain)
export(.r2p_calendar)
export(.r2p_context)
export(.r2p_datasupplier)
export(.r2p_datasuppliers)
export(.r2p_lparameters)
export(.r2p_moniker)
export(.r2p_outliers)
export(.r2p_parameter)
export(.r2p_parameters)
export(.r2p_ramps)
export(.r2p_span)
export(.r2p_spec_benchmarking)
export(.r2p_spec_sarima)
export(.r2p_ts)
export(.r2p_uservars)
export(DATE_MAX)
export(DATE_MIN)
export(add_outlier)
export(add_ramp)
export(add_usrdefvar)
export(aggregate)
export(ao_variable)
export(arima_model)
export(arima_properties)
export(arima_sum)
export(autocorrelations)
export(autocorrelations_inverse)
export(autocorrelations_partial)
export(bowmanshenton)
export(calendar_td)
export(cdf_chi2)
export(cdf_gamma)
export(cdf_inverse_gamma)
export(cdf_inverse_gaussian)
export(cdf_t)
export(chained_calendar)
export(clean_extremities)
export(density_chi2)
export(density_gamma)
export(density_inverse_gamma)
export(density_inverse_gaussian)
export(density_t)
export(diagnostics)
export(dictionary)
export(differences)
export(differencing_fast)
export(do_stationary)
export(doornikhansen)
export(easter_dates)
export(easter_day)
export(easter_variable)
export(fixed_day)
export(fixed_week_day)
export(holidays)
export(intervention_variable)
export(jarquebera)
export(julianeaster_variable)
export(ljungbox)
export(long_term_mean)
export(lp_variable)
export(ls_variable)
export(modelling_context)
export(national_calendar)
export(periodic.contrasts)
export(periodic.dummies)
export(periodic_splines)
export(r2jd_calendarts)
export(ramp_variable)
export(random_chi2)
export(random_gamma)
export(random_inverse_gamma)
export(random_inverse_gaussian)
export(random_t)
export(rangemean_tstat)
export(reload_dictionaries)
export(remove_outlier)
export(remove_ramp)
export(result)
export(sa.decomposition)
export(sa.preprocessing)
export(sadecomposition)
export(sarima_decompose)
export(sarima_estimate)
export(sarima_model)
export(sarima_properties)
export(sarima_random)
export(seasonality_canovahansen)
export(seasonality_combined)
export(seasonality_f)
export(seasonality_friedman)
export(seasonality_kruskalwallis)
export(seasonality_periodogram)
export(seasonality_qs)
export(set_arima)
export(set_automodel)
export(set_basic)
export(set_benchmarking)
export(set_easter)
export(set_estimate)
export(set_outlier)
export(set_tradingdays)
export(set_transform)
export(single_day)
export(so_variable)
export(special_day)
export(statisticaltest)
export(stock_td)
export(tc_variable)
export(td)
export(td_ch)
export(td_f)
export(testofruns)
export(testofupdownruns)
export(trigonometric_variables)
export(ts_adjust)
export(ts_interpolate)
export(tsmoniker)
export(ucarima_canonical)
export(ucarima_estimate)
export(ucarima_model)
export(ucarima_wk)
export(user_defined)
export(weighted_calendar)
import(RProtoBuf)
import(checkmate)
importFrom(RProtoBuf,read)
importFrom(RProtoBuf,readProtoFiles2)
importFrom(graphics,legend)
importFrom(methods,is)
importFrom(rJava,.jarray)
importFrom(rJava,.jcall)
importFrom(rJava,.jcast)
importFrom(rJava,.jcastToArray)
importFrom(rJava,.jclass)
importFrom(rJava,.jevalArray)
importFrom(rJava,.jinstanceof)
importFrom(rJava,.jnew)
importFrom(rJava,.jnull)
importFrom(rJava,.jpackage)
importFrom(rJava,is.jnull)
importFrom(stats,.preformat.ts)
importFrom(stats,coef)
importFrom(stats,df.residual)
importFrom(stats,end)
importFrom(stats,frequency)
importFrom(stats,is.mts)
importFrom(stats,is.ts)
importFrom(stats,logLik)
importFrom(stats,nobs)
importFrom(stats,pf)
importFrom(stats,printCoefmat)
importFrom(stats,pt)
importFrom(stats,residuals)
importFrom(stats,start)
importFrom(stats,ts)
importFrom(stats,ts.plot)
importFrom(stats,ts.union)
importFrom(stats,vcov)
importFrom(stats,window)
importFrom(utils,tail)
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