Merge branch 'release/v1.2.0'

CRAN-SUBMISSION

@@ -0,0 +1,3 @@
+Version: 1.2.0
+Date: 2024-01-09 00:49:39 UTC
+SHA: 1e9ab0f499b8b7417460b491bdf635dda84fcce8

DESCRIPTION

@@ -1,11 +1,11 @@
 Package: bvhar
 Type: Package
 Title: Bayesian Vector Heterogeneous Autoregressive Modeling
-Version: 1.1.0
+Version: 1.2.0
 Authors@R: 
     c(person(given = "Young Geun",
              family = "Kim",
-             email = "dudrms33@g.skku.edu",
+             email = "ygeunkimstat@gmail.com",
              role = c("aut", "cre", "cph"),
              comment = c(ORCID = "0000-0001-8651-1167")),
       person(given = "Changryong",
@@ -43,8 +43,7 @@ Imports:
     doRNG
 LinkingTo: 
     Rcpp,
-    RcppEigen,
-    RcppProgress
+    RcppEigen
 VignetteBuilder: knitr
 Depends: 
     R (>= 3.6.0)

NEWS.md

@@ -1,3 +1,11 @@
+# bvhar 1.2.0
+
+* Replace progress bar of `RcppProgress` package with custom header (`bvharprogress.h`).
+
+* Replace checking user interruption in the same package with custom header (`bvharinterrupt.h`).
+
+* Fix triangular algorithm. Found missing update of some variables (`bvar_sv()` and `bvhar_sv()`).
+
 # bvhar 1.1.0
 
 * For new research, add new features for shrinkage priors.

README.Rmd

@@ -50,8 +50,8 @@ install.packages("bvhar")
 You can install the development version from this repository.
 
 ```{r devinst, eval=FALSE}
-# install.packages("pak")
-pak::pak("ygeunkim/bvhar")
+# install.packages("remotes")
+remotes::install_github("ygeunkim/bvhar")
 ```
 
 ## Models
@@ -63,12 +63,14 @@ library(dplyr)
 
 Repeatedly, `bvhar` is a research tool to analyze multivariate time series model above
 
-| Model | function | class |  
-|:-----:|:--------:|:--:|  
-| VAR | `var_lm()` | `varlse` |  
-| VHAR | `vhar_lm()` | `vharlse` |  
-| BVAR | `bvar_minnesota()` | `bvarmn` |  
-| BVHAR | `bvhar_minnesota()` | `bvharmn` |  
+| Model | function | prior |  
+|:-----:|:--------:|:-----:|  
+| VAR | `var_lm()` | |  
+| VHAR | `vhar_lm()` | |  
+| BVAR | `bvar_minnesota()` | Minnesota |  
+| BVHAR | `bvhar_minnesota()` | Minnesota |  
+| BVAR-SV | `bvar_sv()` | SSVS, Horseshoe |  
+| BVHAR-SV | `bvhar_sv()` | SSVS, Horseshoe |  
 
 This readme document shows forecasting procedure briefly.
 Details about each function are in vignettes and help documents.

README.md

@@ -39,8 +39,8 @@ install.packages("bvhar")
 You can install the development version from this repository.
 
 ``` r
-# install.packages("pak")
-pak::pak("ygeunkim/bvhar")
+# install.packages("remotes")
+remotes::install_github("ygeunkim/bvhar")
 ```
 
 ## Models
@@ -53,12 +53,14 @@ library(dplyr)
 Repeatedly, `bvhar` is a research tool to analyze multivariate time
 series model above
 
-| Model |      function       |   class   |
-|:-----:|:-------------------:|:---------:|
-|  VAR  |     `var_lm()`      | `varlse`  |
-| VHAR  |     `vhar_lm()`     | `vharlse` |
-| BVAR  | `bvar_minnesota()`  | `bvarmn`  |
-| BVHAR | `bvhar_minnesota()` | `bvharmn` |
+|  Model   |      function       |      prior      |
+|:--------:|:-------------------:|:---------------:|
+|   VAR    |     `var_lm()`      |                 |
+|   VHAR   |     `vhar_lm()`     |                 |
+|   BVAR   | `bvar_minnesota()`  |    Minnesota    |
+|  BVHAR   | `bvhar_minnesota()` |    Minnesota    |
+| BVAR-SV  |     `bvar_sv()`     | SSVS, Horseshoe |
+| BVHAR-SV |    `bvhar_sv()`     | SSVS, Horseshoe |
 
 This readme document shows forecasting procedure briefly. Details about
 each function are in vignettes and help documents.
@@ -277,7 +279,7 @@ Please cite this package with following BibTeX:
       title = {{bvhar}: Bayesian Vector Heterogeneous Autoregressive Modeling},
       author = {Young Geun Kim and Changryong Baek},
       year = {2023},
-      note = {R package version 1.1.0},
+      note = {R package version 1.2.0},
       url = {https://cran.r-project.org/package=bvhar},
     }
 

_pkgdown.yml

@@ -201,9 +201,11 @@ news:
     href: https://github.com/ygeunkim/bvhar/releases/tag/v0.12.0
   - text: "Version 1.0.0"
     href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.0
-  - text: "Version 1.0.1"
-    href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.1
-  - text: "Version 1.0.2"
-    href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.2
+  # - text: "Version 1.0.1"
+  #   href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.1
+  # - text: "Version 1.0.2"
+  #   href: https://github.com/ygeunkim/bvhar/releases/tag/v1.0.2
   - text: "Version 1.1.0"
     href: https://github.com/ygeunkim/bvhar/releases/tag/v1.1.0
+  - text: "Version 1.2.0"
+    href: https://github.com/ygeunkim/bvhar/releases/tag/v1.2.0

cran-comments.md

@@ -2,8 +2,12 @@
 
 0 errors | 0 warnings | 1 note
 
+* Changed the maintainer email address (gmail). The domain of previous one (skku.edu) will be invalid near future because it is the institution email.
+
 * HTML validation: It seems inevitable NOTE in local machine (x86_64-apple-darwin20) check. I got the same one last time but had no problem in CRAN check.
 
+* Reduced the MCMC iteration numbers in Vignettes against building that takes a long time (over 110s) in Debian.
+
 ## revdepcheck results
 
 We checked 0 reverse dependencies, comparing R CMD check results across CRAN and dev versions of this package.

revdep/README.md

@@ -1,34 +1,24 @@
 # Platform
 
-|field    |value                                       |
-|:--------|:-------------------------------------------|
-|version  |R version 4.3.2 (2023-10-31)                |
-|os       |macOS Ventura 13.6.3                        |
-|system   |aarch64, darwin20                           |
-|ui       |RStudio                                     |
-|language |(EN)                                        |
-|collate  |en_US.UTF-8                                 |
-|ctype    |en_US.UTF-8                                 |
-|tz       |Asia/Seoul                                  |
-|date     |2023-12-18                                  |
-|rstudio  |2023.06.0+421 Mountain Hydrangea (desktop)  |
-|pandoc   |3.1.11 @ /opt/homebrew/bin/ (via rmarkdown) |
+|field    |value                                      |
+|:--------|:------------------------------------------|
+|version  |R version 4.3.2 (2023-10-31)               |
+|os       |macOS Sonoma 14.2.1                        |
+|system   |x86_64, darwin20                           |
+|ui       |RStudio                                    |
+|language |(EN)                                       |
+|collate  |en_US.UTF-8                                |
+|ctype    |en_US.UTF-8                                |
+|tz       |Asia/Seoul                                 |
+|date     |2024-01-08                                 |
+|rstudio  |2023.12.0+369 Ocean Storm (desktop)        |
+|pandoc   |3.1.11.1 @ /usr/local/bin/ (via rmarkdown) |
 
 # Dependencies
 
-|package     |old   |new      |Δ  |
-|:-----------|:-----|:--------|:--|
-|bvhar       |1.0.2 |1.1.0    |*  |
-|checkmate   |NA    |2.3.1    |*  |
-|cli         |NA    |3.6.2    |*  |
-|cpp11       |NA    |0.4.7    |*  |
-|fansi       |NA    |1.0.6    |*  |
-|ggridges    |NA    |0.5.5    |*  |
-|matrixStats |NA    |1.2.0    |*  |
-|scales      |NA    |1.3.0    |*  |
-|stringi     |NA    |1.8.3    |*  |
-|tensorA     |NA    |0.36.2.1 |*  |
-|vctrs       |NA    |0.6.5    |*  |
+|package |old   |new   |Δ  |
+|:-------|:-----|:-----|:--|
+|bvhar   |1.1.0 |1.2.0 |*  |
 
 # Revdeps
 

src/bvharinterrupt.cpp

@@ -0,0 +1,17 @@
+#include "bvharinterrupt.h"
+
+std::atomic<bool> bvharinterrupt::_interrupted(false);
+
+bvharinterrupt::bvharinterrupt() {
+	std::signal(SIGINT, bvharinterrupt::handle_signal);
+}
+
+bool bvharinterrupt::is_interrupted() {
+	return _interrupted.load();
+}
+
+void bvharinterrupt::handle_signal(int signal) {
+	if (signal == SIGINT) {
+		_interrupted.store(true);
+	}
+}

src/bvharinterrupt.h

@@ -0,0 +1,17 @@
+#ifndef BVHARINTERRUPT_H
+#define BVHARINTERRUPT_H
+
+#include <csignal>
+#include <atomic>
+
+class bvharinterrupt {
+private:
+	static std::atomic<bool> _interrupted;
+	static void handle_signal(int signal);
+public:
+	bvharinterrupt();
+	virtual ~bvharinterrupt() = default;
+	static bool is_interrupted();
+};
+
+#endif

src/bvharprogress.cpp

@@ -0,0 +1,27 @@
+#include "bvharprogress.h"
+
+bvharprogress::bvharprogress(int total, bool verbose) : _current(0), _total(total), _width(50), _verbose(verbose) {}
+
+void bvharprogress::increment() {
+	_current++;
+}
+
+void bvharprogress::update() {
+	if (!_verbose) {
+		return; // not display when verbose is false
+	}
+	int percent = _current * 100 / _total;
+	Rcpp::Rcout << "\r";
+	for (int i = 0; i < _width; i++) {
+		if (i < (percent * _width / 100)) {
+			Rcpp::Rcout << "#";
+		} else {
+			Rcpp::Rcout << " ";
+		}
+	}
+	Rcpp::Rcout << " " << percent << "%";
+	Rcpp::Rcout.flush();
+	if (_current >= _total) {
+		Rcpp::Rcout << "\n";
+	}
+}

src/bvharprogress.h

@@ -0,0 +1,22 @@
+#ifndef BVHARPROGRESS_H
+#define BVHARPROGRESS_H
+
+#include <Rcpp.h>
+#include <atomic>
+
+class bvharprogress {
+private:
+	std::atomic<int> _current;
+	int _total;
+	int _width;
+	bool _verbose;
+public:
+	bvharprogress(int total, bool verbose);
+	virtual ~bvharprogress() = default;
+	void update();
+	void increment();
+	bool is_interrupted() const;
+	void set_interrupt(bool flag);
+};
+
+#endif

src/estimate-hierarchical.cpp

@@ -1,8 +1,8 @@
 #include <RcppEigen.h>
 #include "bvharmisc.h"
 #include "randsim.h"
-#include <progress.hpp>
-#include <progress_bar.hpp>
+#include "bvharprogress.h"
+#include "bvharinterrupt.h"
 
 //' Log of Joint Posterior Density of Hyperparameters
 //' 
@@ -97,13 +97,14 @@ Rcpp::List estimate_hierachical_niw(int num_iter, int num_burn, Eigen::MatrixXd
   );
   double numerator = 0;
   double denom = 0;
-  Progress p(num_iter, display_progress);
+  bvharprogress bar(num_iter, display_progress);
+	bvharinterrupt();
   // Start Metropolis---------------------------------------------
   typedef Eigen::Matrix<bool, Eigen::Dynamic, 1> VectorXb;
   VectorXb is_accept(num_iter + 1);
   is_accept[0] = true;
   for (int i = 1; i < num_iter + 1; i ++) {
-    if (Progress::check_abort()) {
+    if (bvharinterrupt::is_interrupted()) {
       return Rcpp::List::create(
         Rcpp::Named("lambda_record") = lam_record,
         Rcpp::Named("psi_record") = psi_record,
@@ -112,7 +113,10 @@ Rcpp::List estimate_hierachical_niw(int num_iter, int num_burn, Eigen::MatrixXd
         Rcpp::Named("acceptance") = is_accept
       );
     }
-    p.increment();
+    bar.increment();
+		if (display_progress) {
+			bar.update();
+		}
     // Candidate ~ N(previous, scaled hessian)
     candprior = Eigen::Map<Eigen::VectorXd>(sim_mgaussian_chol(1, prevprior, gaussian_variance).data(), 1 + dim);
     // log of acceptance rate = numerator - denom

src/estimate-horseshoe.cpp

@@ -1,10 +1,7 @@
 #include <RcppEigen.h>
 #include "bvhardraw.h"
-#include <progress.hpp>
-#include <progress_bar.hpp>
-
-// [[Rcpp::depends(RcppEigen)]]
-// [[Rcpp::depends(RcppProgress)]]
+#include "bvharprogress.h"
+#include "bvharinterrupt.h"
 
 //' Gibbs Sampler for Horseshoe BVAR SUR Parameterization
 //' 
@@ -62,9 +59,10 @@ Rcpp::List estimate_sur_horseshoe(int num_iter, int num_burn,
   Eigen::VectorXd response_vec = vectorize_eigen(y);
   Eigen::MatrixXd lambda_mat = Eigen::MatrixXd::Zero(num_coef, num_coef);
   // Start Gibbs sampling-----------------------------------
-  Progress p(num_iter - 1, display_progress);
+  bvharprogress bar(num_iter, display_progress);
+	bvharinterrupt();
   for (int i = 1; i < num_iter + 1; i++) {
-    if (Progress::check_abort()) {
+    if (bvharinterrupt::is_interrupted()) {
       return Rcpp::List::create(
         Rcpp::Named("alpha_record") = coef_record,
         Rcpp::Named("lambda_record") = local_record,
@@ -73,7 +71,10 @@ Rcpp::List estimate_sur_horseshoe(int num_iter, int num_burn,
         Rcpp::Named("kappa_record") = shrink_record
       );
     }
-    p.increment();
+    bar.increment();
+		if (display_progress) {
+			bar.update();
+		}
     // 1. alpha (coefficient)
     for (int j = 0; j < num_grp; j++) {
       global_shrinkage_mat = (