From 3ef7473af5933debdfded5c327b2e302267b56b0 Mon Sep 17 00:00:00 2001 From: Nikolas Kuschnig Date: Tue, 10 Sep 2019 23:12:45 +0200 Subject: [PATCH] Finalise FRED-QD update, close #35 --- DESCRIPTION | 4 ++-- NEWS.md | 10 ++++++++++ R/data.R | 12 +++++++----- cran-comments.md | 10 ++++++++++ man/fred_qd.Rd | 22 +++++++++++++--------- scripts/replication_script.R | 2 +- 6 files changed, 43 insertions(+), 17 deletions(-) diff --git a/DESCRIPTION b/DESCRIPTION index 0dee2c0..06981c7 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -1,7 +1,7 @@ Package: BVAR Type: Package Title: Hierarchical Bayesian Vector Autoregression -Version: 0.2.0.9000 +Version: 0.2.1 Date: 2019-09-05 Authors@R: c(person("Nikolas", "Kuschnig", role = c("aut", "cre"), email = "nikolas.kuschnig@wu.ac.at"), person("Lukas", "Vashold", role = "aut"), @@ -19,7 +19,7 @@ URL: https://github.com/nk027/bvar BugReports: https://github.com/nk027/bvar/issues Depends: R (>= 3.3.0) Imports: mvtnorm, stats, graphics, utils -Suggests: vars, coda +Suggests: coda, vars License: GPL-3 | file LICENSE Encoding: UTF-8 LazyData: true diff --git a/NEWS.md b/NEWS.md index f60619c..d4eb54e 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,3 +1,13 @@ +# v0.2.1, CRAN Update 3 / FRED-QD ODC-BY 1.0 + +- Clarify exact ToU of the FRED-QD dataset with St. Louis Fed +- Comply with the new modified ODC-BY 1.0 for FRED-QD + - Mention and add license to LICENSE file (linked in DESCRIPTION) + - Add copyrighted series for which we have permission to use + - Mention updates and license in the data documentation +- Fix and improve documentation + + # v0.2.0, CRAN Update 2 / JSS Revision 1 - Extend methods further diff --git a/R/data.R b/R/data.R index 7061dbb..9eebd9e 100644 --- a/R/data.R +++ b/R/data.R @@ -5,18 +5,20 @@ #' Channels of the 2007-2009 Recession" by Stock and Watson (2012), #' but also contains several additional series. #' The currently included dataset is from April 2019, contains observations -#' from 1959Q1 until 2018Q4, and has been subset to series that are -#' in public domain. +#' from 1959Q1 until 2018Q4, and has been subset to series that either are +#' in public domain, or we were given permission to use. #' #' For further details see McCracken and Ng (2016) or the dataset's appendix at #' \url{https://research.stlouisfed.org/econ/mccracken/fred-databases/}. +#' The FRED-QD database is made available under a modified ODC-BY 1.0 license, +#' which can be found in the provided \emph{LICENSE} file. #' Thanks to Michael McCracken, Adrienne Brennecke and the Federal Reserve -#' Bank of St. Louis the FRED-QD database is made available under a modified -#' ODC-BY 1.0 licence, which can be found in the provided \emph{LICENSE} file. +#' Bank of St. Louis for making this database available and their +#' responsiveness and help regarding licensing issues. #' #' @docType data #' -#' @format A \code{data.frame} with 240 observations of 203 (248) variables. +#' @format A \code{data.frame} with 240 observations of 234 (248) variables. #' #' @keywords dataset FRED macroeconomics #' diff --git a/cran-comments.md b/cran-comments.md index f60619c..d4eb54e 100644 --- a/cran-comments.md +++ b/cran-comments.md @@ -1,3 +1,13 @@ +# v0.2.1, CRAN Update 3 / FRED-QD ODC-BY 1.0 + +- Clarify exact ToU of the FRED-QD dataset with St. Louis Fed +- Comply with the new modified ODC-BY 1.0 for FRED-QD + - Mention and add license to LICENSE file (linked in DESCRIPTION) + - Add copyrighted series for which we have permission to use + - Mention updates and license in the data documentation +- Fix and improve documentation + + # v0.2.0, CRAN Update 2 / JSS Revision 1 - Extend methods further diff --git a/man/fred_qd.Rd b/man/fred_qd.Rd index a71ffde..4bc31a9 100644 --- a/man/fred_qd.Rd +++ b/man/fred_qd.Rd @@ -4,7 +4,7 @@ \name{fred_qd} \alias{fred_qd} \title{FRED-QD: Quarterly Database for Macroeconomic Research} -\format{A \code{data.frame} with 240 observations of 203 (248) variables.} +\format{A \code{data.frame} with 240 observations of 234 (248) variables.} \source{ \url{https://research.stlouisfed.org/econ/mccracken/fred-databases/} } @@ -14,22 +14,26 @@ fred_qd \description{ FRED-QD is a quarterly frequency companion to FRED-MD, a large macroeconomic database. It is designed to emulate the dataset used in "Disentangling the -Channels of the 2007-2009 Recession" by Stock and Watson (2012) +Channels of the 2007-2009 Recession" by Stock and Watson (2012), but also contains several additional series. -The included dataset is from April 2019 and contains observations from -1959Q1 until 2018Q4. +The currently included dataset is from April 2019, contains observations +from 1959Q1 until 2018Q4, and has been subset to series that either are +in public domain, or we were given permission to use. } \details{ For further details see McCracken and Ng (2016) or the dataset's appendix at -\url{https://research.stlouisfed.org/econ/mccracken/fred-databases/}. The -dataset included is a subset of the full FRED-QD with the 203 of 248 -variables that are in public domain. +\url{https://research.stlouisfed.org/econ/mccracken/fred-databases/}. +The FRED-QD database is made available under a modified ODC-BY 1.0 license, +which can be found in the provided \emph{LICENSE} file. +Thanks to Michael McCracken, Adrienne Brennecke and the Federal Reserve +Bank of St. Louis for making this database available and their +responsiveness and help regarding licensing issues. } \references{ McCracken, M. W., and Ng, S. (2016). FRED-MD: A Monthly Database for Macroeconomic Research. Journal of Business & Economic Statistics, 34, 574-589. \url{https://doi.org/10.1080/07350015.2015.1086655} Stock, J. H. and Watson, M. W. (2012). Disentangling the Channels of the 2007-2009 Recession. NBER Working Paper Series, 18094. \url{https://doi.org/10.3386/w18094} } -\keyword{datasets} -\keyword{fred} +\keyword{FRED} +\keyword{dataset} \keyword{macroeconomics} diff --git a/scripts/replication_script.R b/scripts/replication_script.R index 5b5ad39..ee26f7b 100644 --- a/scripts/replication_script.R +++ b/scripts/replication_script.R @@ -5,7 +5,7 @@ # Preliminaries ----------------------------------------------------------- -install.packages("BVAR") # Version 0.2.0 +install.packages("BVAR") # Version 0.2.1 set.seed(42) library("BVAR")