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Palate Jean
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.Rproj.user | ||
.Rbuildignore | ||
.Rhistory | ||
.RData | ||
.Ruserdata |
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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 |
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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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