diff -Nru funitroots-3042.79/debian/changelog funitroots-4021.80/debian/changelog --- funitroots-3042.79/debian/changelog 2022-08-07 01:33:12.000000000 +0000 +++ funitroots-4021.80/debian/changelog 2022-08-06 14:22:20.000000000 +0000 @@ -1,14 +1,16 @@ -funitroots (3042.79-1build2) groovy; urgency=medium +funitroots (4021.80-1) unstable; urgency=medium - * No-change rebuild against r-api-4.0 + * New upstream release - -- Graham Inggs Sat, 30 May 2020 19:13:02 +0000 + * debian/control: Set Build-Depends: to current R version + * debian/control: Set Standards-Version: to current version + * debian/control: Switch to virtual debhelper-compat (= 11) + * debian/compat: Removed + * debian/control: Add Vcs-Browser: and Vcs-Git: + * debian/control: Switch from cdbs to dh-r + * debian/rules: Idem -funitroots (3042.79-1build1) cosmic; urgency=medium - - * No-change rebuild against r-api-3.5 - - -- Graham Inggs Fri, 01 Jun 2018 18:38:40 +0000 + -- Dirk Eddelbuettel Sat, 06 Aug 2022 09:22:20 -0500 funitroots (3042.79-1) unstable; urgency=medium diff -Nru funitroots-3042.79/debian/compat funitroots-4021.80/debian/compat --- funitroots-3042.79/debian/compat 2022-08-07 01:33:12.000000000 +0000 +++ funitroots-4021.80/debian/compat 1970-01-01 00:00:00.000000000 +0000 @@ -1 +0,0 @@ -9 diff -Nru funitroots-3042.79/debian/control funitroots-4021.80/debian/control --- funitroots-3042.79/debian/control 2022-08-07 01:33:12.000000000 +0000 +++ funitroots-4021.80/debian/control 2022-08-06 14:21:42.000000000 +0000 @@ -2,9 +2,11 @@ Section: gnu-r Priority: optional Maintainer: Dirk Eddelbuettel -Build-Depends: debhelper (>= 7.0.0), r-base-dev (>= 3.4.2), cdbs, r-cran-fbasics (>= 260.72), r-cran-urca (>= 1.2-5-2), xvfb, xauth, xfonts-base -Standards-Version: 4.1.1 -Homepage: http://www.Rmetrics.org +Build-Depends: debhelper-compat (= 11), r-base-dev (>= 4.2.1), dh-r, r-cran-fbasics (>= 260.72), r-cran-urca (>= 1.2-5-2), xvfb, xauth, xfonts-base +Standards-Version: 4.6.1 +Vcs-Browser: https://salsa.debian.org/edd/r-cran-funitroots +Vcs-Git: https://salsa.debian.org/edd/r-cran-funitroots.git +Homepage: https://cran.r-project.org/package=fUnitRoots Package: r-cran-funitroots Architecture: any diff -Nru funitroots-3042.79/debian/rules funitroots-4021.80/debian/rules --- funitroots-3042.79/debian/rules 2022-08-07 01:33:12.000000000 +0000 +++ funitroots-4021.80/debian/rules 2022-08-06 14:20:28.000000000 +0000 @@ -3,4 +3,5 @@ # debian/rules file for the Debian/GNU Linux r-cran-funitroots package # Copyright 2003-2007 by Dirk Eddelbuettel -include /usr/share/R/debian/r-cran.mk +%: + dh $@ --buildsystem R diff -Nru funitroots-3042.79/debian/source/format funitroots-4021.80/debian/source/format --- funitroots-3042.79/debian/source/format 1970-01-01 00:00:00.000000000 +0000 +++ funitroots-4021.80/debian/source/format 2013-09-06 11:05:46.000000000 +0000 @@ -0,0 +1 @@ +3.0 (quilt) diff -Nru funitroots-3042.79/debian/watch funitroots-4021.80/debian/watch --- funitroots-3042.79/debian/watch 2022-08-07 01:33:12.000000000 +0000 +++ funitroots-4021.80/debian/watch 2022-08-06 14:19:53.000000000 +0000 @@ -1,2 +1,2 @@ version=3 -http://cran.r-project.org/src/contrib/fUnitRoots_([-\d\.]*)\.tar.gz +https://cran.r-project.org/src/contrib/fUnitRoots_([-\d\.]*)\.tar.gz diff -Nru funitroots-3042.79/DESCRIPTION funitroots-4021.80/DESCRIPTION --- funitroots-3042.79/DESCRIPTION 2017-11-16 22:42:49.000000000 +0000 +++ funitroots-4021.80/DESCRIPTION 2022-08-06 14:00:17.000000000 +0000 @@ -1,11 +1,12 @@ Package: fUnitRoots Title: Rmetrics - Modelling Trends and Unit Roots -Date: 2017-11-12 -Version: 3042.79 -Author: Diethelm Wuertz [aut], - Tobias Setz [cre], - Yohan Chalabi [ctb] -Maintainer: Tobias Setz +Date: 2022-07-22 +Version: 4021.80 +Authors@R: c(person("Diethelm", "Wuertz", role="aut", comment = "original code") + , person("Tobias", "Setz", role = c("aut"), email = "tobias.setz@live.com") + , person("Yohan", "Chalabi", role = "aut") + , person(given = c("Georgi", "N."), family = "Boshnakov", + role = c("cre"), email = "georgi.boshnakov@manchester.ac.uk") ) Description: Provides four addons for analyzing trends and unit roots in financial time series: (i) functions for the density and probability of the augmented Dickey-Fuller Test, (ii) functions @@ -13,13 +14,20 @@ statistics, (iii) reimplementations for the ADF and MacKinnon Test, and (iv) an 'urca' Unit Root Test Interface for Pfaff's unit root test suite. -Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics -Imports: urca, graphics, methods, stats, utils +Depends: R (>= 2.15.1) +Imports: timeSeries, fBasics, urca, graphics, methods, stats, utils Suggests: RUnit -LazyData: yes License: GPL (>= 2) -URL: http://www.rmetrics.org +URL: + https://r-forge.r-project.org/scm/viewvc.php/pkg/fUnitRoots/?root=rmetrics + )devel), https://www.rmetrics.org +BugReports: https://r-forge.r-project.org/projects/rmetrics NeedsCompilation: yes -Packaged: 2017-11-16 17:28:29 UTC; Tobias Setz +Packaged: 2022-08-06 07:34:37 UTC; georgi +Author: Diethelm Wuertz [aut] (original code), + Tobias Setz [aut], + Yohan Chalabi [aut], + Georgi N. Boshnakov [cre] +Maintainer: Georgi N. Boshnakov Repository: CRAN -Date/Publication: 2017-11-16 22:42:49 UTC +Date/Publication: 2022-08-06 14:00:17 UTC diff -Nru funitroots-3042.79/man/00fUnitroots-package.Rd funitroots-4021.80/man/00fUnitroots-package.Rd --- funitroots-3042.79/man/00fUnitroots-package.Rd 2014-04-15 12:03:24.000000000 +0000 +++ funitroots-4021.80/man/00fUnitroots-package.Rd 2022-07-22 19:19:38.000000000 +0000 @@ -19,20 +19,20 @@ } -\details{ - - \preformatted{ - Package: \tab fUnitRoots\cr - Type: \tab Package\cr - Version: \tab R 3.0.1\cr - Date: \tab 2014\cr - License: \tab GPL Version 2 or later\cr - Copyright: \tab (c) 1999-2014 Rmetrics Association\cr - Repository: \tab R-FORGE\cr - URL: \tab \url{https://www.rmetrics.org} - } - -} +% \details{ +% +% \preformatted{ +% Package: \tab fUnitRoots\cr +% Type: \tab Package\cr +% Version: \tab R 3.0.1\cr +% Date: \tab 2014\cr +% License: \tab GPL Version 2 or later\cr +% Copyright: \tab (c) 1999-2014 Rmetrics Association\cr +% Repository: \tab R-FORGE\cr +% URL: \tab \url{https://www.rmetrics.org} +% } +% +% } \section{1 Introduction}{ @@ -83,7 +83,7 @@ unit root tests based on J.G. McKinnons' tables: \preformatted{ - adfTest augmented Dickey--Fuller test for unit roots + adfTest augmented Dickey-Fuller test for unit roots unitrootTest the same based on McKinnons's test statistics } @@ -96,12 +96,12 @@ Bernhard Pfaff available through the \R package "\pkg{urca}" \preformatted{ - urdfTest Augmented Dickey--Fuller test for unit roots - urersTest Elliott--Rothenberg--Stock test for unit roots + urdfTest Augmented Dickey-Fuller test for unit roots + urersTest Elliott--Rothenberg-Stock test for unit roots urkpssTest KPSS unit root test for stationarity - urppTest Phillips--Perron test for unit roots - urspTest Schmidt--Phillips test for unit roots - urzaTest Zivot--Andrews test for unit roots + urppTest Phillips-Perron test for unit roots + urspTest Schmidt-Phillips test for unit roots + urzaTest Zivot-Andrews test for unit roots } } @@ -116,4 +116,4 @@ } -\keyword{package} \ No newline at end of file +\keyword{package} diff -Nru funitroots-3042.79/man/DickeyFullerPValues.Rd funitroots-4021.80/man/DickeyFullerPValues.Rd --- funitroots-3042.79/man/DickeyFullerPValues.Rd 2011-10-11 09:21:56.000000000 +0000 +++ funitroots-4021.80/man/DickeyFullerPValues.Rd 2022-07-22 21:14:05.000000000 +0000 @@ -39,7 +39,7 @@ \arguments{ \item{includeInf}{ - a logical flag. Should the asymptotic value included into + a logical flag. Should the asymptotic value be included into the table? } \item{N}{ diff -Nru funitroots-3042.79/man/MacKinnonPValues.Rd funitroots-4021.80/man/MacKinnonPValues.Rd --- funitroots-3042.79/man/MacKinnonPValues.Rd 2011-10-11 09:21:56.000000000 +0000 +++ funitroots-4021.80/man/MacKinnonPValues.Rd 2022-07-22 21:19:15.000000000 +0000 @@ -13,7 +13,7 @@ \description{ A collection and description of functions - to compute the distribution and and quantile + to compute the distribution and quantile function for MacKinnon's unit root test statistics. \cr @@ -22,7 +22,7 @@ \tabular{ll}{ \code{punitroot} \tab the returns cumulative probability, \cr \code{qunitroot} \tab the returns quantiles of the unit root test statistics, \cr - \code{unitrootTable} \tab tables p values from MacKinnon's response surface.} + \code{unitrootTable} \tab tables of p values from MacKinnon's response surface.} } @@ -45,7 +45,7 @@ } \item{na.rm}{ a logical value. If set to \code{TRUE}, missing values will - be removed otherwise not, the default is \code{FALSE}. + be removed, otherwise not. The default is \code{FALSE}. } \item{p}{ a numeric vector of probabilities. Missing values are diff -Nru funitroots-3042.79/man/UnitrootTests.Rd funitroots-4021.80/man/UnitrootTests.Rd --- funitroots-3042.79/man/UnitrootTests.Rd 2011-10-11 09:21:56.000000000 +0000 +++ funitroots-4021.80/man/UnitrootTests.Rd 2022-07-22 21:19:35.000000000 +0000 @@ -22,7 +22,7 @@ The functions are: \tabular{ll}{ - \code{adfTest} \tab Augmented Dickey--Fuller test for unit roots, \cr + \code{adfTest} \tab Augmented Dickey-Fuller test for unit roots, \cr \code{unitrootTest} \tab the same based on McKinnons's test statistics. } } @@ -66,7 +66,7 @@ \details{ The function \code{adfTest()} computes test statistics and p values - along the implementation from Trapletti's augmented Dickey--Fuller + along the implementation from Trapletti's augmented Dickey-Fuller test for unit roots. In contrast to Trapletti's function three kind of test types can be selected. diff -Nru funitroots-3042.79/man/UnitrootUrcaInterface.Rd funitroots-4021.80/man/UnitrootUrcaInterface.Rd --- funitroots-3042.79/man/UnitrootUrcaInterface.Rd 2014-04-15 12:03:24.000000000 +0000 +++ funitroots-4021.80/man/UnitrootUrcaInterface.Rd 2022-07-22 21:22:12.000000000 +0000 @@ -14,18 +14,18 @@ A collection and description of functions for unit root testing. This is an interface to the unitroot tests implemented by B. Pfaff - available through the \R package "\pkg{urca}" which is required + available through the \R package \pkg{urca} which is required here. Added functions based on the \pkg{urca} package include: \tabular{ll}{ - \code{urdfTest} \tab Augmented Dickey--Fuller test for unit roots, \cr - \code{urersTest} \tab Elliott--Rothenberg--Stock test for unit roots, \cr + \code{urdfTest} \tab Augmented Dickey-Fuller test for unit roots, \cr + \code{urersTest} \tab Elliott-Rothenberg-Stock test for unit roots, \cr \code{urkpssTest} \tab KPSS unit root test for stationarity, \cr - \code{urppTest} \tab Phillips--Perron test for unit roots, \cr - \code{urspTest} \tab Schmidt--Phillips test for unit roots, \cr - \code{urzaTest} \tab Zivot--Andrews test for unit roots. + \code{urppTest} \tab Phillips-Perron test for unit roots, \cr + \code{urspTest} \tab Schmidt-Phillips test for unit roots, \cr + \code{urzaTest} \tab Zivot-Andrews test for unit roots. } } @@ -139,7 +139,7 @@ \bold{Unit Root Tests from Berhard Pfaff's "\pkg{urca}" Package:} \cr - \emph{Elliott--Rothenberg--Stock Test for Unit Roots:} + \emph{Elliott-Rothenberg-Stock Test for Unit Roots:} \cr To improve the power of the unit root test, Elliot, Rothenberg and Stock proposed a local to unity detrending of the time series. ERS @@ -164,7 +164,7 @@ by setting use.lag accordingly. \cr \code{[urca:ur.kpss]} \cr - \emph{Phillips--Perron Test for Unit Roots:} + \emph{Phillips-Perron Test for Unit Roots:} \cr Performs the Phillips and Perron unit root test. Beside the Z statistics Z-alpha and Z-tau, the Z statistics for the @@ -172,7 +172,7 @@ For correction of the error term a Bartlett window is used. \cr \code{[urca:ur.pp]} \cr - \emph{Schmidt--Phillips Test for Unit Roots:} + \emph{Schmidt-Phillips Test for Unit Roots:} \cr Performs the Schmidt and Phillips unit root test, where under the Null and Alternative Hypothesis the coefficients of the @@ -181,7 +181,7 @@ extracted from the LM principle. \cr \code{[urca:ur.sp]} \cr - \emph{Zivot--Andrews Test for Unit Roots:} + \emph{Zivot-Andrews Test for Unit Roots:} \cr Performs the Zivot and Andrews unit root test, which allows a break at an unknown point in either the intercept, the linear diff -Nru funitroots-3042.79/MD5 funitroots-4021.80/MD5 --- funitroots-3042.79/MD5 2017-11-16 22:42:49.000000000 +0000 +++ funitroots-4021.80/MD5 2022-08-06 14:00:17.000000000 +0000 @@ -1,10 +1,11 @@ 980f641a5916cbc6042e83e1983cf7cd *ChangeLog -dde586ba1e7a35ef5058d9cac3e66f70 *DESCRIPTION -ec0a50d6166d0593f3a1f90540b5c602 *NAMESPACE +1b544f4a9adf5baf7e3750aac57f838d *DESCRIPTION +b4ccf5a05da9e3c5ec72669b0ea11ce7 *NAMESPACE +365b358cb10ede48dbfb1ffa5b5c4d4b *NEWS.md a204582b6b6e66fa18c0497d79da6cdf *R/DickeyFullerPValues.R -234cf4cfea5b8c0f0dc6a8b3eefbc43a *R/MacKinnonPValues.R -9c2af362bcc31abd3dc174cc0c6a1f57 *R/UnitrootTests.R -174449c7666d430901b2a0d8425a7d7d *R/UnitrootUrcaInterface.R +cc678c20f00d18631c771be18c057ae8 *R/MacKinnonPValues.R +7dd809023552cc1be99b90e07f5791df *R/UnitrootTests.R +a2325c1fee3763ebe57ef0323aa39064 *R/UnitrootUrcaInterface.R 7f7b1ec798a9dcc6107a25c13e34896c *R/zzz.R 6d0bf60043501be9ef27f9cbb9246387 *inst/unitTests/Makefile 22f90b37db8e97315237b33b182c6749 *inst/unitTests/runTests.R @@ -12,10 +13,11 @@ 07407ba1907fdeff33b297cfdfe0e105 *inst/unitTests/runit.MacKinnonPValues.R 213ff174fe67a9ab5caf5019c8191d85 *inst/unitTests/runit.UnitRootUrcaInterface.R dcf37c94bdf5249a4ad06d2576e36dc5 *inst/unitTests/runit.UnitrootTests.R -5e46f28d573ff4fdb3c4cd16773287c8 *man/00fUnitroots-package.Rd -daf5a9b426a80e9de7c9d8f942024b1b *man/DickeyFullerPValues.Rd -9fcff3ced79896862a140cc308d7a086 *man/MacKinnonPValues.Rd -8a67de8fd689bba2b30b3f154a570961 *man/UnitrootTests.Rd -f33ea0aa435522fefb4fa304e7d6ca27 *man/UnitrootUrcaInterface.Rd +d9a6665fa8764908dd9f92f2e7990477 *man/00fUnitroots-package.Rd +57c61110dcf1be6a8eca1280ceaf843b *man/DickeyFullerPValues.Rd +279e0115b87f5299fe9753ee1a60cb99 *man/MacKinnonPValues.Rd +ad7635561ea095173b751823097d1c0e *man/UnitrootTests.Rd +c621cff58440021b446733dff6645a8a *man/UnitrootUrcaInterface.Rd 3996e7c16bfb96fad295ee425815cb4d *src/Makevars 09e215aa0bdff874d1af536d071e04a6 *src/UnitRootMacKinnon.f +11f5e4460a5144aaac77bf7db910e0be *src/init.c diff -Nru funitroots-3042.79/NAMESPACE funitroots-4021.80/NAMESPACE --- funitroots-3042.79/NAMESPACE 2017-11-13 08:48:36.000000000 +0000 +++ funitroots-4021.80/NAMESPACE 2022-07-22 19:14:26.000000000 +0000 @@ -8,19 +8,23 @@ ## useDynLib ################################################ -useDynLib("fUnitRoots") +useDynLib("fUnitRoots", .registration=TRUE) ################################################ ## import name space ################################################ -import("timeDate") -import("timeSeries") -import("fBasics") +#import("timeDate") + +importFrom("timeSeries", description, series, plot) + +importFrom("fBasics", linearInterp, linearInterpp) importFrom("graphics", persp) -importFrom("methods", new) -importFrom("stats", approx, embed, lm) + +importFrom("methods", new, is) + +importFrom("stats", approx, embed, lm, na.omit) importFrom("utils", capture.output) @@ -28,5 +32,19 @@ ## functions ################################################ -exportPattern(".") - +export( + adfTable, + adfTest, + padf, + punitroot, + qadf, + qunitroot, + unitrootTable, + unitrootTest, + urdfTest, + urersTest, + urkpssTest, + urppTest, + urspTest, + urzaTest +) diff -Nru funitroots-3042.79/NEWS.md funitroots-4021.80/NEWS.md --- funitroots-3042.79/NEWS.md 1970-01-01 00:00:00.000000000 +0000 +++ funitroots-4021.80/NEWS.md 2022-07-22 19:13:04.000000000 +0000 @@ -0,0 +1,32 @@ +# fUnitRoots 4021.80 + +- new maintainer: Georgi N. Boshnakov. + +- removed `timeDate` from (direct) dependencies. Moved `timeSeries` and + `fBasics` from `Depends:` to `Imports:`. Users who relied on + `library(fUnitRoots)` to put all these packages on the search path will need + to load them explicitly, if needed. + +- updated DESCRIPTION, in particular removed redundant `LazyData` line (this + removes a NOTE to that effect from CRAN). + +- set up the Fortran code to use ‘R_registerRoutines’, etc. (this + removes a NOTE to that effect from CRAN) + +- replaced `class(x) == "timeSeries"` with `is(x, "timeSeries")` to cancel a + NOTE from R's checks. + +- in NAMESPACE, now export selectively rather than with the pattern `"."`. + +- import `plot` from `timeSeries`. Without this, S4 methods for `plot` are not + necessarilly visible from `fUnitRoots`. E.g., the examples in + "UnitrootUrcaInterface.Rd" failed (after stopping importing `timeDate`) + because `plot(urca)` was calling the default plot method. (TODO: this probably + could be avoided by defining also some S3 methods, as recommended in + `methods`.) + + +# fUnitRoots 3042.79 and older versions + + See file `ChangeLog` for changes before 4021.80. + diff -Nru funitroots-3042.79/R/MacKinnonPValues.R funitroots-4021.80/R/MacKinnonPValues.R --- funitroots-3042.79/R/MacKinnonPValues.R 2014-04-15 12:03:24.000000000 +0000 +++ funitroots-4021.80/R/MacKinnonPValues.R 2022-07-22 08:48:25.000000000 +0000 @@ -329,7 +329,7 @@ if (min(size) < 0.0001 || max(size) > 0.9999) { ans = c(ans, NA) } else { - result = .Fortran("fcrit", + result = .Fortran(fcrit, as.double(probs), as.double(cnorm), as.double(beta), as.double(wght), as.double(cval), as.double(size), as.double(precrt), as.integer(nobs), as.integer(model), @@ -339,7 +339,7 @@ } } if (nc == 2) { - result = .Fortran("fpval", + result = .Fortran(fpval, as.double(beta), as.double(cnorm), as.double(wght), as.double(probs), as.double(pval), as.double(stat), as.double(precrt), as.integer(nobs), as.integer(model), diff -Nru funitroots-3042.79/R/UnitrootTests.R funitroots-4021.80/R/UnitrootTests.R --- funitroots-3042.79/R/UnitrootTests.R 2014-04-15 12:03:24.000000000 +0000 +++ funitroots-4021.80/R/UnitrootTests.R 2022-07-21 21:01:59.000000000 +0000 @@ -72,7 +72,7 @@ test$data.name <- DNAME # Transform: - if (class(x) == "timeSeries") x = series(x) + if (is(x, "timeSeries")) x = series(x) x = as.vector(x) # Check Arguments: @@ -237,7 +237,7 @@ test$data.name <- DNAME # Transform: - if (class(x) == "timeSeries") x <- series(x) + if (is(x, "timeSeries")) x <- series(x) x = as.vector(x) # Check Arguments: diff -Nru funitroots-3042.79/R/UnitrootUrcaInterface.R funitroots-4021.80/R/UnitrootUrcaInterface.R --- funitroots-3042.79/R/UnitrootUrcaInterface.R 2014-04-15 12:03:24.000000000 +0000 +++ funitroots-4021.80/R/UnitrootUrcaInterface.R 2022-07-22 18:33:09.000000000 +0000 @@ -110,7 +110,7 @@ test = urca, output = output ) - +#browser() # Plot: if (doplot & type[1] == "DF-GLS") plot(urca) diff -Nru funitroots-3042.79/src/init.c funitroots-4021.80/src/init.c --- funitroots-3042.79/src/init.c 1970-01-01 00:00:00.000000000 +0000 +++ funitroots-4021.80/src/init.c 2022-07-22 08:55:20.000000000 +0000 @@ -0,0 +1,24 @@ +#include +#include // for NULL +#include + +/* FIXME: + Check these declarations against the C/Fortran source code. +*/ + +/* .Fortran calls */ +extern void F77_NAME(fcrit)(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *); +extern void F77_NAME(fpval)(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *); + +static const R_FortranMethodDef FortranEntries[] = { + {"fcrit", (DL_FUNC) &F77_NAME(fcrit), 12}, + {"fpval", (DL_FUNC) &F77_NAME(fpval), 12}, + {NULL, NULL, 0} +}; + +void R_init_fUnitRoots(DllInfo *dll) +{ + R_registerRoutines(dll, NULL, NULL, FortranEntries, NULL); + R_useDynamicSymbols(dll, FALSE); + R_forceSymbols(dll, TRUE); +}