Merge pull request #28 from palatej/develop

v3.2.2

NAMESPACE

@@ -64,7 +64,10 @@ export(.enum_extract)
 export(.enum_of)
 export(.enum_sextract)
 export(.enum_sof)
+export(.jd2p_calendars)
 export(.jd2p_context)
+export(.jd2p_variables)
+export(.jd2r_calendars)
 export(.jd2r_lts)
 export(.jd2r_matrix)
 export(.jd2r_modellingcontext)
@@ -73,15 +76,21 @@ export(.jd2r_ts)
 export(.jd2r_tscollection)
 export(.jd2r_tsdata)
 export(.jd2r_ucarima)
+export(.jd2r_variables)
 export(.jd3_object)
 export(.jdomain)
 export(.p2jd_calendar)
+export(.p2jd_calendars)
 export(.p2jd_context)
+export(.p2jd_variables)
 export(.p2r_arima)
+export(.p2r_calendars)
 export(.p2r_context)
 export(.p2r_datasupplier)
 export(.p2r_datasuppliers)
 export(.p2r_date)
+export(.p2r_iv)
+export(.p2r_ivs)
 export(.p2r_likelihood)
 export(.p2r_matrix)
 export(.p2r_metadata)
@@ -96,6 +105,7 @@ export(.p2r_ramps)
 export(.p2r_regarima_rslts)
 export(.p2r_sa_decomposition)
 export(.p2r_sa_diagnostics)
+export(.p2r_sequences)
 export(.p2r_span)
 export(.p2r_spec_benchmarking)
 export(.p2r_spec_sarima)
@@ -121,6 +131,7 @@ export(.proc_str)
 export(.proc_test)
 export(.proc_ts)
 export(.proc_vector)
+export(.r2jd_calendars)
 export(.r2jd_make_ts)
 export(.r2jd_make_tscollection)
 export(.r2jd_matrix)
@@ -131,18 +142,23 @@ export(.r2jd_ts)
 export(.r2jd_tscollection)
 export(.r2jd_tsdata)
 export(.r2jd_tsdomain)
+export(.r2jd_variables)
 export(.r2p_calendar)
+export(.r2p_calendars)
 export(.r2p_context)
 export(.r2p_datasupplier)
 export(.r2p_datasuppliers)
 export(.r2p_date)
+export(.r2p_iv)
+export(.r2p_ivs)
 export(.r2p_lparameters)
 export(.r2p_metadata)
 export(.r2p_moniker)
 export(.r2p_outliers)
 export(.r2p_parameter)
 export(.r2p_parameters)
 export(.r2p_ramps)
+export(.r2p_sequences)
 export(.r2p_span)
 export(.r2p_spec_benchmarking)
 export(.r2p_spec_sarima)
@@ -173,6 +189,7 @@ export(cdf_inverse_gaussian)
 export(cdf_t)
 export(chained_calendar)
 export(clean_extremities)
+export(compare_annual_totals)
 export(data_to_ts)
 export(daysOf)
 export(density_chi2)

R/jd2r.R

@@ -146,6 +146,10 @@ NULL
 #' @rdname jd3_utilities
 .jdomain<-function(period, start, end){
   if (period == 0)return (.jnull("jdplus/toolkit/base/api/timeseries/TsDomain"))
+  if (is.null(start))
+      start<-c(1900,1)
+  if (is.null(end))
+      end<-c(2100, 1)
   n<-period*(end[1]-start[1])+end[2]-start[2]
   jdom<-.jcall("jdplus/toolkit/base/r/timeseries/TsUtility", "Ljdplus/toolkit/base/api/timeseries/TsDomain;", "of"
                , as.integer(period), as.integer(start[1]), as.integer(start[2]), as.integer(n))

R/modellingcontext.R

@@ -226,6 +226,41 @@ dynamic_ts<-function(moniker, data){
   return (l)
 }
 
+#' @export
+#' @rdname jd3_utilities
+.p2jd_variables<-function(p){
+    bytes<-p$serialize(NULL)
+    jcal <- .jcall("jdplus/toolkit/base/r/util/Modelling", "Ljdplus/toolkit/base/api/timeseries/regression/TsDataSuppliers;",
+                   "variablesOf",
+                   bytes)
+    return (jcal)
+}
+
+#' @export
+#' @rdname jd3_utilities
+.jd2p_variables<-function(jd){
+    bytes<-.jcall("jdplus/toolkit/base/r/util/Modelling", "[B", "toBuffer", jd)
+    p<-RProtoBuf::read(jd3.TsDataSuppliers, bytes)
+    return (p)
+}
+
+
+
+#' @export
+#' @rdname jd3_utilities
+.jd2r_variables<-function(jcals){
+    p<-.jd2p_variables(jcals)
+    return (.p2r_datasuppliers(p))
+}
+
+#' @export
+#' @rdname jd3_utilities
+.r2jd_variables<-function(r){
+    p<-.r2p_datasuppliers(r)
+    return (.p2jd_variables(p))
+}
+
+
 #' Create context
 #' @description
 #' Function allowing to include calendars and external regressors in a format that makes them usable
@@ -383,3 +418,68 @@ modelling_context<-function(calendars=NULL, variables=NULL){
   p<-.r2p_context(r)
   return (.p2jd_context(p))
 }
+
+#' @export
+#' @rdname jd3_utilities
+.p2r_calendars<-function(p){
+    n<-length(p$calendars)
+    lcal <- NULL
+    if (n > 0){
+        lcal<-lapply(1:n, function(i){return(.p2r_calendardef(p$calendars[[i]]$value))})
+        ns<-sapply(1:n, function(i){return(p$calendars[[i]]$key)})
+        names(lcal)<-ns
+    }
+    return (lcal)
+}
+
+#' @export
+#' @rdname jd3_utilities
+.r2p_calendars<-function(r){
+    p<-jd3.Calendars$new()
+    ns<-names(r)
+    n<-length(ns)
+    # To take into account empty calendars
+    length_cal <- sapply(r, length)
+
+    p$calendars<-lapply((1:n)[length_cal!=0], function(i){
+            entry<-jd3.Calendars$CalendarsEntry$new()
+            entry$key<-ns[i]
+            entry$value<-.r2p_calendardef(r[[i]])
+            return(entry)
+        })
+    return (p)
+}
+
+#' @export
+#' @rdname jd3_utilities
+.p2jd_calendars<-function(p){
+    bytes<-p$serialize(NULL)
+    jcal <- .jcall("jdplus/toolkit/base/r/util/Modelling", "Ljdplus/toolkit/base/api/timeseries/calendars/CalendarManager;",
+                   "calendarsOf",
+                   bytes)
+    return (jcal)
+}
+
+#' @export
+#' @rdname jd3_utilities
+.jd2p_calendars<-function(jd){
+    bytes<-.jcall("jdplus/toolkit/base/r/util/Modelling", "[B", "toBuffer", jd)
+    p<-RProtoBuf::read(jd3.Calendars, bytes)
+    return (p)
+}
+
+
+#' @export
+#' @rdname jd3_utilities
+.jd2r_calendars<-function(jcals){
+    p<-.jd2p_calendars(jcals)
+    return (.p2r_calendars(p))
+}
+
+#' @export
+#' @rdname jd3_utilities
+.r2jd_calendars<-function(r){
+    p<-.r2p_calendars(r)
+    return (.p2jd_calendars(p))
+}
+

R/protobuf.R

@@ -316,6 +316,74 @@ NULL
   return (lapply(r, function(z){.r2p_outlier(z)}))
 }
 
+.p2r_sequence<-function(p){
+    return (list(
+        start=.p2r_date(p$start),
+        end=.p2r_date(p$end)
+     ))
+}
+
+.r2p_sequence<-function(r){
+    p<-modelling.InterventionVariable$Sequence$new()
+    p$start<-.r2p_date(r$start)
+    p$end<-.r2p_date(r$end)
+    return (p)
+}
+
+#' @export
+#' @rdname jd3_utilities
+.p2r_sequences<-function(p){
+    if (length(p) == 0){return (NULL)}
+    return (lapply(p, function(z){.p2r_sequence(z)}))
+}
+
+#' @export
+#' @rdname jd3_utilities
+.r2p_sequences<-function(r){
+    if (length(r) == 0){return (list())}
+    return (lapply(r, function(z){.r2p_sequence(z)}))
+}
+
+#' @export
+#' @rdname jd3_utilities
+.p2r_iv<-function(p){
+    return (list(
+        name=p$name,
+        sequences=.p2r_sequences(p$sequences),
+        delta=p$delta,
+        seasonaldelta=p$seasonal_delta,
+        coef=.p2r_parameter(p$coefficient),
+        regeffect=.regeffect(p$metadata)
+    ))
+}
+
+#' @export
+#' @rdname jd3_utilities
+.r2p_iv<-function(r){
+    p<-modelling.InterventionVariable$new()
+    p$name<-r$name
+    p$sequences<-.r2p_sequences(r$sequences)
+    p$coefficient<-.r2p_parameter(r$coef)
+    p$metadata<-modelling.InterventionVariable.MetadataEntry$new(key = "regeffect", value=r$regeffect)
+    return (p)
+}
+
+#' @export
+#' @rdname jd3_utilities
+.p2r_ivs<-function(p){
+    if (length(p) == 0){return (NULL)}
+    return (lapply(p, function(z){.p2r_iv(z)}))
+}
+
+#' @export
+#' @rdname jd3_utilities
+.r2p_ivs<-function(r){
+    if (length(r) == 0){return (list())}
+    return (lapply(r, function(z){.r2p_iv(z)}))
+}
+
+
+
 
 .p2r_ramp<-function(p){
   return (list(
@@ -326,6 +394,7 @@ NULL
   ))
 }
 
+
 .r2p_ramp<-function(r){
   p<-modelling.Ramp$new()
   p$name<-r$name
@@ -346,7 +415,6 @@ NULL
 #' @rdname jd3_utilities
 .r2p_ramps<-function(r){
   if (length(r) == 0){return (list())}
-  l<-list()
   return (lapply(r, function(z){.r2p_ramp(z)}))
 }
 
@@ -388,7 +456,6 @@ NULL
 #' @rdname jd3_utilities
 .r2p_uservars<-function(r){
   if (length(r) == 0){return (list())}
-  l<-list()
   return (lapply(r, function(z){.r2p_uservar(z)}))
 }
 #' @export

R/timeseries.R

@@ -303,5 +303,19 @@ tsdata_of<-function(values, dates){
                     "of", as.numeric(values), as.character(dates))
 
     return (.jd2r_tsdata(jtsdata))
+}
 
+#' Compare the annual totals of two series (usually the raw series and the seasonally adjusted series)
+#'
+#' @param raw Raw series
+#' @param sa Seasonally adjusted series
+#'
+#' @return The largest annual difference (in percentage of the average level of the seasonally adjusted series)
+#' @export
+#'
+#' @examples
+compare_annual_totals<-function(raw, sa){
+    jsa<-.r2jd_tsdata(sa)
+    jraw<-.r2jd_tsdata(raw)
+    return (.jcall("jdplus/sa/base/r/SaUtility", "D", "compareAnnualTotals", jraw, jsa))
 }

inst/proto/toolkit.proto

@@ -30,7 +30,7 @@ message Date {
   // significant.
   int32 day = 3;
 }
- 
+
 
 message TimeSelector{
 	SelectionType type = 1;
@@ -60,7 +60,7 @@ message ParametersEstimation{
 	repeated double value = 1;
 	repeated double score = 2;
 	Matrix covariance = 3;
-	string description = 4; 
+	string description = 4;
 }
 
 message TsPeriod{
@@ -112,7 +112,7 @@ message OneWayAnova{
 	double SSR = 3;
 	// N-nfactors
 	int32 dfr = 4;
-	
+
 	StatisticalTest test = 5;
 }
 
@@ -170,13 +170,13 @@ message NIIDTests{
 	StatisticalTest box_pierce = 6;
 	StatisticalTest seasonal_ljung_box = 7;
 	StatisticalTest seasonal_box_pierce = 8;
-	
+
 	/* Randomness */
     StatisticalTest runs_number = 9;
 	StatisticalTest runs_length = 10;
 	StatisticalTest up_down_runs_number = 11;
 	StatisticalTest up_down_runs_length = 12;
-	
+
 	/* Linearity */
 	StatisticalTest ljung_box_on_squares = 13;
 	StatisticalTest box_pierce_on_squares = 14;
@@ -212,7 +212,7 @@ enum CalendarEvent{
      */
     HOLIDAY_EASTER = 5;
     /**
-     * Julian Easter. 
+     * Julian Easter.
      */
     HOLIDAY_JULIANEASTER = 6;
     /**
@@ -306,7 +306,7 @@ message PrespecifiedHoliday{
 message FixedWeekDay{
 	int32 month = 1;
 	/* Corresponds to the first, second...)*/
-	int32 position = 2; 
+	int32 position = 2;
 	/* ISO-8601 standard, from 1 (Monday) to 7 (Sunday) */
 	int32 weekday = 3;
 	double weight = 4;
@@ -382,9 +382,13 @@ message TsDataSuppliers{
 	repeated Item items = 1;
 }
 
+message Calendars{
+	map<string, CalendarDefinition> calendars = 1;
+}
+
 message ModellingContext{
 	map<string, CalendarDefinition> calendars = 1;
-	map<string, TsDataSuppliers> variables = 2; 
+	map<string, TsDataSuppliers> variables = 2;
 }
 
 enum InformationType {