High-Performance Open-Source Archive
Improvement of warning message importing the model when no data in a SaItem (#61).
get_model, get_jmodel and
get_jspec.sa_item have now an argument type to
define which specification to import (domain, estimation or point). By
default the domain specification is extracted (as before).
Correction of bug of add_sa_item() of models created
by jtramoseats() with external variables.
Correction of bug of get_jmodel() when model
contains user-defined regressors (calendar or regressors) with fixed
coefficients (#157).
Correction of bug for annual data for regarima()
functions.
URL to github repository updated (github.com/jdemetra replaced by github.com/rjdverse).
results of user_defined_variables()
updated.
README correction.
benchmarking option added to x13_spec() and
tramoseats_spec() and in output of x13() and
tramoseats().
.jars updated.
possibility to export last msr for monthly data (issue #122).
possibility to export X-11 some components: y_cmp,
y_cmp_f, t_cmp, t_cmp_f,
sa_cmp, s_cmp, s_cmp_f, and
i_cmp.
correction when importing models containing ramp regressors when the frequency is not 12 (monthly).
correction of get_jmodel() with empty
multiprocessings.
proc_data() update to export more data from Java
object.
seasonality Kurskal-Wallis test corrected (issue #128).
vcov() correction when matrix NULL and new parameter
component.
some corrections in print() methods.
New function get_all_names() and
get_position().
correction of save_workspace() and
load_workspace() when using relative path.
update documentation.
removes extra argument print tramo.
SystemRequirements update for CRAN policies.
complete_dictionary.SA() to avoid warning.Bug with x11 introduced in RJDemetra 0.1.9 (issue #99).
Java 17 compatibility.
Change of javanamespace to avoid name clashes with jd+ 3.0.
easter.enabled not working since RJDemetra
0.1.9.
Default parameters of the span specification d0 and
d1 as NA for clarity (issue #102).
Easter specification was not working.
Some typos in the documentation.
SystemRequirement update: only Java JRE is needed.
Java version restriction: JDemetra+ and RJDemetra are not compatible with Java 16 and higher. The compatibility with those versions of Java will be possible from next release of JDemetra+.
java_ncore option added to limit the number of cores
used in Java to two to be sure to respect CRAN policies (to remove the
option, use options(java_ncore = NULL)). However, it should
not be necessary since RJDemetra shouldn’t use multithread (issue
#89).
Data updated until December 2020.
fixed coefficients with user-defined calendar regressors can now correctly be used (issue #87).
there was a bug in add_sa_item (more precisely in
complete_dictionary.SA) when a userdefined variable was
already in the workspace but with a different suffix.
x11.seasonalma argument wasn’t taken into account
(issue #78).
ipi_c_eu updated: the previous data were calendar
adjusted data, they are now unadjusted (neither seasonally adjusted nor
calendar adjusted data).
the print result of the combined test was incorrect.
get_jspec, to get the Java object that
contains the specification, is now exported.summary
functions.jregarima function is now exported.get_model.seats.predictionLength added to
tramoseats_spec.x11.calendarSigma and
x11.sigmaVector added to x13_spec.ylim added to plot functions
(issue #60).logLik, vcov,
df.residual, nobs, residuals
(linked to issue #56).add_sa_item now compatible with jSA
object.add_sa_item,
the external regressors are renamed only if they don’t already exist in
the workspace.tradingdays.option = "UserDefined"
and tradingdays.autoadjust,
tradingdays.leapyear or
tradingdays.stocktdtradingdays are defined in a new
specification (because they are currently ignored). (issue #67)get_model no longer
produces an error.setOutliers in
TRAMO-SEATS.save_workspace now works on Java
9 and higher (jaxb is no longer provided by default since Java 9).jSA documentation improved.x13_spec instead
of x13_spec_def, x13 instead of
x13_def, tramoseats_spec instead of
tramoseats_spec_def, tramoseats instead of
tramoseats_def, regarima_spec_tramoseats
instead of regarima_spec_def_tramoseats,
regarima_tramoseats instead of
regarima_def_tramoseats, regarima_x13 instead
of regarima_def_x13 and regarima_spec_x13
instead of regarima_spec_def_x13.object argument renamed by spec in
x13_spec, tramoseats_spec,
regarima_spec_x13 and
regarima_spec_tramoseats.preliminary.check added to the specifications
functions (regarima_spec_tramoseats,
tramoseats_spec, regarima_spec_x13 and
x13_spec). By default
(preliminary.check = TRUE), JDemetra+ checks the quality of
the input series and exclude highly problematic ones: e.g. these with a
number of identical observations and/or missing values above
pre-specified threshold values. When
preliminary.check = FALSE, the thresholds are ignored and
process is performed, when possible. (issue #39)tradingdays.option = "UserDefined and add new regressors
variables (usrdef.varEnabled = TRUE to enable user-defined
regressors and usrdef.var to define the regressors) using
usrdef.varType = "Calendar".usrdef.varType argument is recycled with the number of
variables defined in the usrdef.var parameter.jx13,
jtramoseats, jregarima,
jregarima_x13, jregarima_tramoseats and
get_jmodel. Therefore, there is no formatting and the
computation is faster than the non ‘j’ functions (x13,
tramoseats, regarima,
regarima_x13, regarima_tramoseats and
get_model). To manipulate these objects, there are three
functions: get_dictionary to get the indicators that can be
extracted, get_indicators to extract these indicators and
jSA2R to get the formatted R model.x11.fcast can now be set to 0 or 1 (issue #42).
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