lehmasve · lehmasve · Jun 5, 2023 · Jun 5, 2023 · Jun 5, 2023 · Jun 5, 2023
diff --git a/.Rbuildignore b/.Rbuildignore
@@ -12,3 +12,4 @@
 ^CRAN-SUBMISSION$
 ^\.github$
 ^codecov\.yml$
+^cran-comments\.md$
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,35 +1,31 @@
-Package: hdflex
 Type: Package
+Package: hdflex
 Title: High-Dimensional Density Forecast Combinations
 Version: 0.1.0
-Date: 2023-02-06
 Authors@R: c(
-             person("Sven", "Lehmann", 
-                     email   = "sven.lehmann@uni-rostock.de", 
-                     role    = c("aut", "cre")),
-             person("Philipp", "Adämmer", 
-                     email   = "philipp.adaemmer@uni-greifswald.de", 
-                     role    = "aut"),
-             person("Rainer", "Schüssler", 
-                     email   = "Rainer.schüssler@uni-rostock.de", 
-                     role    = "aut"))
+    	     person("Sven", "Lehmann", , "sven.lehmann@uni-rostock.de", role = c("aut", "cre")),
+             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 functions to estimate and evaluate density forecast combinations in a high-dimensional setting. The methods are explained in detail in Adämmer et al (2023) <http://dx.doi.org/10.2139/ssrn.4342487>.
+Description: Provides functions to estimate and evaluate density forecast
+             combinations in a high-dimensional setting. The methods are explained
+             in detail in Adaemmer et al. (2023) <doi:10.2139/ssrn.4342487>.
 License: GPL (>= 2)
-Depends: R (>= 4.1.0)
-NeedsCompilation: Yes
+Depends: 
+         R (>= 4.1.0)
 Imports: 
-	 parallel (>= 4.1.0),
-	 dplyr (>= 1.1.0),
-	 Rcpp (>= 1.0.10),
-	 roll (>= 1.1.6),
-	 stringr (>= 1.5.0),
-	 checkmate (>= 2.1.0)
-LinkingTo: Rcpp, RcppArmadillo
-RoxygenNote: 7.2.3
-Encoding: UTF-8
+         checkmate (>= 2.1.0),
+         dplyr (>= 1.1.0),
+         parallel (>= 4.1.0),
+         Rcpp (>= 1.0.10),
+         roll (>= 1.1.6),
+         stats (>= 4.1.0),
+         stringr (>= 1.5.0)
 Suggests: 
-    covr,
-    testthat (>= 3.0.0)
+          testthat (>= 3.0.0)
+LinkingTo: Rcpp, RcppArmadillo
 Config/testthat/edition: 3
+Encoding: UTF-8
 LazyData: true
+NeedsCompilation: Yes
+RoxygenNote: 7.2.3
diff --git a/NEWS.md b/NEWS.md
@@ -0,0 +1,3 @@
+# hdflex 0.1.0
+
+* Added a `NEWS.md` file to track changes to the package.
diff --git a/R/data-documentation.R b/R/data-documentation.R
@@ -65,7 +65,7 @@
 #' Welch, I. and Goyal, A. (2008) "A comprehensive look at the empirical performance of equity premium prediction."
 #' \emph{The Review of Financial Studies}, 21 (4): 1455–1508.
 #'
-#' @source \url{https://onlinelibrary.wiley.com/doi/full/10.1111/iere.12623}
+#' @source <https://doi.org/10.1111/iere.12623>
 "inflation_data"
 
 
@@ -89,7 +89,7 @@
 #' Koop, G. and Korobilis, D. (2023) "Bayesian dynamic variable selection in high dimensions."
 #' \emph{International Economic Review}.
 #'
-#' @source \url{https://onlinelibrary.wiley.com/doi/full/10.1111/iere.12623}
+#' @source <https://doi.org/10.1111/iere.12623>
 "benchmark_ar2"
 
 
diff --git a/R/dsc.R b/R/dsc.R
@@ -24,12 +24,12 @@
 #' to down-weight the past predictive performance of the subset combinations.
 #' @param n_cores An integer that denotes the number of CPU-cores
 #' used for the computational estimation.
-#' @return A list that contains
-#' (1) a vector with the first moments (point forecasts) of the STSC-Model,
-#' (2) a vector with the the second moments (variance) of the STSC-Model,
-#' (3) a vector that contains the selected values for gamma,
-#' (4) a vector that contains the selected values for psi and
-#' (5) a matrix that indicates the selected signals for every point in time.
+#' @return A list that contains:
+#' * (1) a vector with the first moments (point forecasts) of the STSC-Model,
+#' * (2) a vector with the the second moments (variance) of the STSC-Model,
+#' * (3) a vector that contains the selected values for gamma,
+#' * (4) a vector that contains the selected values for psi and
+#' * (5) a matrix that indicates the selected signals for every point in time.
 #' @export
 #' @import parallel
 #' @import checkmate

diff --git a/R/summary_stsc.R b/R/summary_stsc.R
@@ -14,11 +14,11 @@
 #' or numeric vector of length `T` containing the
 #' out-of-sample forecasts of dsc().
 #' @export
-#' @return List that contains
-#' (1) the Clark-West-Statistic,
-#' (2) the Out-of-Sample R2,
-#' (3) a vector with the CSSED between the STSC-Forecast and the benchmark and
-#' (4) a list with the MSE of the STSC-Model and the benchmark.
+#' @return List that contains:
+#' * (1) the Clark-West-Statistic,
+#' * (2) the Out-of-Sample R2,
+#' * (3) a vector with the CSSED between the STSC-Forecast and the benchmark and
+#' * (4) a list with the MSE of the STSC-Model and the benchmark.
 #' @import checkmate
 #' @importFrom stats t.test
 #' @examples

diff --git a/R/tvc.R b/R/tvc.R
@@ -21,7 +21,7 @@
 #' Each signal in combination with each value of
 #' lambda provides a separate candidate forecast.
 #' Constant coefficients are nested for the case `lambda = 1`.
-#' @param kappa_grid A numeric vector to accomodate time-varying volatility.
+#' @param kappa_grid A numeric vector to accommodate time-varying volatility.
 #' The observational variance is estimated via
 #' Exponentially Weighted Moving Average.
 #' Constant variance is nested for the case `kappa = 1`.
@@ -31,11 +31,14 @@
 #' to initialize the observational variance and the coefficients' variance.
 #' @param n_cores An integer that denotes the number of CPU-cores used
 #' for the computation.
-#' @return A list that contains
-#' (1) a matrix with the first moments (point forecasts)
+#' @return A list that contains:
+#'
+#' * (1) a matrix with the first moments (point forecasts)
 #' of the conditionally normal predictive distributions and
-#' (2) a matrix with the second moments (variance)
+#'
+#' * (2) a matrix with the second moments (variance)
 #' of the conditionally normal predictive distributions.
+#'
 #' @export
 #' @import parallel
 #' @import checkmate

diff --git a/README.Rmd b/README.Rmd
@@ -8,7 +8,7 @@ output: github_document
 
 ⁠<!-- badges: start -->⁠
 [![R-CMD-check](https://github.com/lehmasve/hdflex/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/lehmasve/hdflex/actions/workflows/R-CMD-check.yaml)
-[![codecov](https://codecov.io/gh/lehmasve/hdflex/branch/dev/graph/badge.svg?token=leKtsb0Kub)](https://codecov.io/gh/lehmasve/hdflex)
+[![codecov](https://codecov.io/gh/lehmasve/hdflex/branch/dev/graph/badge.svg?token=leKtsb0Kub)](https://app.codecov.io/gh/lehmasve/hdflex)
 ⁠<!-- badges: end -->⁠
 
 ```{r setup, include = FALSE}

diff --git a/README.md b/README.md
@@ -5,7 +5,7 @@
 
 ⁠<!-- badges: start -->⁠
 [![R-CMD-check](https://github.com/lehmasve/hdflex/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/lehmasve/hdflex/actions/workflows/R-CMD-check.yaml)
-[![codecov](https://codecov.io/gh/lehmasve/hdflex/branch/dev/graph/badge.svg?token=leKtsb0Kub)](https://codecov.io/gh/lehmasve/hdflex)
+[![codecov](https://codecov.io/gh/lehmasve/hdflex/branch/dev/graph/badge.svg?token=leKtsb0Kub)](https://app.codecov.io/gh/lehmasve/hdflex)
 ⁠<!-- badges: end -->⁠
 
 ## About

diff --git a/cran-comments.md b/cran-comments.md
@@ -0,0 +1,5 @@
+## R CMD check results
+
+0 errors | 0 warnings | 1 note
+
+* This is a new release.
diff --git a/man/inflation_data.Rd b/man/inflation_data.Rd
diff --git a/man/tvc.Rd b/man/tvc.Rd
diff --git a/src/Makevars.win b/src/Makevars.win
@@ -8,7 +8,7 @@
 ##
 ## And with R 3.4.0, and RcppArmadillo 0.7.960.*, we turn C++11 on as OpenMP
 ## support within Armadillo prefers / requires it
-CXX_STD = CXX11
+## CXX_STD = CXX11
 
 PKG_CXXFLAGS = $(SHLIB_OPENMP_CXXFLAGS) 
 PKG_LIBS = $(SHLIB_OPENMP_CXXFLAGS) $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)
Original file line number	Diff line number	Diff line change
		@@ -0,0 +1,3 @@
		# hdflex 0.1.0

		* Added a `NEWS.md` file to track changes to the package.