Merge pull request #21 from palatej/develop

Add usages in readme

R/jd3_ssf.R

@@ -8,19 +8,23 @@ MODELESTIMATION<-'JD3_SsfModelEstimation'
 MODEL<-'JD3_SsfModel'
 STATEBLOCK<-'JD3_SsfStateBlock'
 
-#' Add Latent variable
+#' Add a building block to the considered equation
 #'
 #' @param equation the equation
-#' @param item
+#' @param item the block of the state array that will be linked to the observation corresponding to this equation through the specified loading and coefficient
 #' @param coeff the value of the coefficient associated to the block of latent variables defined by `item`.
 #' @param fixed logical that triggers estimation of coeff (FALSE) or fixes it (TRUE) to a pre-specified value
-#' @param loading
+#' @param loading the loading that links the block to the observation
 #'
 #' @return
 #' @export
 #'
 #' @examples
-#'
+#' model<- equation('eq1)
+#' ll<-locallevel('ll')
+#' n<-noise('n')
+#' add_equation(model, ll)
+#' add_equation(model, n)
 add_equation<-function(equation, item, coeff=1, fixed=TRUE, loading=NULL){
   if (! is(equation, EQUATION))
     stop("Not an equation")
@@ -394,7 +398,7 @@ seasonal<-function(name, period, type=c("Trigonometric", "Crude", "HarrisonSteve
   return (rjd3toolkit::.jd3_object(jrslt, STATEBLOCK))
 }
 
-#' Title
+#' Noise component
 #'
 #' @param name
 #' @param variance

README.Rmd

@@ -34,7 +34,28 @@ To get the current development version from GitHub:
 # install.packages("remotes")
 remotes::install_github("rjdverse/rjd3sts")
 ```
+## Usage
 
+```{r sts-var-td}
+library("rjd3sts")
+
+y <- log(rjd3toolkit::ABS$X0.2.09.10.M)
+days<-c(1,1,1,1,2,3,0)
+
+model<-rjd3sts::model()
+sarima<-rjd3sts::sarima('arima', 12, orders=c(0,1,1), seasonal=c(0,1,1))
+td<-rjd3sts::reg_td('td', 12, start(y), length(y), variance=1, fixed=FALSE)
+
+rjd3sts::add(model, sarima)
+rjd3sts::add(model, td)
+
+rslt<-rjd3sts::estimate(model, y)
+cmp<-rjd3sts::smoothed_components(rslt)
+ss<-rjd3sts::smoothed_states(rslt)
+
+plot(cmp[,2], type='l', ylim=c(-0.05, 0.04), col='blue', main="Time-varying td effect (+ Sundays coeff.)", xlab="", ylab="td effect")
+lines(-rowSums(ss[,15:20]), col='green', lwd = 3)
+```
 
 ## Package Maintenance and contributing
 

README.md

@@ -24,6 +24,36 @@ To get the current development version from GitHub:
 remotes::install_github("rjdverse/rjd3sts")
 ```
 
+## Usage
+
+``` r
+library("rjd3sts")
+#> 
+#> Attaching package: 'rjd3sts'
+#> The following objects are masked from 'package:stats':
+#> 
+#>     ar, arima, cycle
+
+y <- log(rjd3toolkit::ABS$X0.2.09.10.M)
+days<-c(1,1,1,1,2,3,0)
+
+model<-rjd3sts::model()
+sarima<-rjd3sts::sarima('arima', 12, orders=c(0,1,1), seasonal=c(0,1,1))
+td<-rjd3sts::reg_td('td', 12, start(y), length(y), variance=1, fixed=FALSE)
+
+rjd3sts::add(model, sarima)
+rjd3sts::add(model, td)
+
+rslt<-rjd3sts::estimate(model, y)
+cmp<-rjd3sts::smoothed_components(rslt)
+ss<-rjd3sts::smoothed_states(rslt)
+
+plot(cmp[,2], type='l', ylim=c(-0.05, 0.04), col='blue', main="Time-varying td effect (+ Sundays coeff.)", xlab="", ylab="td effect")
+lines(-rowSums(ss[,15:20]), col='green', lwd = 3)
+```
+
+<img src="man/figures/README-sts-var-td-1.png" width="100%" />
+
 ## Package Maintenance and contributing
 
 Any contribution is welcome and should be done through pull requests