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Switched dsc() to new Rcpp-Code, updated dataset and example, moved s…
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…ummary_stsc to S3 ClassMethod, new and improved arguments for stsc and dsc
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lehmasve committed Oct 6, 2024
1 parent 67ea92a commit 0f4813a
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1 change: 1 addition & 0 deletions .Rbuildignore
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^cran-comments\.md$
^\.DS_Store$
Build_Code.R
^dev$
95 changes: 95 additions & 0 deletions .github/workflows/rhub.yaml
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# R-hub's generic GitHub Actions workflow file. It's canonical location is at
# https://github.com/r-hub/actions/blob/v1/workflows/rhub.yaml
# You can update this file to a newer version using the rhub2 package:
#
# rhub::rhub_setup()
#
# It is unlikely that you need to modify this file manually.

name: R-hub
run-name: "${{ github.event.inputs.id }}: ${{ github.event.inputs.name || format('Manually run by {0}', github.triggering_actor) }}"

on:
workflow_dispatch:
inputs:
config:
description: 'A comma separated list of R-hub platforms to use.'
type: string
default: 'linux,windows,macos'
name:
description: 'Run name. You can leave this empty now.'
type: string
id:
description: 'Unique ID. You can leave this empty now.'
type: string

jobs:

setup:
runs-on: ubuntu-latest
outputs:
containers: ${{ steps.rhub-setup.outputs.containers }}
platforms: ${{ steps.rhub-setup.outputs.platforms }}

steps:
# NO NEED TO CHECKOUT HERE
- uses: r-hub/actions/setup@v1
with:
config: ${{ github.event.inputs.config }}
id: rhub-setup

linux-containers:
needs: setup
if: ${{ needs.setup.outputs.containers != '[]' }}
runs-on: ubuntu-latest
name: ${{ matrix.config.label }}
strategy:
fail-fast: false
matrix:
config: ${{ fromJson(needs.setup.outputs.containers) }}
container:
image: ${{ matrix.config.container }}

steps:
- uses: r-hub/actions/checkout@v1
- uses: r-hub/actions/platform-info@v1
with:
token: ${{ secrets.RHUB_TOKEN }}
job-config: ${{ matrix.config.job-config }}
- uses: r-hub/actions/setup-deps@v1
with:
token: ${{ secrets.RHUB_TOKEN }}
job-config: ${{ matrix.config.job-config }}
- uses: r-hub/actions/run-check@v1
with:
token: ${{ secrets.RHUB_TOKEN }}
job-config: ${{ matrix.config.job-config }}

other-platforms:
needs: setup
if: ${{ needs.setup.outputs.platforms != '[]' }}
runs-on: ${{ matrix.config.os }}
name: ${{ matrix.config.label }}
strategy:
fail-fast: false
matrix:
config: ${{ fromJson(needs.setup.outputs.platforms) }}

steps:
- uses: r-hub/actions/checkout@v1
- uses: r-hub/actions/setup-r@v1
with:
job-config: ${{ matrix.config.job-config }}
token: ${{ secrets.RHUB_TOKEN }}
- uses: r-hub/actions/platform-info@v1
with:
token: ${{ secrets.RHUB_TOKEN }}
job-config: ${{ matrix.config.job-config }}
- uses: r-hub/actions/setup-deps@v1
with:
job-config: ${{ matrix.config.job-config }}
token: ${{ secrets.RHUB_TOKEN }}
- uses: r-hub/actions/run-check@v1
with:
job-config: ${{ matrix.config.job-config }}
token: ${{ secrets.RHUB_TOKEN }}
30 changes: 16 additions & 14 deletions DESCRIPTION
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@@ -1,33 +1,37 @@
Type: Package
Package: hdflex
Title: High-Dimensional Aggregate Density Forecasts
Version: 0.2.2
Version: 0.3.0
Authors@R: c(
person("Sven", "Lehmann", , "sven.lehmann@uni-rostock.de", role = c("aut", "cre", "cph")),
person("Philipp", "Adämmer", , "philipp.adaemmer@uni-greifswald.de", role = "aut"),
person("Rainer", "Schüssler", , "rainer.schüssler@uni-rostock.de", role = "aut")
)
Maintainer: Sven Lehmann <sven.lehmann@uni-rostock.de>
Description: Provides a forecasting method that maps vast numbers of
(scalar-valued) signals of any type into an aggregate density forecast
Description: Provides a forecasting method that efficiently maps vast
numbers of (scalar-valued) signals into an aggregate density forecast
in a time-varying and computationally fast manner. The method proceeds
in two steps: First, it transforms a predictive signal into a density
forecast. Second, it combines the generated candidate density
forecasts into an ultimate density forecast. The methods are explained
in detail in Adaemmer et al. (2023) <doi:10.2139/ssrn.4342487>.
forecast and, second, it combines the resulting candidate density
forecasts into an ultimate aggregate density forecast. For a detailed
explanation of the method, please refer to Adaemmer et al. (2023)
<doi:10.2139/ssrn.4342487>.
License: GPL (>= 2)
URL: https://github.com/lehmasve/hdflex
BugReports: https://github.com/lehmasve/hdflex/issues
Depends:
R (>= 4.3.0)
Imports:
checkmate (>= 2.3.1),
dplyr (>= 1.1.4),
parallel (>= 4.3.0),
ggplot2 (>= 3.5.1),
parallel,
Rcpp,
roll (>= 1.1.6),
stats (>= 4.3.0),
stringr (>= 1.5.1)
reshape2 (>= 1.4.4),
stats,
utils
Suggests:
testthat (>= 3.2.1)
testthat (>= 3.2.1),
cowplot (>= 1.1.3)
LinkingTo:
Rcpp,
RcppArmadillo,
Expand All @@ -37,5 +41,3 @@ Encoding: UTF-8
LazyData: true
NeedsCompilation: Yes
RoxygenNote: 7.3.2
URL: https://github.com/lehmasve/hdflex
BugReports: https://github.com/lehmasve/hdflex/issues
13 changes: 7 additions & 6 deletions NAMESPACE
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@@ -1,15 +1,16 @@
# Generated by roxygen2: do not edit by hand

S3method(summary,dsc_obj)
S3method(summary,stsc_obj)
export(dsc)
export(stsc)
export(summary_stsc)
export(tvc)
import(checkmate)
import(parallel)
import(ggplot2)
importFrom(Rcpp,evalCpp)
importFrom(dplyr,lag)
importFrom(roll,roll_sum)
importFrom(reshape2,melt)
importFrom(stats,complete.cases)
importFrom(stats,dnorm)
importFrom(stats,na.omit)
importFrom(stats,t.test)
importFrom(stringr,str_split)
importFrom(stats,pnorm)
useDynLib(hdflex, .registration = TRUE)
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