https://github.com/cran/dse
Raw File
Tip revision: 255d6b0f2bb198b3fdf1ac04a994762b381b07a7 authored by Paul Gilbert on 26 February 2020, 06:10:02 UTC
version 2020.2-1
Tip revision: 255d6b0
NAMESPACE
useDynLib(dse)

##useDynLib(dse, simss_sym=simss, simrma_sym=simrma, 
##  arma_sym=arma, kf_sym=kf, smooth_sym=smooth,
##  rmaprj_sym=rmaprj, kfprj_sym=kfprj, datepr_sym=datepr, rmaepr_sym=rmaepr,
##  kfepr_sym=kfepr, 
##  genda_sym=genda, gendk_sym=gendk)
##
##export(genda_sym, gendk_sym)

import("stats")
import("graphics")
importFrom("grDevices", "dev.cur")
importFrom("utils", "packageDescription")

import("tframe")
import("tfplot")
import("setRNG")


export("DSEversion")
export(".DSEflags")

S3method("residuals", "TSestModel")

export("acf")
S3method("acf", "default")
S3method("acf", "TSdata")
S3method("acf", "TSestModel")

S3method("print", "TSestModel")
S3method("print", "SS")
S3method("print", "ARMA")
S3method("print", "TSdata")

S3method("summary", "TSdata")
S3method("summary", "SS")
S3method("summary", "ARMA")
S3method("summary", "TSestModel")

S3method("print", "summary.TSdata")
S3method("print", "summary.SS")
S3method("print", "summary.ARMA")
S3method("print", "summary.TSestModel")

S3method("Tobs", "TSdata")
S3method("Tobs", "TSestModel")

S3method("start", "TSdata")
S3method("start", "TSestModel")

S3method("end", "TSdata")
S3method("end", "TSestModel")

S3method("frequency", "TSdata")
S3method("frequency", "TSestModel")

S3method("tframed", "TSdata")
S3method("tframe<-", "TSdata")
S3method("tfwindow", "TSdata")
S3method("tbind", "TSdata")
S3method("trimNA", "TSdata")
S3method("window", "TSdata")

S3method("tfplot", "TSdata")
S3method("tfplot", "TSestModel")
S3method("tfplot", "multiModelHorizonForecasts")

S3method("seriesNames", "TSdata")
S3method("seriesNames", "TSmodel")
S3method("seriesNames", "TSestModel")
S3method("seriesNames<-", "TSdata")
S3method("seriesNames<-", "TSmodel")
S3method("seriesNames<-", "TSestModel")

S3method("testEqual", "ARMA")
S3method("testEqual", "SS")
S3method("testEqual", "TSdata")
S3method("testEqual", "TSmodel")
S3method("testEqual", "TSestModel")

export("McMillanDegree")
S3method("McMillanDegree", "ARMA")
S3method("McMillanDegree", "SS")
S3method("McMillanDegree", "TSestModel")

export("stability")
S3method("stability", "ARMA")
S3method("stability", "roots")
S3method("stability", "TSmodel")
S3method("stability", "TSestModel")

export("roots")
S3method("roots", "SS")
S3method("roots", "ARMA")
S3method("roots", "TSestModel")

S3method("plot", "roots")

export("addPlotRoots")

export("observability")
S3method("observability", "ARMA")
S3method("observability", "SS")
S3method("observability", "TSestModel")

export("reachability")
S3method("reachability", "ARMA")
S3method("reachability", "SS")
S3method("reachability", "TSestModel")

export("checkBalance")
S3method("checkBalance", "SS")
S3method("checkBalance", "ARMA")
S3method("checkBalance", "TSestModel")

export("checkBalanceMittnik")
S3method("checkBalanceMittnik", "ARMA")
S3method("checkBalanceMittnik", "SS")
S3method("checkBalanceMittnik", "TSestModel")

export("toSS")
S3method("toSS", "ARMA")
S3method("toSS", "SS")
S3method("toSS", "TSestModel")

export("toSSaugment")
S3method("toSSaugment", "ARMA")
S3method("toSSaugment", "TSestModel")

export("toSSnested")
S3method("toSSnested", "SS")
S3method("toSSnested", "ARMA")
S3method("toSSnested", "TSestModel")

export("gmap")
##export("findg")
export("fixConstants")

export("toSSinnov")

export("toSSOform")
S3method("toSSOform", "TSmodel")
S3method("toSSOform", "TSestModel")

export("fixF")

export("toSSChol")
S3method("toSSChol", "TSmodel")
S3method("toSSChol", "TSestModel")

export("toARMA")
S3method("toARMA", "ARMA")
S3method("toARMA", "SS")
S3method("toARMA", "TSestModel")

export("Riccati")
export("markovParms")
export("characteristicPoly")
export("companionMatrix")
export("polyvalue")
export("polydet")
export("polyprod")
export("polysum")
export("polyrootDet")

export("nstates")
S3method("nstates", "SS")
S3method("nstates", "ARMA")
S3method("nstates", "TSestModel")

export("nseriesInput")
S3method("nseriesInput", "default")
S3method("nseriesInput", "TSdata")
S3method("nseriesInput", "SS")
S3method("nseriesInput", "ARMA")
S3method("nseriesInput", "TSestModel")

export("nseriesOutput")
S3method("nseriesOutput", "default")
S3method("nseriesOutput", "TSdata")
S3method("nseriesOutput", "SS")
S3method("nseriesOutput", "ARMA")
S3method("nseriesOutput", "TSestModel")

export("checkConsistentDimensions")
S3method("checkConsistentDimensions", "default")
S3method("checkConsistentDimensions", "ARMA")
S3method("checkConsistentDimensions", "SS")
S3method("checkConsistentDimensions", "TSdata")
S3method("checkConsistentDimensions", "TSestModel")

export("TSestModel")
S3method("TSestModel", "TSestModel")

export("is.TSestModel")

export("TSmodel")
S3method("TSmodel", "TSmodel")
S3method("TSmodel", "TSestModel")

export("is.TSmodel")
export("ARMA")
export("is.ARMA")

export("SS")
export("is.SS")
export("is.innov.SS")
export("is.nonInnov.SS")

S3method("coef", "TSmodel")
S3method("coef", "TSestModel")

export("coef<-")
S3method("coef<-", "default")

export("setTSmodelParameters")
S3method("setTSmodelParameters", "TSestModel")
S3method("setTSmodelParameters", "ARMA")
S3method("setTSmodelParameters", "SS")

export("setArrays")
S3method("setArrays", "ARMA")
S3method("setArrays", "SS")
S3method("setArrays", "TSestModel")

export("simulate")
S3method("simulate", "ARMA")
S3method("simulate", "SS")
S3method("simulate", "TSestModel")

export("residualStats")
export("sumSqerror")

export("l")
S3method("l", "TSdata")
S3method("l", "TSestModel")
S3method("l", "ARMA")
S3method("l", "SS")

export("smoother")
S3method("smoother", "TSmodel")
S3method("smoother", "TSestModel")

export("state")

export("estVARXls")
export("estVARXar")

##export("old.estVARXar")

export("estSSfromVARX")
export("estWtVariables")

export("estMaxLik")

S3method("estMaxLik", "TSdata")
S3method("estMaxLik", "TSmodel")
S3method("estMaxLik", "TSestModel")

export("estBlackBox")
export("estBlackBox1")
export("estSSMittnik")
export("MittnikReduction")
export("MittnikReduction.from.Hankel")

export("balanceMittnik")
export("SVDbalanceMittnik")
export("MittnikReducedModels")
export("estBlackBox2")
export("bestTSestModel")
export("estBlackBox3")
export("estBlackBox4")
export("bft")

export("Portmanteau")

export("checkResiduals")
S3method("checkResiduals", "default")
S3method("checkResiduals", "TSdata")
S3method("checkResiduals", "TSestModel")

export("informationTests")
export("informationTestsCalculations")

export("combine")
S3method("combine", "default")
S3method("combine", "TSdata")

S3method("percentChange", "TSdata")
S3method("percentChange", "TSestModel")

S3method("scale", "TSdata")
S3method("scale", "TSestModel")
S3method("scale", "ARMA")
S3method("scale", "innov")
S3method("scale", "nonInnov")

export("checkScale")
S3method("checkScale", "TSestModel")
S3method("checkScale", "TSmodel")

export("TobsInput")
S3method("TobsInput", "TSdata")
S3method("TobsInput", "TSestModel")
export("TobsOutput")
S3method("TobsOutput", "TSdata")
S3method("TobsOutput", "TSestModel")
export("startInput")
S3method("startInput", "TSdata")
S3method("startInput", "TSestModel")
export("startOutput")
S3method("startOutput", "TSdata")
S3method("startOutput", "TSestModel")
export("endInput")
S3method("endInput", "TSdata")
S3method("endInput", "TSestModel")
export("endOutput")
S3method("endOutput", "TSdata")
S3method("endOutput", "TSestModel")
export("frequencyInput")
S3method("frequencyInput", "TSdata")
S3method("frequencyInput", "TSestModel")
export("frequencyOutput")
S3method("frequencyOutput", "TSdata")
S3method("frequencyOutput", "TSestModel")

export("inputData")
S3method("inputData", "default")
S3method("inputData", "TSdata")
S3method("inputData", "TSestModel")

export("inputData<-")
S3method("inputData<-", "default")
S3method("inputData<-", "TSdata")

export("outputData")
S3method("outputData", "default")
S3method("outputData", "TSdata")
S3method("outputData", "TSestModel")

export("outputData<-")
S3method("outputData<-", "default")
S3method("outputData<-", "TSdata")

export("seriesNamesInput")
S3method("seriesNamesInput", "TSdata")
S3method("seriesNamesInput", "TSmodel")
S3method("seriesNamesInput", "TSestModel")

export("seriesNamesInput<-")
S3method("seriesNamesInput<-", "TSdata")
S3method("seriesNamesInput<-", "TSmodel")
S3method("seriesNamesInput<-", "TSestModel")

export("seriesNamesOutput")
S3method("seriesNamesOutput", "TSdata")
S3method("seriesNamesOutput", "TSmodel")
S3method("seriesNamesOutput", "TSestModel")

export("seriesNamesOutput<-")
S3method("seriesNamesOutput<-", "TSdata")
S3method("seriesNamesOutput<-", "TSmodel")
S3method("seriesNamesOutput<-", "TSestModel")

export("TSdata")
S3method("TSdata", "default")
S3method("TSdata", "TSdata")
S3method("TSdata", "TSestModel")

export("is.TSdata")
export("as.TSdata")
export("DSE.ar")
export("criteria.table.heading")
export("criteria.table.legend")
export("criteria.table.nheading")

export("estVARXmean.correction")
export("fake.TSestModel.missing.data")
export("printTestValue")
export("svd.criteria")
export("makeTSnoise")

## it seems dataset should not be exported
##export("eg1.DSE.data")
##export("eg1.DSE.data.diff")
##export("eg1.dat")
##export("egJofF.1dec93.data")

###################### from dse2   #############################

S3method("print", "forecastCov")
S3method("print", "forecastCovEstimatorsWRTdata.subsets")
S3method("print", "forecastCovEstimatorsWRTtrue")

S3method("summary", "forecastCov")
S3method("summary", "forecastCovEstimatorsWRTdata.subsets")
S3method("summary", "forecastCovEstimatorsWRTtrue")

S3method("print", "summary.forecastCov")
S3method("print", "summary.forecastCovEstimatorsWRTdata.subsets")
S3method("print", "summary.forecastCovEstimatorsWRTtrue")

S3method("tfplot", "featherForecasts")
S3method("tfplot", "forecast")
S3method("tfplot", "horizonForecasts")

S3method("seriesNamesInput", "forecast")
S3method("seriesNamesInput", "featherForecasts")
S3method("seriesNamesOutput", "forecast")
S3method("seriesNamesOutput", "featherForecasts")

S3method("nseries", "featherForecasts")

S3method("TSdata", "forecastCov")
S3method("TSmodel", "forecastCov")

S3method("roots", "forecastCovEstimatorsWRTtrue")

S3method("testEqual", "forecast")
S3method("testEqual", "forecastCov")
S3method("testEqual", "horizonForecasts")

export("forecast")
S3method("forecast", "TSdata")
S3method("forecast", "TSmodel")
S3method("forecast", "TSestModel")
export("is.forecast")

export("forecasts")
S3method("forecasts", "forecast")
S3method("forecasts", "featherForecasts")
S3method("forecasts", "horizonForecasts")

export("featherForecasts")
S3method("featherForecasts", "TSdata")
S3method("featherForecasts", "TSmodel")
S3method("featherForecasts", "TSestModel")
export("is.featherForecasts")

export("minimumStartupLag")
S3method("minimumStartupLag", "SS")
S3method("minimumStartupLag", "ARMA")
S3method("minimumStartupLag", "TSestModel")

export("startShift")
export("horizonForecasts")
S3method("horizonForecasts", "TSdata")
S3method("horizonForecasts", "TSmodel")
S3method("horizonForecasts", "TSestModel")
S3method("horizonForecasts", "forecastCov")
export("is.horizonForecasts")

##export("horizonForecastsCompiled")
S3method("horizonForecastsCompiled", "ARMA")
S3method("horizonForecastsCompiled", "SS")

export("estimatorsHorizonForecastsWRTdata")

export("forecastCov")
S3method("forecastCov", "TSdata")
S3method("forecastCov", "TSmodel")
S3method("forecastCov", "TSestModel")
export("is.forecastCov")

export("forecastCovReductionsWRTtrue")

##export("forecastCovCompiled")
S3method("forecastCovCompiled", "ARMA")
S3method("forecastCovCompiled", "SS")
S3method("forecastCovCompiled", "innov")
S3method("forecastCovCompiled", "nonInnov")

##export("forecastCovSingleModel")

export("totalForecastCov")

S3method("tfplot", "forecastCov")
S3method("tfplot", "forecastCovEstimatorsWRTdata")

export("outOfSample.forecastCovEstimatorsWRTdata")
export("forecastCovEstimatorsWRTdata")
export("is.forecastCovEstimatorsWRTdata")

export("extractforecastCov")
S3method("extractforecastCov", "forecastCovEstimatorsWRTdata")
S3method("extractforecastCov", "forecastCovEstimatorsFromModel")

export("forecastCovWRTtrue")
export("is.forecastCovWRTdata")

export("forecastCovEstimatorsWRTtrue")
export("is.forecastCovEstimatorsWRTtrue")

S3method("combine", "forecastCov")
S3method("combine", "forecastCovEstimatorsWRTdata")
S3method("combine", "forecastCovEstimatorsWRTtrue") 

export("estimateModels")
export("is.estimatedModels")

S3method("print",     "estimatedModels")
S3method("summary",   "estimatedModels")
S3method("roots",     "estimatedModels")
S3method("testEqual", "estimatedModels")

S3method("print", "summary.estimatedModels")

export("is.forecastCovEstimatorsWRTdata.subsets")
export("minForecastCov")
export("selectForecastCov")
export("excludeForecastCov")

#### deprecate ?
export("phasePlots")
export("shockDecomposition")
##export("mineStepwise")
export("permute")
export("stripMine")
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