v3.1.0

v3.1.0

.Rbuildignore

@@ -1,2 +1,3 @@
 ^.*\.Rproj$
 ^\.Rproj\.user$
+^README\.Rmd$

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: rjd3x13
 Type: Package
 Title: Seasonal Adjustment with X-13 and 'JDemetra+ 3.0'
-Version: 3.0.0
+Version: 3.1.0
 Authors@R: c(
   person("Jean", "Palate", role = c("aut", "cre"),
                 email = "[email protected]"),
@@ -15,7 +15,7 @@ Depends:
   R (>= 3.6.0)
 Imports:
   rJava (>= 1.0-6),
-  rjd3toolkit (>= 3.0.0),
+  rjd3toolkit (>= 3.1.0),
   RProtoBuf (>= 0.4.17)
 SystemRequirements: Java (>= 17)
 License: EUPL
@@ -25,14 +25,16 @@ Roxygen: list(markdown = TRUE)
 BugReports: https://github.com/rjdemetra/rjd3x13/issues
 Encoding: UTF-8
 Collate: 
+    'deprecated.R'
     'print.R'
     'regarima_generic.R'
     'utils.R'
     'regarima_outliers.R'
     'regarima_spec.R'
-    'set_x11_spec.R'
-    'udvar.R'
     'x13_rslts.R'
     'x13_spec.R'
+    'revisions.R'
+    'set_x11_spec.R'
+    'udvar.R'
     'x13.R'
     'zzz.R'

NAMESPACE

@@ -27,8 +27,8 @@ S3method(remove_outlier,JD3_X13_SPEC)
 S3method(remove_ramp,JD3_X13_SPEC)
 S3method(residuals,JD3_REGARIMA_OUTPUT)
 S3method(residuals,JD3_X13_OUTPUT)
-S3method(sa.decomposition,JD3_X13_OUTPUT)
-S3method(sa.decomposition,JD3_X13_RSLTS)
+S3method(sa_decomposition,JD3_X13_OUTPUT)
+S3method(sa_decomposition,JD3_X13_RSLTS)
 S3method(set_arima,JD3_X13_SPEC)
 S3method(set_automodel,JD3_X13_SPEC)
 S3method(set_basic,JD3_X13_SPEC)
@@ -52,16 +52,23 @@ export(fast_regarima)
 export(fast_x13)
 export(jx13)
 export(regarima)
+export(regarima_fast)
 export(regarima_outliers)
 export(regarima_refresh)
+export(regarima_spec)
 export(set_x11)
 export(spec_regarima)
 export(spec_x11)
 export(spec_x13)
 export(userdefined_variables_x13)
 export(x11)
+export(x11_spec)
 export(x13)
+export(x13_dictionary)
+export(x13_fast)
 export(x13_refresh)
+export(x13_revisions)
+export(x13_spec)
 import(RProtoBuf)
 import(rjd3toolkit)
 importFrom(RProtoBuf,readProtoFiles2)
@@ -83,7 +90,7 @@ importFrom(rjd3toolkit,add_usrdefvar)
 importFrom(rjd3toolkit,diagnostics)
 importFrom(rjd3toolkit,remove_outlier)
 importFrom(rjd3toolkit,remove_ramp)
-importFrom(rjd3toolkit,sa.decomposition)
+importFrom(rjd3toolkit,sa_decomposition)
 importFrom(rjd3toolkit,set_arima)
 importFrom(rjd3toolkit,set_automodel)
 importFrom(rjd3toolkit,set_basic)

R/deprecated.R

@@ -0,0 +1,34 @@
+#' Deprecated functions
+#'
+#'
+#' @param ts,spec,context,userdefined,name Parameters.
+#' @name deprecated-rjd3x13
+#' @export
+spec_x13<-function(name = c("rsa4","rsa0", "rsa1", "rsa2c", "rsa3", "rsa5c")){
+  .Deprecated("x13_spec")
+  x13_spec(name)
+}
+#' @name deprecated-rjd3x13
+#' @export
+spec_regarima<-function(name=c("rg4","rg0", "rg1", "rg2c", "rg3", "rg5c")){
+  .Deprecated("regarima_spec")
+  regarima_spec(name)
+}
+#' @name deprecated-rjd3x13
+#' @export
+spec_x11 <- function() {
+  .Deprecated("x11_spec")
+  x11_spec()
+}
+#' @name deprecated-rjd3x13
+#' @export
+fast_x13<-function(ts, spec=c("rsa4", "rsa0", "rsa1", "rsa2c", "rsa3", "rsa5c"), context=NULL, userdefined = NULL){
+  .Deprecated("x13_fast")
+  x13_fast(ts, spec, context, userdefined)
+}
+#' @name deprecated-rjd3x13
+#' @export
+fast_regarima<-function(ts, spec= c("rg4", "rg0", "rg1", "rg2c", "rg3","rg5c"), context=NULL, userdefined = NULL){
+  .Deprecated("regarima_fast")
+  regarima_fast(ts, spec, context, userdefined)
+}

R/print.R

@@ -19,7 +19,7 @@ print_diagnostics <- function(x, digits = max(3L, getOption("digits") - 3L),
                               ...){
   diagnostics = rjd3toolkit::diagnostics(x)
   variance_decomposition = diagnostics$variance_decomposition
-  residuals_test = diagnostics$residuals_test
+  residual_tests = diagnostics$residual_tests
 
   cat("Relative contribution of the components to the stationary",
       "portion of the variance in the original series,",
@@ -38,7 +38,7 @@ print_diagnostics <- function(x, digits = max(3L, getOption("digits") - 3L),
   cat("\n")
   cat(paste0(" ",
              capture.output(
-               printCoefmat(residuals_test[,"P.value", drop = FALSE], digits = digits,
+               printCoefmat(residual_tests[,"P.value", drop = FALSE], digits = digits,
                             na.print = "NA", ...)
              )
   ),
@@ -48,7 +48,7 @@ print_diagnostics <- function(x, digits = max(3L, getOption("digits") - 3L),
   return(invisible(x))
 }
 print_final <- function(x, ...){
-  print(rjd3toolkit::sa.decomposition(x), ...)
+  print(rjd3toolkit::sa_decomposition(x), ...)
   return(invisible(x))
 }
 
@@ -203,11 +203,11 @@ print.JD3_X11_SPEC <- function(x, ...) {
 #' @export
 print.JD3_X13_SPEC <- function(x, ...) {
 
-  print(x$regarima, enable_print_style = enable_print_style)
+  print(x$regarima)
 
   cat("\n")
 
-  print(x$x11, enable_print_style = enable_print_style)
+  print(x$x11)
 
   cat("\n", "Benchmarking", "\n", sep = "")
 
@@ -248,11 +248,11 @@ print.JD3_X13_OUTPUT<- function(x, digits = max(3L, getOption("digits") - 3L),
 }
 
 #' @export
-print.JD3X11 <- function(x) {
+print.JD3X11 <- function(x, ...) {
   table <- do.call(cbind, x[grepl(pattern = "^d(\\d+)$", x = names(x))])
 
   cat("Last values\n")
-  print(tail(.preformat.ts(table)))
+  print(utils::tail(stats::.preformat.ts(table)))
 
   return(invisible(x))
 }
@@ -266,7 +266,7 @@ plot.JD3_X13_RSLTS <- function(x, first_date = NULL, last_date = NULL,
                                colors = c(y = "#F0B400", t = "#1E6C0B", sa = "#155692",
                                           s = "#1E6C0B", i = "#155692"),
                                ...){
-  plot(rjd3toolkit::sa.decomposition(x),
+  plot(rjd3toolkit::sa_decomposition(x),
        first_date = first_date, last_date = last_date,
        type_chart = type_chart,
        caption = caption,
@@ -297,12 +297,13 @@ diagnostics.JD3_X13_RSLTS<-function(x, ...){
   variance_decomposition = matrix(unlist(variance_decomposition),
                                   ncol = 1,
                                   dimnames = list(names(variance_decomposition), "Component"))
-  residuals_test = x$diagnostics[grep("test", names(x$diagnostics))]
-  residuals_test = data.frame(Statistic = sapply(residuals_test, function(test) test[["value"]]),
-                              P.value = sapply(residuals_test, function(test) test[["pvalue"]]),
-                              Description =  sapply(residuals_test, function(test) attr(test, "distribution")))
-  list(variance_decomposition = variance_decomposition,
-       residuals_test = residuals_test)
+  residual_tests = x$diagnostics[grep("test", names(x$diagnostics))]
+  residual_tests = data.frame(Statistic = sapply(residual_tests, function(test) test[["value"]]),
+                              P.value = sapply(residual_tests, function(test) test[["pvalue"]]),
+                              Description =  sapply(residual_tests, function(test) attr(test, "distribution")))
+  list(preprocessing = rjd3toolkit::diagnostics(x$preprocessing),
+       variance_decomposition = variance_decomposition,
+       residual_tests = residual_tests)
 }
 
 #' @export

R/regarima_outliers.R

@@ -33,7 +33,7 @@ regarima_outliers<-function(y, order=c(0L,1L,1L), seasonal=c(0L,1L,1L), mean=F,
 
 
   jregarima<-.jcall("jdplus/x13/base/r/RegArimaOutliersDetection", "Ljdplus/x13/base/r/RegArimaOutliersDetection$Results;", "process",
-                    rjd3toolkit::.r2jd_ts(y), as.integer(order), as.integer(seasonal), mean, rjd3toolkit::.r2jd_matrix(X),
+                    rjd3toolkit::.r2jd_tsdata(y), as.integer(order), as.integer(seasonal), mean, rjd3toolkit::.r2jd_matrix(X),
                  ao, ls, tc, so, cv, clean)
   model<-list(
     y=rjd3toolkit::.proc_ts(jregarima, "y"),

R/revisions.R

@@ -0,0 +1,92 @@
+#' @include utils.R x13_spec.R x13_rslts.R
+NULL
+
+.jrevisions<-function(jts, jspec, jcontext){
+  jrslt<-.jcall("jdplus/x13/base/r/X13RevisionHistory",
+                "Ljdplus/toolkit/base/r/timeseries/Revisions;", "revisions", jts, jspec, jcontext)
+  return (jrslt)
+}
+
+
+#' Revisions History
+#'
+#' Compute revisions history
+#'
+#' @param ts The time series used for the estimation.
+#' @param spec The specification used.
+#' @param data_ids A `list` of `list` to specify the statistics to export.
+#' Each sub-list must contain two elements:
+#' `start` (first date to compute the history, in the format `"YYYY-MM-DD"`)
+#' and `id` (the name of the statistics, see [x13_dictionary()]).
+#' See example.
+#' @param ts_ids A `list` of `list` to specify the specific date of a component whose history is to be studied.
+#' Each sub-list must contain three elements:
+#' `start` (first date to compute the history, in the format `"YYYY-MM-DD"`),
+#' `period` (the date of the studied)
+#' and `id` (the name of the component, see [x13_dictionary()]).
+#' See example.
+#' @param cmp_ids A `list` of `list` to specify the component whose history is to be studied.
+#' Each sub-list must contain three elements:
+#' `start` (first date to compute the history, in the format `"YYYY-MM-DD"`),
+#' `end` (last date to compute the history, in the format `"YYYY-MM-DD"`)
+#' and `id` (the name of the component, see [x13_dictionary()]).
+#' As many series as periods between `start` and `end` will be exported.
+#' See example.
+#' @param context The context of the specification.
+#'
+#' @examples
+#' s <- rjd3toolkit::ABS$X0.2.09.10.M
+#' sa_mod <- x13(s)
+#' data_ids <- list(
+#'   # Get the coefficient of the trading-day coefficient from 2005-jan
+#'   list(start = "2005-01-01", id = "regression.td(1)"),
+#'   # Get the ljung-box statistics on residuals from 2010-jan
+#'   list(start = "2010-01-01", id = "residuals.lb"))
+#' ts_ids <- list(
+#'   # Get the SA component estimates of 2010-jan from 2010-jan
+#'   list(period = "2010-01-01", start = "2010-01-01", id = "sa"),
+#'   # Get the irregular component estimates of 2010-jan from 2015-jan
+#'   list(period = "2010-01-01", start = "2015-01-01", id = "i"))
+#' cmp_ids <- list(
+#'   # Get the SA component estimates (full time series) 2010-jan to 2020-jan
+#'   list(start = "2010-01-01", end = "2020-01-01", id = "sa"),
+#'   # Get the trend component estimates (full time series)  2010-jan to 2020-jan
+#'   list(start = "2010-01-01", end = "2020-01-01", id = "t"))
+#' rh <- x13_revisions(s, sa_mod$result_spec, data_ids, ts_ids, cmp_ids)
+#' @export
+x13_revisions<-function(ts, spec, data_ids=NULL, ts_ids=NULL, cmp_ids=NULL, context=NULL){
+  jts<-rjd3toolkit::.r2jd_tsdata(ts)
+  jspec<-.r2jd_spec_x13(spec)
+  if (is.null(context)){
+    jcontext <- .jnull("jdplus/toolkit/base/api/timeseries/regression/ModellingContext")
+  } else {
+    jcontext <- rjd3toolkit::.r2jd_modellingcontext(context)
+  }
+  ldata<-NULL
+  jr<-.jrevisions(jts, jspec, jcontext)
+  if (! is.null(data_ids)){
+    ldata<-lapply(data_ids, function(data_id){
+      w<-.jcall(jr, "Ljdplus/toolkit/base/api/timeseries/TsData;", "history", data_id$id, data_id$start)
+      return (rjd3toolkit::.jd2r_tsdata(w))
+    })
+    names(ldata) <- sapply(data_ids, `[[`,"id")
+  }
+  lts<-NULL
+  if (! is.null(ts_ids)){
+    lts<-lapply(ts_ids, function(ts_id){
+      w<-.jcall(jr, "Ljdplus/toolkit/base/api/timeseries/TsData;", "tsHistory", ts_id$id, ts_id$period, ts_id$start)
+      return (rjd3toolkit::.jd2r_tsdata(w))
+    })
+   names(lts) <- sapply(ts_ids, `[[`,"id")
+  }
+  lcmp<-NULL
+  if (! is.null(cmp_ids)){
+    lcmp<-lapply(cmp_ids, function(cmp_id){
+      w<-.jcall(jr, "Ljdplus/toolkit/base/api/timeseries/TsDataTable;", "tsSelect", cmp_id$id, cmp_id$start, cmp_id$end)
+      return (rjd3toolkit::.jd2r_mts(w))
+    })
+    names(lcmp) <- sapply(cmp_ids, `[[`,"id")
+  }
+
+  return (list(data=ldata, series=lts, components=lcmp))
+}

R/set_x11_spec.R

@@ -1,7 +1,7 @@
 
 #' Set X-11 Specification
 #'
-#' @param x the specification to be modified, object of class "JD3_X11_SPEC", default X11 spec can be obtained as 'x=spec_x11()'
+#' @param x the specification to be modified, object of class "JD3_X11_SPEC", default X11 spec can be obtained as 'x=x11_spec()'
 #' @param mode character: the decomposition mode. Determines the mode of the seasonal adjustment decomposition to be performed:
 #' `"Undefined"` - no assumption concerning the relationship between the time series components is made;
 #' `"Additive"` - assumes an additive relationship;
@@ -32,9 +32,10 @@
 #' detection and adjustment will be computed separately. Only used if `calendar.sigma = "Select"`. Possible values are: `1` or `2`.
 #' @param exclude.forecast Boolean to exclude forecasts and backcasts. If `TRUE`, the RegARIMA model forecasts and backcasts are not used during the detection of extreme values in the seasonal adjustment routines.Default= FALSE.
 #' @param bias TODO.
-#' @return  a "JD3_X11_SPEC" object, containing all the parameters
+#' @return  a "JD3_X11_SPEC" object, containing all the parameters.
+#' @seealso [x13_spec()] and [x11_spec()].
 #' @examples
-#' init_spec <- spec_x11()
+#' init_spec <- x11_spec()
 #' new_spec <- set_x11(init_spec,
 #'                    mode = "LogAdditive",
 #'                    seasonal.comp = 1,
@@ -48,7 +49,7 @@
 #'                    sigma.vector = NA,
 #'                    exclude.forecast = FALSE,
 #'                    bias = "LEGACY")
-#' @rdname spec_x11
+#' @rdname x11_spec
 #' @export
 set_x11 <- function(x,
                     mode = c(NA, "Undefined", "Additive", "Multiplicative", "LogAdditive", "PseudoAdditive"),

R/udvar.R

@@ -42,7 +42,7 @@ userdefined_variables_x13 <- function(x = c("X-13","RegArima","X-11")){
                  choices = c("x13", "regarima", "x11"))
 
   # library(rjd3x13)
-  # jts<-rjd3toolkit::.r2jd_ts(rjd3toolkit::ABS$X0.2.09.10.M)
+  # jts<-rjd3toolkit::.r2jd_tsdata(rjd3toolkit::ABS$X0.2.09.10.M)
   # jrslt<- rJava::.jcall("jdplus/x13/base/r/X13", "Ljdplus/x13/base/core/x13/X13Output;", "fullProcess", jts, "RSA3")
   # rjd3toolkit::dictionary(rjd3toolkit::.jd3_object(jrslt$getResult(), result = TRUE)) |>
   #   sort() |>
@@ -140,7 +140,7 @@ userdefined_variables_x13 <- function(x = c("X-13","RegArima","X-11")){
              "y_b", "y_b(?)", "y_eb(?)", "y_ef(?)", "y_f", "y_f(?)", "yc",
              "ycal", "ycal_f(?)")
 
-  # jts<-rjd3toolkit::.r2jd_ts(rjd3toolkit::ABS$X0.2.09.10.M)
+  # jts<-rjd3toolkit::.r2jd_tsdata(rjd3toolkit::ABS$X0.2.09.10.M)
   # jrslt<- rJava::.jcall("jdplus/x13/base/r/RegArima", "Ljdplus/x13/base/core/x13/regarima/RegArimaOutput;", "fullProcess", jts, "RG3")
   # rjd3toolkit::dictionary(rjd3toolkit::.jd3_object(jrslt$getResult(), result = TRUE)) |>
   #   sort() |>
@@ -180,7 +180,7 @@ userdefined_variables_x13 <- function(x = c("X-13","RegArima","X-11")){
                   "span.n", "span.start", "tde", "tde_b(?)", "tde_f(?)", "y", "y_b(?)",
                   "y_eb(?)", "y_ef(?)", "y_f(?)", "yc", "ycal", "ycal_f(?)")
 
-  # jts<-rjd3toolkit::.r2jd_ts(rjd3toolkit::ABS$X0.2.09.10.M)
+  # jts<-rjd3toolkit::.r2jd_tsdata(rjd3toolkit::ABS$X0.2.09.10.M)
   # jrslt<- rJava::.jcall("jdplus/x13/base/r/X11", "Ljdplus/x13/base/core/x11/X11Results;", "process", jts,
   #                       rjd3x13::.r2jd_spec_x11(rjd3x13::spec_x11()))
   # rjd3toolkit::dictionary(rjd3toolkit::.jd3_object(jrslt, result = TRUE)) |>