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base repository: ygeunkim/bvhar
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base: v1.1.0
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head repository: ygeunkim/bvhar
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compare: be0ec554561afc9984489bde68c2df05aa7dcece
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  • 2 commits
  • 12 files changed
  • 1 contributor

Commits on Dec 18, 2023

  1. have cran checked for v1.1.0

    ygeunkim committed Dec 18, 2023
    Copy the full SHA
    09b8d07 View commit details
  2. skip some tests in cran submission

    ygeunkim committed Dec 18, 2023
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    be0ec55 View commit details
7 changes: 7 additions & 0 deletions README.Rmd
Original file line number Diff line number Diff line change
@@ -188,6 +188,13 @@ autoplot(forecast_var, x_cut = 870, ci_alpha = .7, type = "wrap") +
autolayer(forecast_bvhar_v2, ci_alpha = .1)
```

## Citation

Please cite this package with following BibTeX:

```{r cite-pkg, echo=FALSE, comment=NULL}
toBibtex(citation("bvhar", auto = FALSE))
```

## Code of Conduct

20 changes: 20 additions & 0 deletions README.md
Original file line number Diff line number Diff line change
@@ -269,6 +269,26 @@ autoplot(forecast_var, x_cut = 870, ci_alpha = .7, type = "wrap") +

<img src="man/figures/README-predfig-1.png" width="70%" style="display: block; margin: auto;" />

## Citation

Please cite this package with following BibTeX:

@Manual{,
title = {{bvhar}: Bayesian Vector Heterogeneous Autoregressive Modeling},
author = {Young Geun Kim and Changryong Baek},
year = {2023},
note = {R package version 1.1.0},
url = {https://cran.r-project.org/package=bvhar},
}

@Article{,
title = {Bayesian Vector Heterogeneous Autoregressive Modeling},
author = {Young Geun Kim and Changryong Baek},
journal = {Journal of Statistical Computation and Simulation},
year = {2023},
doi = {10.1080/00949655.2023.2281644},
}

## Code of Conduct

Please note that the bvhar project is released with a [Contributor Code
6 changes: 6 additions & 0 deletions _pkgdown.yml
Original file line number Diff line number Diff line change
@@ -50,8 +50,10 @@ reference:
contents:
- bvar_minnesota
- bvar_flat
- bvar_niwhm
- bvar_sv
- bvar_ssvs
- bvar_horseshoe

- title: BVHAR
desc: >
@@ -100,6 +102,7 @@ reference:
- fromse
- spne
- relspne
- lpl

- title: Tuning
desc: ~
@@ -150,6 +153,7 @@ reference:
- sim_mniw
- sim_mvt
- sim_ssvs_var
- sim_horseshoe_var

- title: Data
desc: ~
@@ -201,3 +205,5 @@ news:
href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.1
- text: "Version 1.0.2"
href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.2
- text: "Version 1.1.0"
href: https://github.com/ygeunkim/bvhar/releases/tag/v1.1.0
2 changes: 1 addition & 1 deletion inst/CITATION
Original file line number Diff line number Diff line change
@@ -26,7 +26,7 @@ bibentry(
person(given = "Changryong", family = "Baek")
),
journal = "Journal of Statistical Computation and Simulation",
year = "2023+",
year = "2023",
#volume = {},
#number = {},
#pages = {},
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48 changes: 26 additions & 22 deletions revdep/README.md
Original file line number Diff line number Diff line change
@@ -1,30 +1,34 @@
# Platform

|field |value |
|:--------|:----------------------------------------|
|version |R version 4.3.2 (2023-10-31) |
|os |macOS Sonoma 14.1.2 |
|system |x86_64, darwin20 |
|ui |RStudio |
|language |(EN) |
|collate |en_US.UTF-8 |
|ctype |en_US.UTF-8 |
|tz |Asia/Seoul |
|date |2023-12-06 |
|rstudio |2023.09.1+494 Desert Sunflower (desktop) |
|pandoc |3.1.9 @ /usr/local/bin/ (via rmarkdown) |
|field |value |
|:--------|:-------------------------------------------|
|version |R version 4.3.2 (2023-10-31) |
|os |macOS Ventura 13.6.3 |
|system |aarch64, darwin20 |
|ui |RStudio |
|language |(EN) |
|collate |en_US.UTF-8 |
|ctype |en_US.UTF-8 |
|tz |Asia/Seoul |
|date |2023-12-18 |
|rstudio |2023.06.0+421 Mountain Hydrangea (desktop) |
|pandoc |3.1.11 @ /opt/homebrew/bin/ (via rmarkdown) |

# Dependencies

|package |old |new |Δ |
|:-----------|:-----|:-----|:--|
|bvhar |1.0.1 |1.0.2 |* |
|checkmate |NA |2.3.1 |* |
|dplyr |NA |1.1.4 |* |
|matrixStats |NA |1.1.0 |* |
|scales |NA |1.3.0 |* |
|stringi |NA |1.8.2 |* |
|stringr |NA |1.5.1 |* |
|package |old |new |Δ |
|:-----------|:-----|:--------|:--|
|bvhar |1.0.2 |1.1.0 |* |
|checkmate |NA |2.3.1 |* |
|cli |NA |3.6.2 |* |
|cpp11 |NA |0.4.7 |* |
|fansi |NA |1.0.6 |* |
|ggridges |NA |0.5.5 |* |
|matrixStats |NA |1.2.0 |* |
|scales |NA |1.3.0 |* |
|stringi |NA |1.8.3 |* |
|tensorA |NA |0.36.2.1 |* |
|vctrs |NA |0.6.5 |* |

# Revdeps

2 changes: 2 additions & 0 deletions tests/testthat/test-forecast.R
Original file line number Diff line number Diff line change
@@ -1,5 +1,7 @@
# VAR----------------------------------
test_that("Test for varlse forecast", {
skip_on_cran()

num_col <- 3
fit_var <- var_lm(etf_vix[, 1:3], 2)
fit_vhar <- vhar_lm(etf_vix[, 1:3])
2 changes: 2 additions & 0 deletions tests/testthat/test-stable-process.R
Original file line number Diff line number Diff line change
@@ -1,4 +1,6 @@
test_that("Stable root", {
skip_on_cran()

test_lag <- 3
num_col <- 2
fit_test_var <- var_lm(etf_vix[, seq_len(num_col)], test_lag)
2 changes: 2 additions & 0 deletions tests/testthat/test-summary-varlse.R
Original file line number Diff line number Diff line change
@@ -1,4 +1,6 @@
test_that("VAR Coefficients Summary Table", {
skip_on_cran()

test_lag <- 3
num_col <- 2
fit_test_var <- var_lm(etf_vix[, seq_len(num_col)], test_lag)
2 changes: 2 additions & 0 deletions tests/testthat/test-summary-vharlse.R
Original file line number Diff line number Diff line change
@@ -1,4 +1,6 @@
test_that("VHAR Coefficients Summary Table", {
skip_on_cran()

num_col <- 2
fit_test_vhar <- vhar_lm(etf_vix[, seq_len(num_col)])
fit_vhar_summary <- summary(fit_test_vhar)
4 changes: 4 additions & 0 deletions tests/testthat/test-varlse.R
Original file line number Diff line number Diff line change
@@ -1,5 +1,7 @@
# var_lm()-------------------------
test_that("Test for varlse class", {
skip_on_cran()

test_lag <- 3
fit_test_var <- var_lm(etf_vix, test_lag)
num_col <- ncol(etf_vix)
@@ -34,6 +36,8 @@ test_that("Test for varlse class", {
})

test_that("Computation Methods", {
skip_on_cran()

test_lag <- 3
fit_test_nor <- var_lm(etf_vix[, 1:3], test_lag)
fit_test_llt <- var_lm(etf_vix[, 1:3], test_lag, method = "chol")
4 changes: 4 additions & 0 deletions tests/testthat/test-vharlse.R
Original file line number Diff line number Diff line change
@@ -1,5 +1,7 @@
# Components of vharlse--------------
test_that("Test for vharlse class", {
skip_on_cran()

fit_test_vhar <- vhar_lm(etf_vix)
num_col <- ncol(etf_vix)
num_row <- nrow(etf_vix)
@@ -33,6 +35,8 @@ test_that("Test for vharlse class", {
})

test_that("Computation Methods", {
skip_on_cran()

fit_test_nor <- vhar_lm(etf_vix[, 1:3])
fit_test_llt <- vhar_lm(etf_vix[, 1:3], method = "chol")
fit_test_qr <- vhar_lm(etf_vix[, 1:3], method = "qr")