diff --git a/.Rbuildignore b/.Rbuildignore new file mode 100644 index 00000000..ebe6a0b2 --- /dev/null +++ b/.Rbuildignore @@ -0,0 +1,5 @@ +^.*\.Rproj$ +^\.Rproj\.user$ +^Makefile$ +^data-raw$ +^README\.Rmd$ diff --git a/.gitignore b/.gitignore new file mode 100644 index 00000000..7b732e72 --- /dev/null +++ b/.gitignore @@ -0,0 +1,5 @@ +.Rproj.user +.Rhistory +.RData +.Ruserdata +.DS_Store diff --git a/DESCRIPTION b/DESCRIPTION new file mode 100644 index 00000000..9ab5ffd2 --- /dev/null +++ b/DESCRIPTION @@ -0,0 +1,28 @@ +Package: tsibble +Type: Package +Title: Temporal Data Frames +Version: 0.0.0.9000 +Authors@R: person("Earo", "Wang", email = "earo.wang@gmail.com", role = c("aut", "cre")) +Description: The 'tsibble' provides and works with tidy temporal data. +Depends: + R (>= 3.1.3) +Imports: + zoo, + rlang, + tidyr, + purrr, + tibble, + magrittr, + lubridate, + dplyr (>= 0.7.0) +Suggests: + knitr, + rmarkdown +VignetteBuilder: knitr +License: GPL (>= 3) +URL: http://pkg.earo.me/tsibble +BugReports: https://github.com/earowang/tsibble/issues +Encoding: UTF-8 +LazyData: true +RoxygenNote: 6.0.1 +Roxygen: list(markdown = TRUE) diff --git a/LICENSE b/LICENSE deleted file mode 100644 index 9cecc1d4..00000000 --- a/LICENSE +++ /dev/null @@ -1,674 +0,0 @@ - GNU GENERAL PUBLIC LICENSE - Version 3, 29 June 2007 - - Copyright (C) 2007 Free Software Foundation, Inc. - Everyone is permitted to copy and distribute verbatim copies - of this license document, but changing it is not allowed. - - Preamble - - The GNU General Public License is a free, copyleft license for -software and other kinds of works. - - The licenses for most software and other practical works are designed -to take away your freedom to share and change the works. By contrast, -the GNU General Public License is intended to guarantee your freedom to -share and change all versions of a program--to make sure it remains free -software for all its users. We, the Free Software Foundation, use the -GNU General Public License for most of our software; it applies also to -any other work released this way by its authors. You can apply it to -your programs, too. - - When we speak of free software, we are referring to freedom, not -price. Our General Public Licenses are designed to make sure that you -have the freedom to distribute copies of free software (and charge for -them if you wish), that you receive source code or can get it if you -want it, that you can change the software or use pieces of it in new -free programs, and that you know you can do these things. - - To protect your rights, we need to prevent others from denying you -these rights or asking you to surrender the rights. Therefore, you have -certain responsibilities if you distribute copies of the software, or if -you modify it: responsibilities to respect the freedom of others. - - For example, if you distribute copies of such a program, whether -gratis or for a fee, you must pass on to the recipients the same -freedoms that you received. You must make sure that they, too, receive -or can get the source code. And you must show them these terms so they -know their rights. - - Developers that use the GNU GPL protect your rights with two steps: -(1) assert copyright on the software, and (2) offer you this License -giving you legal permission to copy, distribute and/or modify it. - - For the developers' and authors' protection, the GPL clearly explains -that there is no warranty for this free software. For both users' and -authors' sake, the GPL requires that modified versions be marked as -changed, so that their problems will not be attributed erroneously to -authors of previous versions. - - Some devices are designed to deny users access to install or run -modified versions of the software inside them, although the manufacturer -can do so. This is fundamentally incompatible with the aim of -protecting users' freedom to change the software. The systematic -pattern of such abuse occurs in the area of products for individuals to -use, which is precisely where it is most unacceptable. Therefore, we -have designed this version of the GPL to prohibit the practice for those -products. If such problems arise substantially in other domains, we -stand ready to extend this provision to those domains in future versions -of the GPL, as needed to protect the freedom of users. - - Finally, every program is threatened constantly by software patents. -States should not allow patents to restrict development and use of -software on general-purpose computers, but in those that do, we wish to -avoid the special danger that patents applied to a free program could -make it effectively proprietary. To prevent this, the GPL assures that -patents cannot be used to render the program non-free. - - The precise terms and conditions for copying, distribution and -modification follow. - - TERMS AND CONDITIONS - - 0. Definitions. - - "This License" refers to version 3 of the GNU General Public License. - - "Copyright" also means copyright-like laws that apply to other kinds of -works, such as semiconductor masks. - - "The Program" refers to any copyrightable work licensed under this -License. Each licensee is addressed as "you". "Licensees" and -"recipients" may be individuals or organizations. - - To "modify" a work means to copy from or adapt all or part of the work -in a fashion requiring copyright permission, other than the making of an -exact copy. The resulting work is called a "modified version" of the -earlier work or a work "based on" the earlier work. - - A "covered work" means either the unmodified Program or a work based -on the Program. - - To "propagate" a work means to do anything with it that, without -permission, would make you directly or secondarily liable for -infringement under applicable copyright law, except executing it on a -computer or modifying a private copy. Propagation includes copying, -distribution (with or without modification), making available to the -public, and in some countries other activities as well. - - To "convey" a work means any kind of propagation that enables other -parties to make or receive copies. Mere interaction with a user through -a computer network, with no transfer of a copy, is not conveying. - - An interactive user interface displays "Appropriate Legal Notices" -to the extent that it includes a convenient and prominently visible -feature that (1) displays an appropriate copyright notice, and (2) -tells the user that there is no warranty for the work (except to the -extent that warranties are provided), that licensees may convey the -work under this License, and how to view a copy of this License. If -the interface presents a list of user commands or options, such as a -menu, a prominent item in the list meets this criterion. - - 1. Source Code. - - The "source code" for a work means the preferred form of the work -for making modifications to it. "Object code" means any non-source -form of a work. - - A "Standard Interface" means an interface that either is an official -standard defined by a recognized standards body, or, in the case of -interfaces specified for a particular programming language, one that -is widely used among developers working in that language. - - The "System Libraries" of an executable work include anything, other -than the work as a whole, that (a) is included in the normal form of -packaging a Major Component, but which is not part of that Major -Component, and (b) serves only to enable use of the work with that -Major Component, or to implement a Standard Interface for which an -implementation is available to the public in source code form. A -"Major Component", in this context, means a major essential component -(kernel, window system, and so on) of the specific operating system -(if any) on which the executable work runs, or a compiler used to -produce the work, or an object code interpreter used to run it. - - The "Corresponding Source" for a work in object code form means all -the source code needed to generate, install, and (for an executable -work) run the object code and to modify the work, including scripts to -control those activities. However, it does not include the work's -System Libraries, or general-purpose tools or generally available free -programs which are used unmodified in performing those activities but -which are not part of the work. For example, Corresponding Source -includes interface definition files associated with source files for -the work, and the source code for shared libraries and dynamically -linked subprograms that the work is specifically designed to require, -such as by intimate data communication or control flow between those -subprograms and other parts of the work. - - The Corresponding Source need not include anything that users -can regenerate automatically from other parts of the Corresponding -Source. - - The Corresponding Source for a work in source code form is that -same work. - - 2. Basic Permissions. - - All rights granted under this License are granted for the term of -copyright on the Program, and are irrevocable provided the stated -conditions are met. This License explicitly affirms your unlimited -permission to run the unmodified Program. The output from running a -covered work is covered by this License only if the output, given its -content, constitutes a covered work. This License acknowledges your -rights of fair use or other equivalent, as provided by copyright law. - - You may make, run and propagate covered works that you do not -convey, without conditions so long as your license otherwise remains -in force. You may convey covered works to others for the sole purpose -of having them make modifications exclusively for you, or provide you -with facilities for running those works, provided that you comply with -the terms of this License in conveying all material for which you do -not control copyright. Those thus making or running the covered works -for you must do so exclusively on your behalf, under your direction -and control, on terms that prohibit them from making any copies of -your copyrighted material outside their relationship with you. - - Conveying under any other circumstances is permitted solely under -the conditions stated below. Sublicensing is not allowed; section 10 -makes it unnecessary. - - 3. Protecting Users' Legal Rights From Anti-Circumvention Law. - - No covered work shall be deemed part of an effective technological -measure under any applicable law fulfilling obligations under article -11 of the WIPO copyright treaty adopted on 20 December 1996, or -similar laws prohibiting or restricting circumvention of such -measures. - - When you convey a covered work, you waive any legal power to forbid -circumvention of technological measures to the extent such circumvention -is effected by exercising rights under this License with respect to -the covered work, and you disclaim any intention to limit operation or -modification of the work as a means of enforcing, against the work's -users, your or third parties' legal rights to forbid circumvention of -technological measures. - - 4. Conveying Verbatim Copies. - - You may convey verbatim copies of the Program's source code as you -receive it, in any medium, provided that you conspicuously and -appropriately publish on each copy an appropriate copyright notice; -keep intact all notices stating that this License and any -non-permissive terms added in accord with section 7 apply to the code; -keep intact all notices of the absence of any warranty; and give all -recipients a copy of this License along with the Program. - - You may charge any price or no price for each copy that you convey, -and you may offer support or warranty protection for a fee. - - 5. Conveying Modified Source Versions. - - You may convey a work based on the Program, or the modifications to -produce it from the Program, in the form of source code under the -terms of section 4, provided that you also meet all of these conditions: - - a) The work must carry prominent notices stating that you modified - it, and giving a relevant date. - - b) The work must carry prominent notices stating that it is - released under this License and any conditions added under section - 7. This requirement modifies the requirement in section 4 to - "keep intact all notices". - - c) You must license the entire work, as a whole, under this - License to anyone who comes into possession of a copy. This - License will therefore apply, along with any applicable section 7 - additional terms, to the whole of the work, and all its parts, - regardless of how they are packaged. This License gives no - permission to license the work in any other way, but it does not - invalidate such permission if you have separately received it. - - d) If the work has interactive user interfaces, each must display - Appropriate Legal Notices; however, if the Program has interactive - interfaces that do not display Appropriate Legal Notices, your - work need not make them do so. - - A compilation of a covered work with other separate and independent -works, which are not by their nature extensions of the covered work, -and which are not combined with it such as to form a larger program, -in or on a volume of a storage or distribution medium, is called an -"aggregate" if the compilation and its resulting copyright are not -used to limit the access or legal rights of the compilation's users -beyond what the individual works permit. Inclusion of a covered work -in an aggregate does not cause this License to apply to the other -parts of the aggregate. - - 6. Conveying Non-Source Forms. - - You may convey a covered work in object code form under the terms -of sections 4 and 5, provided that you also convey the -machine-readable Corresponding Source under the terms of this License, -in one of these ways: - - a) Convey the object code in, or embodied in, a physical product - (including a physical distribution medium), accompanied by the - Corresponding Source fixed on a durable physical medium - customarily used for software interchange. - - b) Convey the object code in, or embodied in, a physical product - (including a physical distribution medium), accompanied by a - written offer, valid for at least three years and valid for as - long as you offer spare parts or customer support for that product - model, to give anyone who possesses the object code either (1) a - copy of the Corresponding Source for all the software in the - product that is covered by this License, on a durable physical - medium customarily used for software interchange, for a price no - more than your reasonable cost of physically performing this - conveying of source, or (2) access to copy the - Corresponding Source from a network server at no charge. - - c) Convey individual copies of the object code with a copy of the - written offer to provide the Corresponding Source. This - alternative is allowed only occasionally and noncommercially, and - only if you received the object code with such an offer, in accord - with subsection 6b. - - d) Convey the object code by offering access from a designated - place (gratis or for a charge), and offer equivalent access to the - Corresponding Source in the same way through the same place at no - further charge. You need not require recipients to copy the - Corresponding Source along with the object code. If the place to - copy the object code is a network server, the Corresponding Source - may be on a different server (operated by you or a third party) - that supports equivalent copying facilities, provided you maintain - clear directions next to the object code saying where to find the - Corresponding Source. Regardless of what server hosts the - Corresponding Source, you remain obligated to ensure that it is - available for as long as needed to satisfy these requirements. - - e) Convey the object code using peer-to-peer transmission, provided - you inform other peers where the object code and Corresponding - Source of the work are being offered to the general public at no - charge under subsection 6d. - - A separable portion of the object code, whose source code is excluded -from the Corresponding Source as a System Library, need not be -included in conveying the object code work. - - A "User Product" is either (1) a "consumer product", which means any -tangible personal property which is normally used for personal, family, -or household purposes, or (2) anything designed or sold for incorporation -into a dwelling. In determining whether a product is a consumer product, -doubtful cases shall be resolved in favor of coverage. For a particular -product received by a particular user, "normally used" refers to a -typical or common use of that class of product, regardless of the status -of the particular user or of the way in which the particular user -actually uses, or expects or is expected to use, the product. A product -is a consumer product regardless of whether the product has substantial -commercial, industrial or non-consumer uses, unless such uses represent -the only significant mode of use of the product. - - "Installation Information" for a User Product means any methods, -procedures, authorization keys, or other information required to install -and execute modified versions of a covered work in that User Product from -a modified version of its Corresponding Source. The information must -suffice to ensure that the continued functioning of the modified object -code is in no case prevented or interfered with solely because -modification has been made. - - If you convey an object code work under this section in, or with, or -specifically for use in, a User Product, and the conveying occurs as -part of a transaction in which the right of possession and use of the -User Product is transferred to the recipient in perpetuity or for a -fixed term (regardless of how the transaction is characterized), the -Corresponding Source conveyed under this section must be accompanied -by the Installation Information. But this requirement does not apply -if neither you nor any third party retains the ability to install -modified object code on the User Product (for example, the work has -been installed in ROM). - - The requirement to provide Installation Information does not include a -requirement to continue to provide support service, warranty, or updates -for a work that has been modified or installed by the recipient, or for -the User Product in which it has been modified or installed. Access to a -network may be denied when the modification itself materially and -adversely affects the operation of the network or violates the rules and -protocols for communication across the network. - - Corresponding Source conveyed, and Installation Information provided, -in accord with this section must be in a format that is publicly -documented (and with an implementation available to the public in -source code form), and must require no special password or key for -unpacking, reading or copying. - - 7. Additional Terms. - - "Additional permissions" are terms that supplement the terms of this -License by making exceptions from one or more of its conditions. -Additional permissions that are applicable to the entire Program shall -be treated as though they were included in this License, to the extent -that they are valid under applicable law. If additional permissions -apply only to part of the Program, that part may be used separately -under those permissions, but the entire Program remains governed by -this License without regard to the additional permissions. - - When you convey a copy of a covered work, you may at your option -remove any additional permissions from that copy, or from any part of -it. (Additional permissions may be written to require their own -removal in certain cases when you modify the work.) You may place -additional permissions on material, added by you to a covered work, -for which you have or can give appropriate copyright permission. - - Notwithstanding any other provision of this License, for material you -add to a covered work, you may (if authorized by the copyright holders of -that material) supplement the terms of this License with terms: - - a) Disclaiming warranty or limiting liability differently from the - terms of sections 15 and 16 of this License; or - - b) Requiring preservation of specified reasonable legal notices or - author attributions in that material or in the Appropriate Legal - Notices displayed by works containing it; or - - c) Prohibiting misrepresentation of the origin of that material, or - requiring that modified versions of such material be marked in - reasonable ways as different from the original version; or - - d) Limiting the use for publicity purposes of names of licensors or - authors of the material; or - - e) Declining to grant rights under trademark law for use of some - trade names, trademarks, or service marks; or - - f) Requiring indemnification of licensors and authors of that - material by anyone who conveys the material (or modified versions of - it) with contractual assumptions of liability to the recipient, for - any liability that these contractual assumptions directly impose on - those licensors and authors. - - All other non-permissive additional terms are considered "further -restrictions" within the meaning of section 10. If the Program as you -received it, or any part of it, contains a notice stating that it is -governed by this License along with a term that is a further -restriction, you may remove that term. If a license document contains -a further restriction but permits relicensing or conveying under this -License, you may add to a covered work material governed by the terms -of that license document, provided that the further restriction does -not survive such relicensing or conveying. - - If you add terms to a covered work in accord with this section, you -must place, in the relevant source files, a statement of the -additional terms that apply to those files, or a notice indicating -where to find the applicable terms. - - Additional terms, permissive or non-permissive, may be stated in the -form of a separately written license, or stated as exceptions; -the above requirements apply either way. - - 8. Termination. - - You may not propagate or modify a covered work except as expressly -provided under this License. Any attempt otherwise to propagate or -modify it is void, and will automatically terminate your rights under -this License (including any patent licenses granted under the third -paragraph of section 11). - - However, if you cease all violation of this License, then your -license from a particular copyright holder is reinstated (a) -provisionally, unless and until the copyright holder explicitly and -finally terminates your license, and (b) permanently, if the copyright -holder fails to notify you of the violation by some reasonable means -prior to 60 days after the cessation. - - Moreover, your license from a particular copyright holder is -reinstated permanently if the copyright holder notifies you of the -violation by some reasonable means, this is the first time you have -received notice of violation of this License (for any work) from that -copyright holder, and you cure the violation prior to 30 days after -your receipt of the notice. - - Termination of your rights under this section does not terminate the -licenses of parties who have received copies or rights from you under -this License. If your rights have been terminated and not permanently -reinstated, you do not qualify to receive new licenses for the same -material under section 10. - - 9. Acceptance Not Required for Having Copies. - - You are not required to accept this License in order to receive or -run a copy of the Program. Ancillary propagation of a covered work -occurring solely as a consequence of using peer-to-peer transmission -to receive a copy likewise does not require acceptance. However, -nothing other than this License grants you permission to propagate or -modify any covered work. These actions infringe copyright if you do -not accept this License. Therefore, by modifying or propagating a -covered work, you indicate your acceptance of this License to do so. - - 10. Automatic Licensing of Downstream Recipients. - - Each time you convey a covered work, the recipient automatically -receives a license from the original licensors, to run, modify and -propagate that work, subject to this License. You are not responsible -for enforcing compliance by third parties with this License. - - An "entity transaction" is a transaction transferring control of an -organization, or substantially all assets of one, or subdividing an -organization, or merging organizations. If propagation of a covered -work results from an entity transaction, each party to that -transaction who receives a copy of the work also receives whatever -licenses to the work the party's predecessor in interest had or could -give under the previous paragraph, plus a right to possession of the -Corresponding Source of the work from the predecessor in interest, if -the predecessor has it or can get it with reasonable efforts. - - You may not impose any further restrictions on the exercise of the -rights granted or affirmed under this License. For example, you may -not impose a license fee, royalty, or other charge for exercise of -rights granted under this License, and you may not initiate litigation -(including a cross-claim or counterclaim in a lawsuit) alleging that -any patent claim is infringed by making, using, selling, offering for -sale, or importing the Program or any portion of it. - - 11. Patents. - - A "contributor" is a copyright holder who authorizes use under this -License of the Program or a work on which the Program is based. The -work thus licensed is called the contributor's "contributor version". - - A contributor's "essential patent claims" are all patent claims -owned or controlled by the contributor, whether already acquired or -hereafter acquired, that would be infringed by some manner, permitted -by this License, of making, using, or selling its contributor version, -but do not include claims that would be infringed only as a -consequence of further modification of the contributor version. For -purposes of this definition, "control" includes the right to grant -patent sublicenses in a manner consistent with the requirements of -this License. - - Each contributor grants you a non-exclusive, worldwide, royalty-free -patent license under the contributor's essential patent claims, to -make, use, sell, offer for sale, import and otherwise run, modify and -propagate the contents of its contributor version. - - In the following three paragraphs, a "patent license" is any express -agreement or commitment, however denominated, not to enforce a patent -(such as an express permission to practice a patent or covenant not to -sue for patent infringement). To "grant" such a patent license to a -party means to make such an agreement or commitment not to enforce a -patent against the party. - - If you convey a covered work, knowingly relying on a patent license, -and the Corresponding Source of the work is not available for anyone -to copy, free of charge and under the terms of this License, through a -publicly available network server or other readily accessible means, -then you must either (1) cause the Corresponding Source to be so -available, or (2) arrange to deprive yourself of the benefit of the -patent license for this particular work, or (3) arrange, in a manner -consistent with the requirements of this License, to extend the patent -license to downstream recipients. "Knowingly relying" means you have -actual knowledge that, but for the patent license, your conveying the -covered work in a country, or your recipient's use of the covered work -in a country, would infringe one or more identifiable patents in that -country that you have reason to believe are valid. - - If, pursuant to or in connection with a single transaction or -arrangement, you convey, or propagate by procuring conveyance of, a -covered work, and grant a patent license to some of the parties -receiving the covered work authorizing them to use, propagate, modify -or convey a specific copy of the covered work, then the patent license -you grant is automatically extended to all recipients of the covered -work and works based on it. - - A patent license is "discriminatory" if it does not include within -the scope of its coverage, prohibits the exercise of, or is -conditioned on the non-exercise of one or more of the rights that are -specifically granted under this License. You may not convey a covered -work if you are a party to an arrangement with a third party that is -in the business of distributing software, under which you make payment -to the third party based on the extent of your activity of conveying -the work, and under which the third party grants, to any of the -parties who would receive the covered work from you, a discriminatory -patent license (a) in connection with copies of the covered work -conveyed by you (or copies made from those copies), or (b) primarily -for and in connection with specific products or compilations that -contain the covered work, unless you entered into that arrangement, -or that patent license was granted, prior to 28 March 2007. - - Nothing in this License shall be construed as excluding or limiting -any implied license or other defenses to infringement that may -otherwise be available to you under applicable patent law. - - 12. No Surrender of Others' Freedom. - - If conditions are imposed on you (whether by court order, agreement or -otherwise) that contradict the conditions of this License, they do not -excuse you from the conditions of this License. If you cannot convey a -covered work so as to satisfy simultaneously your obligations under this -License and any other pertinent obligations, then as a consequence you may -not convey it at all. For example, if you agree to terms that obligate you -to collect a royalty for further conveying from those to whom you convey -the Program, the only way you could satisfy both those terms and this -License would be to refrain entirely from conveying the Program. - - 13. Use with the GNU Affero General Public License. - - Notwithstanding any other provision of this License, you have -permission to link or combine any covered work with a work licensed -under version 3 of the GNU Affero General Public License into a single -combined work, and to convey the resulting work. The terms of this -License will continue to apply to the part which is the covered work, -but the special requirements of the GNU Affero General Public License, -section 13, concerning interaction through a network will apply to the -combination as such. - - 14. Revised Versions of this License. - - The Free Software Foundation may publish revised and/or new versions of -the GNU General Public License from time to time. Such new versions will -be similar in spirit to the present version, but may differ in detail to -address new problems or concerns. - - Each version is given a distinguishing version number. If the -Program specifies that a certain numbered version of the GNU General -Public License "or any later version" applies to it, you have the -option of following the terms and conditions either of that numbered -version or of any later version published by the Free Software -Foundation. If the Program does not specify a version number of the -GNU General Public License, you may choose any version ever published -by the Free Software Foundation. - - If the Program specifies that a proxy can decide which future -versions of the GNU General Public License can be used, that proxy's -public statement of acceptance of a version permanently authorizes you -to choose that version for the Program. - - Later license versions may give you additional or different -permissions. However, no additional obligations are imposed on any -author or copyright holder as a result of your choosing to follow a -later version. - - 15. Disclaimer of Warranty. - - THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY -APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT -HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY -OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, -THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR -PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM -IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF -ALL NECESSARY SERVICING, REPAIR OR CORRECTION. - - 16. Limitation of Liability. - - IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING -WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS -THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY -GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE -USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF -DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD -PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS), -EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF -SUCH DAMAGES. - - 17. Interpretation of Sections 15 and 16. - - If the disclaimer of warranty and limitation of liability provided -above cannot be given local legal effect according to their terms, -reviewing courts shall apply local law that most closely approximates -an absolute waiver of all civil liability in connection with the -Program, unless a warranty or assumption of liability accompanies a -copy of the Program in return for a fee. - - END OF TERMS AND CONDITIONS - - How to Apply These Terms to Your New Programs - - If you develop a new program, and you want it to be of the greatest -possible use to the public, the best way to achieve this is to make it -free software which everyone can redistribute and change under these terms. - - To do so, attach the following notices to the program. It is safest -to attach them to the start of each source file to most effectively -state the exclusion of warranty; and each file should have at least -the "copyright" line and a pointer to where the full notice is found. - - {one line to give the program's name and a brief idea of what it does.} - Copyright (C) {year} {name of author} - - This program is free software: you can redistribute it and/or modify - it under the terms of the GNU General Public License as published by - the Free Software Foundation, either version 3 of the License, or - (at your option) any later version. - - This program is distributed in the hope that it will be useful, - but WITHOUT ANY WARRANTY; without even the implied warranty of - MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the - GNU General Public License for more details. - - You should have received a copy of the GNU General Public License - along with this program. If not, see . - -Also add information on how to contact you by electronic and paper mail. - - If the program does terminal interaction, make it output a short -notice like this when it starts in an interactive mode: - - {project} Copyright (C) {year} {fullname} - This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'. - This is free software, and you are welcome to redistribute it - under certain conditions; type `show c' for details. - -The hypothetical commands `show w' and `show c' should show the appropriate -parts of the General Public License. Of course, your program's commands -might be different; for a GUI interface, you would use an "about box". - - You should also get your employer (if you work as a programmer) or school, -if any, to sign a "copyright disclaimer" for the program, if necessary. -For more information on this, and how to apply and follow the GNU GPL, see -. - - The GNU General Public License does not permit incorporating your program -into proprietary programs. If your program is a subroutine library, you -may consider it more useful to permit linking proprietary applications with -the library. If this is what you want to do, use the GNU Lesser General -Public License instead of this License. But first, please read -. diff --git a/Makefile b/Makefile new file mode 100644 index 00000000..4c7cf970 --- /dev/null +++ b/Makefile @@ -0,0 +1,20 @@ +document: + Rscript -e "devtools::document()" + +readme: + Rscript -e "rmarkdown::render('README.Rmd')" + +build: + Rscript -e "devtools::build()" + +check: + Rscript -e "devtools::check()" + +install: + Rscript -e "devtools::install(build_vignettes = TRUE, upgrade_dependencies = FALSE)" + +winbuild: + Rscript -e "devtools::build_win(version = 'R-devel', quiet = TRUE)" + +pkgdown: + Rscript -e "pkgdown::clean_site(); pkgdown::build_site()" diff --git a/NAMESPACE b/NAMESPACE new file mode 100644 index 00000000..43087587 --- /dev/null +++ b/NAMESPACE @@ -0,0 +1,63 @@ +# Generated by roxygen2: do not edit by hand + +S3method(as_tsibble,default) +S3method(as_tsibble,gts) +S3method(as_tsibble,hts) +S3method(as_tsibble,mts) +S3method(as_tsibble,ts) +S3method(filter,tbl_ts) +S3method(group_by,tbl_ts) +S3method(mutate,tbl_ts) +S3method(print,tbl_ts) +S3method(rep,yearmon) +S3method(rep,yearqtr) +S3method(select,tbl_ts) +S3method(summarise,tbl_ts) +S3method(summarize,tbl_ts) +S3method(type_sum,yearmon) +S3method(type_sum,yearqtr) +export("%>%") +export(as.yearmon) +export(as.yearqtr) +export(as_date) +export(as_tsibble) +export(filter) +export(group_by) +export(key_vars) +export(mutate) +export(select) +export(summarise) +export(summarize) +export(tsibble) +export(year) +import(rlang) +importFrom(dplyr,bind_cols) +importFrom(dplyr,filter) +importFrom(dplyr,group_by) +importFrom(dplyr,groups) +importFrom(dplyr,is.grouped_df) +importFrom(dplyr,mutate) +importFrom(dplyr,select) +importFrom(dplyr,select_vars) +importFrom(dplyr,summarise) +importFrom(dplyr,summarize) +importFrom(dplyr,ungroup) +importFrom(lubridate,as_date) +importFrom(lubridate,date_decimal) +importFrom(lubridate,seconds_to_period) +importFrom(lubridate,year) +importFrom(magrittr,"%>%") +importFrom(purrr,map) +importFrom(purrr,map_chr) +importFrom(purrr,map_int) +importFrom(purrr,map_lgl) +importFrom(stats,frequency) +importFrom(stats,time) +importFrom(tibble,as_tibble) +importFrom(tibble,lst) +importFrom(tibble,tibble) +importFrom(tibble,type_sum) +importFrom(tidyr,gather) +importFrom(tidyr,nest) +importFrom(zoo,as.yearmon) +importFrom(zoo,as.yearqtr) diff --git a/R/dplyr-verbs.R b/R/dplyr-verbs.R new file mode 100644 index 00000000..ff492ed0 --- /dev/null +++ b/R/dplyr-verbs.R @@ -0,0 +1,165 @@ +#' @seealso [dplyr::filter] +#' @export +# ToDo: filter(pkgs_ts, ~ year() == 2016)? => tbl_ts +# ToDo: filter(pkgs_ts, ~ month() == 1)? => tbl_df +filter.tbl_ts <- function(.data, ...) { + key <- get_key(.data) + index <- get_index(.data) + interval <- get_interval(.data) + cls <- class(.data) + .data <- NextMethod() + return(structure( + .data, key = key, index = index, interval = interval, class = cls + )) +} + +#' @seealso [dplyr::select] +#' @export +# ToDo: select should work with everything(), ends_with() and etc. too +select.tbl_ts <- function(.data, ...) { + cls <- class(.data) + key <- get_key(.data) + index <- get_index(.data) + interval <- get_interval(.data) + .data <- NextMethod() + dots_cap <- quos(...) + idx_there <- any(map_lgl(dots_cap, function(x) x == index)) + key_there <- any(rlang::flatten_lgl(map(key, function(x) + map_lgl(dots_cap, function(y) y == x) + ))) + if (idx_there && key_there) { + return(structure( + .data, key = key, index = index, interval = interval, class = cls + )) + } else { + return(structure(.data, class = c("tbl_df", "tbl", "data.frame"))) + } +} + +#' @seealso [dplyr::mutate] +#' @export +mutate.tbl_ts <- function(.data, ...) { + key <- get_key(.data) + index <- get_index(.data) + interval <- get_interval(.data) + cls <- class(.data) + .data <- NextMethod() + return(structure( + .data, key = key, index = index, interval = interval, class = cls + )) +} + +#' @seealso [dplyr::group_by] +#' @export +group_by.tbl_ts <- function(.data, ..., add = FALSE) { + key <- get_key(.data) + index <- get_index(.data) + interval <- get_interval(.data) + .data <- NextMethod(.Generic, object = .data, add = add) + cls <- c("tbl_ts", class(.data)) + return(structure( + .data, key = key, index = index, interval = interval, class = cls + )) +} + +#' @title Aggregate over calendar periods +#' +#' @description It computes summary statistics for a tsibble over calendar +#' periods, usually used in combination of [group_by]. +#' +#' @param .data A tsibble (of `tbl_ts` class). +#' @param ... Name-value pairs of summary functions. To aggregate tsibble over +#' a certain calendar period, for example yearly aggregates, `~ year()` needs +#' passing to `...`. Please see details. +#' +#' @author Earo Wang +#' @rdname summarise +#' @seealso [dplyr::summarise] +#' @details It's S3 method implemented for [tsibble()] (`tbl_ts`) obtained from +#' [dplyr::summarise()]. A formula with `~` followed by one of calendar component +#' functions from base, [lubridate] and [zoo] specifies the period when summary +#' functions are carried out. Currently `~ year()` indicates yearly aggregates. +#' `~ yearqtr()` indicates quarterly aggregates. `~ yearmon()` indicates +#' monthly aggregates. `~ as_date()` or `as.Date()` indicates daily aggregates. +#' @return A tsibble class when the `~` is present. +#' +#' @examples +#' # pkgs_ts <- as_tsibble(tidypkgs, key = key_vars(package), index = date) +#' # pkgs_ts %>% +#' # group_by(package) %>% +#' # summarise(avg_count = mean(count), month = ~ as.yearmon()) +#' +#' @export +summarise.tbl_ts <- function(.data, ...) { + cls <- class(.data) + grped <- is.grouped_df(.data) + if (grped) grps <- groups(.data) + index <- get_index(.data) + dots_cap <- quos(..., .named = TRUE) + # Find the special formula from a set of quos + sp_f <- tilde_detect(dots_cap) + idx <- sp_f$index + if (is_empty(idx)) { # if there's no ~ in ..., tbl_ts is dropped + .data <- NextMethod() + # drop tbl_ts + return(structure(.data, class = c("tbl_ts", "tbl_df", "data.frame"))) + } else { + str_time <- sp_f$var_name + sym_time <- sym(str_time) + fun <- sp_f$fun + # check whether fun is in the dictionary + if (is_false(fun %in% builtin_dict())) { + abort(paste(fun, "is not supported yet.")) + } + # using group_by, sometimes it drops class attributes, e.g. as.yearmon + .data <- .data %>% + ungroup() %>% + dplyr::mutate(!!str_time := UQ(sym(fun))(!!index)) + sum_args <- dots_cap[-idx] # used for summarise + if (grped) { + .data <- .data %>% + dplyr::group_by(!!!grps) %>% + dplyr::group_by(!!sym_time, add = TRUE) + } else { + .data <- .data %>% + dplyr::group_by(!!sym_time) + } + .data <- .data %>% + dplyr::summarise(!!!sum_args) + attr(.data, "key") <- if (grped) { + # ToDo: check if grouping vars should be key variables + map(grps, as_quosure) + } else { + key_vars() + } + attr(.data, "index") <- sym_time + attr(.data, "interval") <- pull_interval( + eval_tidy(sym_time, data = .data) + ) + return(structure(.data, class = cls)) + } +} + +#' @rdname summarise +#' @export +summarize.tbl_ts <- summarise.tbl_ts + +tilde_detect <- function(...) { # x be a list of quosures + dots_names <- names2(quos_auto_name(...)) + strs <- dots2str(...) + sp_f <- grepl("^~", strs) # should only length(TRUE) <= 1 + sp_idx <- which(sp_f == TRUE, useNames = FALSE) + sp_time <- gsub("^~(.*)\\()", "\\1", strs[sp_idx]) + return(list( + index = sp_idx, + fun = sp_time, + var_name = dots_names[sp_idx] + )) +} + +builtin_dict <- function() { + return(c( + "year", "as.yearmon", "as.yearqtr", "as_date", "as.Date" + )) +} + diff --git a/R/imports.R b/R/imports.R new file mode 100644 index 00000000..d7833608 --- /dev/null +++ b/R/imports.R @@ -0,0 +1,11 @@ +#' @importFrom zoo as.yearmon as.yearqtr +#' @importFrom lubridate year as_date date_decimal seconds_to_period +#' @importFrom tibble tibble as_tibble lst type_sum +#' @importFrom tidyr gather nest +#' @importFrom purrr map map_chr map_int map_lgl +#' @importFrom dplyr summarise summarize filter mutate select group_by ungroup +#' @importFrom dplyr groups select_vars bind_cols is.grouped_df +#' @importFrom magrittr %>% +#' @import rlang +#' @importFrom stats frequency time +NULL diff --git a/R/interval.R b/R/interval.R new file mode 100644 index 00000000..5aa7d3d9 --- /dev/null +++ b/R/interval.R @@ -0,0 +1,133 @@ +# Number of time units +gen_interval <- function(date) { + UseMethod("gen_interval") +} + +gen_interval.default <- function(date) { + output <- min_interval(date) # num of years + return(output) +} + +gen_interval.POSIXt <- function(date) { + dttm <- as.numeric(date) + output <- min_interval(dttm) # num of seconds + return(output) +} + +gen_interval.Date <- function(date) { + date <- as.numeric(date) + output <- min_interval(date) # num of days + return(output) +} + +gen_interval.yearmon <- function(date) { + # num of months + mon <- as.numeric(date) + output <- ceiling(min_interval(mon) * 12) + return(output) +} + +gen_interval.yearqtr <- function(date) { + # num of quarters + qtr <- as.numeric(date) + output <- ceiling(min_interval(qtr) * 4) + return(output) +} + +# Assume date is regularly spaced +# R6Class to manage tsibble interval, although the printing info is character. +pull_interval <- function(date) { + UseMethod("pull_interval") +} + +pull_interval.POSIXt <- function(date) { + nhms <- gen_interval.POSIXt(date) + period <- period2list(nhms) + output <- structure( + list(hour = period$hour, minute = period$minute, second = period$second), + class = c("hms", "frequency") + ) + return(output) +} + +pull_interval.Date <- function(date) { + ndays <- gen_interval.Date(date) + output <- structure(list(day = ndays), class = c("day", "frequency")) + return(output) +} + +pull_interval.yearmon <- function(date) { + nmonths <- gen_interval.yearmon(date) + output <- structure(list(month = nmonths), class = c("month", "frequency")) + return(output) +} + +pull_interval.yearqtr <- function(date) { + nqtrs <- gen_interval.yearqtr(date) + output <- structure(list(quarter = nqtrs), class = c("quarter", "frequency")) + return(output) +} + +pull_interval.default <- function(date) { + nyrs <- gen_interval.default(date) + output <- structure(list(year = nyrs), class = c("year", "frequency")) + return(output) +} + +display_int <- function(x) { + not_zero <- !map_lgl(x, function(x) x == 0) + output <- x[not_zero] + return(paste0(rlang::flatten_dbl(output), toupper(names(output)))) +} + +## helper function +period2list <- function(x) { + output <- seconds_to_period(x) + return(list( + year = output$year, month = output$month, day = output$day, + hour = output$hour, minute = output$minute, second = output$second + )) +} + +min_interval <- function(date) { + return(min(abs(diff(as.numeric(date), na.rm = TRUE)))) +} + +support_cls <- function() { + return(c( + "Date", "POSIXt", "yearmon", "yearqtr", "integer", "numeric" + )) +} + +# from ts time to dates +time2date <- function(x, ...) { + UseMethod("time2date") +} + +time2date.ts <- function(x, tz = "UTC", ...) { + freq <- frequency(x) + time_x <- time(x) + if (freq == 12) { # monthly + output <- as.yearmon(time_x) + } else if (freq == 4) { # quarterly + output <- as.yearqtr(time_x) + } else if (freq == 1) { # yearly + output <- as.numeric(time_x) + } else { + output <- date_decimal(as.numeric(time_x), tz = tz) + } + return(output) +} + +#' @export +# rep S3 methods for yearmon & yearqtr +rep.yearmon <- function(x, ...) { + x <- NextMethod() + return(structure(x, class = "yearmon")) +} + +#' @export +rep.yearqtr <- function(x, ...) { + x <- NextMethod() + return(structure(x, class = "yearqtr")) +} diff --git a/R/parse.R b/R/parse.R new file mode 100644 index 00000000..e94d6806 --- /dev/null +++ b/R/parse.R @@ -0,0 +1,54 @@ +# ToDo: parse_key(key = key_vars((x * y) | z)) +# [[1]] z +# [[1]][[1]] x +# [[1]][[2]] y +# ToDo: print method for "key_ts" and etc +parse_key <- function(data, key = key_vars()) { + key_exprs <- exprs(!!!get_expr(key)) + cn <- colnames(data) + if (is_empty(key) || length(key) > 2) { # univariate || three or more vars + # parse_key(key = key_vars()) + # parse_key(key = key_vars(x, y, z)) + key2 <- syms(select_vars(cn, !!!key_exprs)) + return(structure(key2, class = "key_ts")) + } else { + len_key <- length(key_exprs) + syms_all <- c("|", "*") + if (len_key == 2) { + exprs_2 <- key_exprs[[2]] + if (is_symbol(exprs_2)) { + # parse_key(key = key_vars(x, y)) + key2 <- syms(select_vars(cn, !!!key_exprs)) + return(structure(key2, class = "key_ts")) + } else if (exprs_2 == syms_all[2]) { + # parse_key(key = key_vars(x:z, "*")) + key2 <- syms(select_vars(cn, !!!key_exprs[1])) + return(structure(key2, class = "key_gts")) + } else { + # parse_key(key = key_vars(-x, "|")) + # parse_key(key = key_vars(y:z, "|")) + # parse_key(key = key_vars(x:z, "|")) + key2 <- syms(select_vars(cn, !!!key_exprs[1])) + return(structure(key2, class = "key_hts")) + } + } else { # len_key == 1 + all_exprs <- all.vars(key_exprs[[1]], functions = TRUE) + syms_has <- all_exprs[1] + if (is_false(syms_has %in% syms_all)) { + # parse_key(key = key_vars(x)) + # parse_key(key = key_vars(x:z)) + key2 <- syms(select_vars(cn, !!!key_exprs)) + return(structure(key2, class = "key_ts")) + } else if (syms_has == syms_all[2]) { + # parse_key(key = key_vars(x * y * z)) + key2 <- syms(select_vars(cn, all_exprs[-1])) + return(structure(key2, class = "key_gts")) + } else { + # parse_key(key = key_vars(x | y | z)) + key2 <- syms(select_vars(cn, all_exprs[-1])) + return(structure(key2, class = "key_hts")) + } + } + } +} + diff --git a/R/reexports.R b/R/reexports.R new file mode 100644 index 00000000..9064888d --- /dev/null +++ b/R/reexports.R @@ -0,0 +1,32 @@ +#' @export +dplyr::summarise + +#' @export +dplyr::summarize + +#' @export +dplyr::filter + +#' @export +dplyr::mutate + +#' @export +dplyr::select + +#' @export +dplyr::group_by + +#' @export +magrittr::`%>%` + +#' @export +zoo::as.yearmon + +#' @export +zoo::as.yearqtr + +#' @export +lubridate::year + +#' @export +lubridate::as_date diff --git a/R/tsibble.R b/R/tsibble.R new file mode 100644 index 00000000..c070fead --- /dev/null +++ b/R/tsibble.R @@ -0,0 +1,279 @@ +globalVariables(c("key", "value")) + +#' Create a tsibble object +#' +#' @param ... A set of name-value pairs. +#' @param key Unquoted variable(s) indicating the key variables for tsibble, +#' used in combination with `key_vars()`. +#' @param index An unquoted variable indicating the time index variable. +#' +#' @return A tsibble object. +#' @author Earo Wang +#' @rdname tsibble +#' @seealso [tibble::tibble] +#' +#' @examples +#' ts_df <- tsibble( +#' Date = rep(seq(as.Date("2017-01-01"), by = 1, length = 10), 2), +#' Group = rep(c("A", "B"), each = 10), +#' Value = rnorm(20), +#' key = key_vars(Group), index = Date +#' ) +#' print(ts_df) +#' +#' @export +tsibble <- function(..., key = key_vars(), index) { + index <- enquo(index) + tsibble_(lst(...), key = key, index = index) +} + +#' Coerce to a tsibble object +#' +#' @param x Other objects to be coerced to tsibble. +#' @param ... Other arguments to be passed. +#' +#' @return A tsibble object. +#' @author Earo Wang +#' @seealso [tibble::as_tibble] +#' @rdname as-tsibble +#' +#' @examples +#' # coerce data.frame to tsibble +#' # as_tsibble(tidypkgs, key = key_vars(package), index = date) +#' +#' # coerce ts to tsibble +#' as_tsibble(AirPassengers) +#' as_tsibble(sunspot.year) +#' as_tsibble(sunspot.month) +#' as_tsibble(austres) +#' +#' @export +as_tsibble <- function(x, ...) { + UseMethod("as_tsibble") +} + +#' @rdname as-tsibble +#' @param key Unquoted variable(s) indicating the key variables for tsibble, +#' used in combination with `key_vars()`. +#' @param index An unquoted variable indicating the time index variable +#' @export +as_tsibble.default <- function(x, key = key_vars(), index, ...) { + index <- enquo(index) + output <- tsibble_(x, key = key, index = index) + return(output) +} + +#' @rdname as-tsibble +#' @param tz Time zone. +#' @export +as_tsibble.ts <- function(x, tz = "UTC", ...) { + idx <- time2date(x, tz = tz) + value <- unclass(x) # rm its ts class + + output <- tsibble( + time = idx, value = value, + key = key_vars(), index = time, + ) + colnames(output)[2] <- deparse(substitute(x)) + return(output) +} + +#' @rdname as-tsibble +#' @export +as_tsibble.mts <- function(x, tz = "UTC", ...) { + long_tbl <- mts2tbl(x, tz = tz) + colnames(long_tbl)[3] <- deparse(substitute(x)) + output <- as_tsibble.default(long_tbl, key = key_vars(key), index = time) + return(output) +} + +#' @rdname as-tsibble +#' @export +as_tsibble.hts <- function(x, tz = "UTC", ...) { + bts <- x$bts + nodes <- x$nodes[-1] + labels <- x$labels[-1] + labels <- labels[-length(labels)] + nr <- nrow(bts) + chr_labs <- map(seq_along(labels), ~ rep_nodes(labels[[.]], nodes, level = .)) + full_labs <- map(rev.default(chr_labs), ~ rep(., each = nr)) + names(full_labs) <- names(labels) + + tbl <- mts2tbl(bts, tz = tz) %>% + dplyr::select(time, value, key) + colnames(tbl)[3] <- deparse(substitute(x)) + out_hts <- bind_cols(tbl, full_labs) + # this would work around the special character issue in headers for parse() + sym_key <- syms(colnames(out_hts)[c(3, ncol(out_hts))]) + chr_key <- paste(sym_key, collapse = ":") + output <- as_tsibble.default( + out_hts, key = key_vars(!!parse_expr(chr_key), "|"), index = time + ) + return(output) +} + +#' @rdname as-tsibble +#' @export +as_tsibble.gts <- function(x, tz = "UTC", ...) { + bts <- x$bts + group <- x$group[-1, , drop = FALSE] + group <- group[-nrow(group), , drop = FALSE] + labels <- x$labels + if (is_empty(labels)) { + abort("I don't know how to handle a grouped time series with no group.") + } + seq_labs <- seq_along(labels) + grp_label <- map(seq_labs, ~ labels[[.]][group[., ]]) + chr_labs <- vector(mode = "list", length = length(labels)) + for (i in seq_labs) { + chr_labs[[i]] <- map_chr( + strsplit(grp_label[[i]], split = "/", fixed = TRUE), ~ .[2] + ) + } + nr <- nrow(bts) + full_labs <- map(chr_labs, ~ rep(., each = nr)) + names(full_labs) <- names(labels) + + tbl <- mts2tbl(bts, tz = tz) %>% + dplyr::select(time, value) + colnames(tbl)[2] <- deparse(substitute(x)) + out_hts <- bind_cols(tbl, full_labs) + # this would work around the special character issue in headers for parse() + sym_key <- syms(colnames(out_hts)[c(3, ncol(out_hts))]) + chr_key <- paste(sym_key, collapse = ":") + output <- as_tsibble.default( + out_hts, key = key_vars(!!parse_expr(chr_key), "*"), index = time + ) + return(output) +} + +## tsibble is a special class of tibble that handles temporal data. It +## requires a sequence of time index to be unique across every identifier. +## The way to distinguish univariate or multivariate series is based on "key". +## Although the "index" arg is possible to automate the detection of time +## objects, it would fail when tsibble contain multiple time objects. Better +## to let user specify. +tsibble_ <- function(..., key = key_vars(), index) { + tbl <- as_tibble(...) + cls_tbl <- class(tbl) + + # check time index type + eval_idx <- eval_tidy(index, data = tbl) + cls_idx <- class(eval_idx) + if (is_false(any(cls_idx %in% support_cls()))) { + abort(paste(cls_idx, "class is not supported.")) + } + + pkey <- parse_key(tbl, key = key) + if (class(pkey) == "key_ts" && is_empty(pkey)) { # univariate + if (anyDuplicated(eval_idx) != 0) { + abort("'index' must contain unique time index.") + } + tbl_interval <- pull_interval(eval_idx) + cls_tbl <- c("tbl_ts", cls_tbl) + } else { + if (class(pkey) == "key_ts") { # multivariate + tbl_nest <- tbl %>% + group_by(!!!pkey) %>% + nest() + cls_tbl <- c("tbl_ts", cls_tbl) + } else if (class(pkey) == "key_hts") { + tbl_nest <- tbl %>% + group_by(!!!pkey[1]) %>% # the bottom level group + nest() + cls_tbl <- c("tbl_hts", "tbl_gts", "tbl_ts", cls_tbl) + } else { # key_gts + tbl_nest <- tbl %>% + group_by(!!!pkey) %>% # the comb of all the groups + nest() + cls_tbl <- c("tbl_gts", "tbl_ts", cls_tbl) + } + eval_lst_idx <- tbl_nest$data %>% + map(function(data) eval_tidy(index, data = data)) + lst_interval <- vapply(eval_lst_idx, + function(x) gen_interval(x), numeric(1)) + check_idx <- map_int(eval_lst_idx, anyDuplicated) + if (!is_constant(lst_interval)) { + abort("Each key variable must have the same time interval in 'tsibble'.") + } else if (any(check_idx != 0)) { + abort("'index' must contain unique time index for each key variable.") + } else { + tbl_interval <- pull_interval(eval_lst_idx[[1]]) + } + } + + attr(tbl, "key") <- pkey + attr(tbl, "index") <- index + attr(tbl, "interval") <- tbl_interval + output <- structure(tbl, class = cls_tbl) + return(output) +} + +get_key <- function(tbl_ts) { + attr(tbl_ts, "key") +} + +get_interval <- function(tbl_ts) { + attr(tbl_ts, "interval") +} + +get_index <- function(tbl_ts) { + attr(tbl_ts, "index") +} + +#' @export +print.tbl_ts <- function(x, ...) { + int_x <- get_interval(x) + grp_var <- get_key(x) + if (is_empty(grp_var)) { + cat("# A tsibble of", display_int(int_x), "time interval", "\n") + } else { + cat( + "# A tsibble of", display_int(int_x), "time interval", "for", + cat_chr(x, grp_var), "\n" + ) + } + NextMethod() +} + +#' @param ... Unquoted variable(s). +#' @rdname tsibble +#' @keywords internal +#' @export +key_vars <- function(...) { + return(quos(...)) +} + +cat_chr <- function(.data, ...) { + UseMethod("cat_chr") +} + +cat_chr.tbl_ts <- function(.data, ...) { # ... is quos + paste(dots2str(...), collapse = ", ") +} + +cat_chr.tbl_hts <- function(.data, ...) { # ... is quos + paste(dots2str(...), collapse = " | ") +} + +cat_chr.tbl_gts <- function(.data, ...) { # ... is quos + paste(dots2str(...), collapse = " * ") +} + +mts2tbl <- function(x, tz = "UTC") { + tbl <- bind_cols(time = time2date(x, tz = tz), as_tibble(x)) + long_tbl <- tbl %>% + gather(key = key, value = value, -time) + return(long_tbl) +} + +# recursive function to repeat nodes for hts +rep_nodes <- function(labels, nodes, level) { + labels <- rep(labels, nodes[[level]]) + if (level == length(nodes)) { + return(labels) + } else { + return(rep_nodes(labels, nodes, level + 1)) + } +} + diff --git a/R/type-sum.R b/R/type-sum.R new file mode 100644 index 00000000..d3a3791b --- /dev/null +++ b/R/type-sum.R @@ -0,0 +1,9 @@ +#' @export +type_sum.yearmon <- function(x, ...) { + "yrmon" +} + +#' @export +type_sum.yearqtr <- function(x, ...) { + "yrqtr" +} diff --git a/R/utilities-rlang.R b/R/utilities-rlang.R new file mode 100644 index 00000000..ecd52b15 --- /dev/null +++ b/R/utilities-rlang.R @@ -0,0 +1,14 @@ +possibly_quosure <- function(x) { + check <- try(is_quosure(x), silent = TRUE) + ifelse(class(check) != "try-error", TRUE, FALSE) +} + +possibly_identity <- function(x) { # x can be a list or a vector + any(vapply(x, function(x) x == 1, logical(1))) +} + +dots2str <- function(...) { # list + peel <- map(..., get_expr) # quosure to expr + strs <- map_chr(peel, deparse) # expr to string + return(strs) # return a vector of characters +} diff --git a/R/utilities.R b/R/utilities.R new file mode 100644 index 00000000..eb512a36 --- /dev/null +++ b/R/utilities.R @@ -0,0 +1,28 @@ +## helper functions ------------------ +min_na <- function(x) { + min(x, na.rm = TRUE) +} + +max_na <- function(x) { + max(x, na.rm = TRUE) +} + +expand.grid2 <- function(...) { + expand.grid(..., KEEP.OUT.ATTRS = FALSE, stringsAsFactors = FALSE) +} + +is_constant <- function(x) { + return(diff(range(x, na.rm = TRUE)) < .Machine$double.eps ^ 0.5) +} + +# Normalise the numerics to range from 0 to 1 +normalise <- function(x, xmin = NULL, xmax = NULL) { + if (is_constant(x)) return(x) + if (is.null(xmin)) xmin <- min_na(x) + if (is.null(xmax)) xmax <- max_na(x) + return((x - xmin) / (xmax - xmin)) +} + +min_diff <- function(x) { + return(min(abs(diff(x, na.rm = TRUE)))) +} diff --git a/README.Rmd b/README.Rmd new file mode 100644 index 00000000..68fd3392 --- /dev/null +++ b/README.Rmd @@ -0,0 +1,27 @@ +--- +output: + github_document: + html_preview: false +--- + + + +```{r, echo = FALSE} +knitr::opts_chunk$set( + collapse = TRUE, comment = "#>", fig.path = "man/figure/" +) +``` + +# sugrrants + +[![Travis-CI Build Status](https://travis-ci.org/earowang/tsibble.svg?branch=master)](https://travis-ci.org/earowang/tsibble) +[![CRAN_Status_Badge](http://www.r-pkg.org/badges/version/tsibble)](https://cran.r-project.org/package=tsibble) + +## Installation + +You could install the development version from Github using + +```r +# install.packages("devtools") +devtools::install_github("earowang/tsibble", build_vignettes = TRUE) +``` diff --git a/README.md b/README.md new file mode 100644 index 00000000..582f4193 --- /dev/null +++ b/README.md @@ -0,0 +1,16 @@ + + +sugrrants +========= + +[![Travis-CI Build Status](https://travis-ci.org/earowang/tsibble.svg?branch=master)](https://travis-ci.org/earowang/tsibble) [![CRAN\_Status\_Badge](http://www.r-pkg.org/badges/version/tsibble)](https://cran.r-project.org/package=tsibble) + +Installation +------------ + +You could install the development version from Github using + +``` r +# install.packages("devtools") +devtools::install_github("earowang/tsibble", build_vignettes = TRUE) +``` diff --git a/data-raw/read.R b/data-raw/read.R new file mode 100644 index 00000000..71f9b92a --- /dev/null +++ b/data-raw/read.R @@ -0,0 +1,50 @@ +# Loading libraries ----------------------------------------------------------- +library(tidyverse) +library(lubridate) + +# Exchange rates +# ----------------------------written by @cpsievert--------------------------- +# (1) Get a free plan from https://openexchangerates.org/signup/free +# (2) Tell this function your API key -- Sys.setenv("OER_KEY", "your-key-here") +# Sys.setenv("OER_KEY" = "") +getDay <- function(day) { + u <- sprintf( + "https://openexchangerates.org/api/historical/%s.json?app_id=%s", + day, Sys.getenv("OER_KEY") + ) + res <- jsonlite::fromJSON(u) + res$rates$date <- as.POSIXct(res$timestamp, origin = "1970-01-01") + data.frame(res$rates) +} + +getRates <- function(start = end - 3, end = Sys.Date()) { + days <- seq(start, end, by = "1 day") + Reduce("rbind", lapply(days, getDay)) +} + +xrates <- getRates(start = Sys.Date() - 60) +# --------------------------END------------------------------------------------ + +# BoM data +# devtools::install_github("toowoombatrio/bomrang") +library(bomrang) +sydney <- get_current_weather("Sydney Airport Amo") +melbourne <- get_current_weather("Melbourne Airport") +brisbane <- get_current_weather("Brisbane Aero") +perth <- get_current_weather("Perth Airport") +adelaide <- get_current_weather("Adalaide Airport") +hobart <- get_current_weather("Hobart Airport") +canberra <- get_current_weather("Canberra Airport") +darwin <- get_current_weather("Darwin Airport") +au_weather <- bind_rows( + sydney, melbourne, brisbane, perth, adelaide, hobart, canberra, darwin + ) + +# tidyverse core pkgs daily downloads +# devtools::install_github("metacran/cranlogs") +library(cranlogs) +start <- "2015-01-01" +end <- "2016-12-31" +pkgs <- c("ggplot2", "tibble", "tidyr", "readr", "purrr", "dplyr") +tidypkgs <- map_df(pkgs, ~ cran_downloads(.x, from = start, to = end)) +devtools::use_data(tidypkgs, overwrite = TRUE) diff --git a/man/as-tsibble.Rd b/man/as-tsibble.Rd new file mode 100644 index 00000000..6614c1ae --- /dev/null +++ b/man/as-tsibble.Rd @@ -0,0 +1,58 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/tsibble.R +\name{as_tsibble} +\alias{as_tsibble} +\alias{as_tsibble.default} +\alias{as_tsibble.ts} +\alias{as_tsibble.mts} +\alias{as_tsibble.hts} +\alias{as_tsibble.gts} +\title{Coerce to a tsibble object} +\usage{ +as_tsibble(x, ...) + +\method{as_tsibble}{default}(x, key = key_vars(), index, ...) + +\method{as_tsibble}{ts}(x, tz = "UTC", ...) + +\method{as_tsibble}{mts}(x, tz = "UTC", ...) + +\method{as_tsibble}{hts}(x, tz = "UTC", ...) + +\method{as_tsibble}{gts}(x, tz = "UTC", ...) +} +\arguments{ +\item{x}{Other objects to be coerced to tsibble.} + +\item{...}{Other arguments to be passed.} + +\item{key}{Unquoted variable(s) indicating the key variables for tsibble, +used in combination with \code{key_vars()}.} + +\item{index}{An unquoted variable indicating the time index variable} + +\item{tz}{Time zone.} +} +\value{ +A tsibble object. +} +\description{ +Coerce to a tsibble object +} +\examples{ + # coerce data.frame to tsibble + # as_tsibble(tidypkgs, key = key_vars(package), index = date) + + # coerce ts to tsibble + as_tsibble(AirPassengers) + as_tsibble(sunspot.year) + as_tsibble(sunspot.month) + as_tsibble(austres) + +} +\seealso{ +\link[tibble:as_tibble]{tibble::as_tibble} +} +\author{ +Earo Wang +} diff --git a/man/reexports.Rd b/man/reexports.Rd new file mode 100644 index 00000000..8e6e7870 --- /dev/null +++ b/man/reexports.Rd @@ -0,0 +1,42 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/reexports.R +\docType{import} +\name{reexports} +\alias{reexports} +\alias{summarise} +\alias{reexports} +\alias{summarize} +\alias{reexports} +\alias{filter} +\alias{reexports} +\alias{mutate} +\alias{reexports} +\alias{select} +\alias{reexports} +\alias{group_by} +\alias{reexports} +\alias{\%>\%} +\alias{reexports} +\alias{as.yearmon} +\alias{reexports} +\alias{as.yearqtr} +\alias{reexports} +\alias{year} +\alias{reexports} +\alias{as_date} +\title{Objects exported from other packages} +\keyword{internal} +\description{ +These objects are imported from other packages. Follow the links +below to see their documentation. + +\describe{ + \item{dplyr}{\code{\link[dplyr]{summarise}}, \code{\link[dplyr]{summarize}}, \code{\link[dplyr]{filter}}, \code{\link[dplyr]{mutate}}, \code{\link[dplyr]{select}}, \code{\link[dplyr]{group_by}}} + + \item{lubridate}{\code{\link[lubridate]{year}}, \code{\link[lubridate]{as_date}}} + + \item{magrittr}{\code{\link[magrittr]{\%>\%}}} + + \item{zoo}{\code{\link[zoo]{as.yearmon}}, \code{\link[zoo]{as.yearqtr}}} +}} + diff --git a/man/summarise.Rd b/man/summarise.Rd new file mode 100644 index 00000000..abf68a13 --- /dev/null +++ b/man/summarise.Rd @@ -0,0 +1,46 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/dplyr-verbs.R +\name{summarise.tbl_ts} +\alias{summarise.tbl_ts} +\alias{summarize.tbl_ts} +\title{Aggregate over calendar periods} +\usage{ +\method{summarise}{tbl_ts}(.data, ...) + +\method{summarize}{tbl_ts}(.data, ...) +} +\arguments{ +\item{.data}{A tsibble (of \code{tbl_ts} class).} + +\item{...}{Name-value pairs of summary functions. To aggregate tsibble over +a certain calendar period, for example yearly aggregates, \code{~ year()} needs +passing to \code{...}. Please see details.} +} +\value{ +A tsibble class when the \code{~} is present. +} +\description{ +It computes summary statistics for a tsibble over calendar +periods, usually used in combination of \link{group_by}. +} +\details{ +It's S3 method implemented for \code{\link[=tsibble]{tsibble()}} (\code{tbl_ts}) obtained from +\code{\link[dplyr:summarise]{dplyr::summarise()}}. A formula with \code{~} followed by one of calendar component +functions from base, \link{lubridate} and \link{zoo} specifies the period when summary +functions are carried out. Currently \code{~ year()} indicates yearly aggregates. +\code{~ yearqtr()} indicates quarterly aggregates. \code{~ yearmon()} indicates +monthly aggregates. \code{~ as_date()} or \code{as.Date()} indicates daily aggregates. +} +\examples{ + # pkgs_ts <- as_tsibble(tidypkgs, key = key_vars(package), index = date) + # pkgs_ts \%>\% + # group_by(package) \%>\% + # summarise(avg_count = mean(count), month = ~ as.yearmon()) + +} +\seealso{ +\link[dplyr:summarise]{dplyr::summarise} +} +\author{ +Earo Wang +} diff --git a/man/tsibble.Rd b/man/tsibble.Rd new file mode 100644 index 00000000..650589ab --- /dev/null +++ b/man/tsibble.Rd @@ -0,0 +1,44 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/tsibble.R +\name{tsibble} +\alias{tsibble} +\alias{key_vars} +\title{Create a tsibble object} +\usage{ +tsibble(..., key = key_vars(), index) + +key_vars(...) +} +\arguments{ +\item{...}{A set of name-value pairs.} + +\item{key}{Unquoted variable(s) indicating the key variables for tsibble, +used in combination with \code{key_vars()}.} + +\item{index}{An unquoted variable indicating the time index variable.} + +\item{...}{Unquoted variable(s).} +} +\value{ +A tsibble object. +} +\description{ +Create a tsibble object +} +\examples{ + ts_df <- tsibble( + Date = rep(seq(as.Date("2017-01-01"), by = 1, length = 10), 2), + Group = rep(c("A", "B"), each = 10), + Value = rnorm(20), + key = key_vars(Group), index = Date + ) + print(ts_df) + +} +\seealso{ +\link[tibble:tibble]{tibble::tibble} +} +\author{ +Earo Wang +} +\keyword{internal} diff --git a/tsibble.Rproj b/tsibble.Rproj new file mode 100644 index 00000000..a8596c52 --- /dev/null +++ b/tsibble.Rproj @@ -0,0 +1,21 @@ +Version: 1.0 + +RestoreWorkspace: Default +SaveWorkspace: Default +AlwaysSaveHistory: Default +QuitChildProcessesOnExit: Default + +EnableCodeIndexing: Yes +UseSpacesForTab: Yes +NumSpacesForTab: 2 +Encoding: UTF-8 + +RnwWeave: knitr +LaTeX: pdfLaTeX + +AutoAppendNewline: Yes +StripTrailingWhitespace: Yes + +BuildType: Package +PackageUseDevtools: Yes +PackageInstallArgs: --no-multiarch --with-keep.source