Merge branch 'release/v2.0.0'

.github/workflows/R-CMD-check.yaml

@@ -2,9 +2,9 @@
 # Need help debugging build failures? Start at https://github.com/r-lib/actions#where-to-find-help
 on:
   push:
-    branches: [main, master]
+    branches: [main, master, develop]
   pull_request:
-    branches: [main, master]
+    branches: [main, master, develop]
 
 name: R-CMD-check
 
@@ -20,6 +20,10 @@ jobs:
         config:
           - {os: macOS-latest,   r: 'release'}
           - {os: windows-latest, r: 'release'}
+          # Use 3.6 to trigger usage of RTools35
+          - {os: windows-latest, r: '3.6'}
+          # use 4.1 to check with rtools40's older compiler
+          - {os: windows-latest, r: '4.1'}
           - {os: ubuntu-latest,   r: 'devel', http-user-agent: 'release'}
           - {os: ubuntu-latest,   r: 'release'}
           - {os: ubuntu-latest,   r: 'oldrel-1'}
@@ -29,7 +33,7 @@ jobs:
       R_KEEP_PKG_SOURCE: yes
 
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
 
       - uses: r-lib/actions/setup-pandoc@v2
 
@@ -50,6 +54,7 @@ jobs:
           args: 'c("--no-manual", "--as-cran", "--no-build-vignettes", "--no-tests", "--no-examples")'
           build_args: '"--no-build-vignettes"'
           error-on: '"error"'
+          # upload-snapshots: true
 
 # do not upload artifact until changing to public repo
 # When public repo -> uncomment below

.github/workflows/pr-commands.yaml

@@ -14,7 +14,7 @@ jobs:
     env:
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
 
       - uses: r-lib/actions/pr-fetch@v2
         with:
@@ -26,10 +26,12 @@ jobs:
 
       - uses: r-lib/actions/setup-r-dependencies@v2
         with:
-          extra-packages: roxygen2
+          extra-packages: any::roxygen2
+          needs: pr-document
 
       - name: Document
-        run: Rscript -e 'roxygen2::roxygenise()'
+        run: roxygen2::roxygenise()
+        shell: Rscript {0}
 
       - name: commit
         run: |
@@ -49,7 +51,7 @@ jobs:
     env:
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
 
       - uses: r-lib/actions/pr-fetch@v2
         with:
@@ -58,10 +60,12 @@ jobs:
       - uses: r-lib/actions/setup-r@v2
 
       - name: Install dependencies
-        run: Rscript -e 'install.packages("styler")'
+        run: install.packages("styler")
+        shell: Rscript {0}
 
       - name: Style
-        run: Rscript -e 'styler::style_pkg()'
+        run: styler::style_pkg()
+        shell: Rscript {0}
 
       - name: commit
         run: |

.github/workflows/test-coverage.yaml

@@ -2,9 +2,9 @@
 # Need help debugging build failures? Start at https://github.com/r-lib/actions#where-to-find-help
 on:
   push:
-    branches: [main, master]
+    branches: [main, master, develop]
   pull_request:
-    branches: [main, master]
+    branches: [main, master, develop]
 
 name: test-coverage
 
@@ -15,7 +15,7 @@ jobs:
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
 
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
 
       - uses: r-lib/actions/setup-r@v2
         with:
@@ -27,7 +27,27 @@ jobs:
           needs: coverage
 
       - name: Test coverage
-        run: covr::codecov(quiet = FALSE)
+        # run: covr::codecov(quiet = FALSE)
+        run: |
+          covr::codecov(
+            quiet = FALSE,
+            clean = FALSE,
+            install_path = file.path(Sys.getenv("RUNNER_TEMP"), "package")
+          )
         env:
           CODECOV_TOKEN: ${{ secrets.CODECOV_TOKEN }}
         shell: Rscript {0}
+
+      - name: Show testthat output
+        if: always()
+        run: |
+          ## --------------------------------------------------------------------
+          find ${{ runner.temp }}/package -name 'testthat.Rout*' -exec cat '{}' \; || true
+        shell: bash
+
+      # - name: Upload test results
+      #   if: failure()
+      #   uses: actions/upload-artifact@v3
+      #   with:
+      #     name: coverage-test-failures
+      #     path: ${{ runner.temp }}/package

CRAN-SUBMISSION

@@ -0,0 +1,3 @@
+Version: 2.0.0
+Date: 2024-02-14 13:41:11 UTC
+SHA: 091a5efd695c1922ad8f1754b97844d1569caacc

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: bvhar
 Type: Package
 Title: Bayesian Vector Heterogeneous Autoregressive Modeling
-Version: 1.2.0
+Version: 2.0.0
 Authors@R: 
     c(person(given = "Young Geun",
              family = "Kim",
@@ -25,7 +25,7 @@ Suggests:
     testthat (>= 3.0.0)
 Encoding: UTF-8
 LazyData: true
-RoxygenNote: 7.2.3
+RoxygenNote: 7.3.1
 Imports: 
     lifecycle,
     magrittr,
@@ -39,9 +39,9 @@ Imports:
     stats,
     optimParallel,
     posterior,
-    bayesplot,
-    doRNG
+    bayesplot
 LinkingTo: 
+    BH,
     Rcpp,
     RcppEigen
 VignetteBuilder: knitr

NAMESPACE

@@ -71,6 +71,7 @@ S3method(knitr::knit_print,bvharspec)
 S3method(knitr::knit_print,bvharssvs)
 S3method(knitr::knit_print,bvharsv)
 S3method(knitr::knit_print,horseshoespec)
+S3method(knitr::knit_print,interceptspec)
 S3method(knitr::knit_print,predbvhar)
 S3method(knitr::knit_print,ssvsinit)
 S3method(knitr::knit_print,ssvsinput)
@@ -124,13 +125,15 @@ S3method(print,bvharspec)
 S3method(print,bvharssvs)
 S3method(print,bvharsv)
 S3method(print,horseshoespec)
+S3method(print,interceptspec)
 S3method(print,predbvhar)
 S3method(print,ssvsinit)
 S3method(print,ssvsinput)
 S3method(print,summary.bvharsp)
 S3method(print,summary.normaliw)
 S3method(print,summary.varlse)
 S3method(print,summary.vharlse)
+S3method(print,svspec)
 S3method(print,varlse)
 S3method(print,vharlse)
 S3method(relmae,bvharcv)
@@ -210,10 +213,12 @@ export(is.bvharmn)
 export(is.bvharpriorspec)
 export(is.bvharspec)
 export(is.horseshoespec)
+export(is.interceptspec)
 export(is.predbvhar)
 export(is.ssvsinit)
 export(is.ssvsinput)
 export(is.stable)
+export(is.svspec)
 export(is.varlse)
 export(is.vharlse)
 export(lpl)
@@ -232,9 +237,11 @@ export(set_bvar)
 export(set_bvar_flat)
 export(set_bvhar)
 export(set_horseshoe)
+export(set_intercept)
 export(set_lambda)
 export(set_psi)
 export(set_ssvs)
+export(set_sv)
 export(set_weight_bvhar)
 export(sim_horseshoe_var)
 export(sim_horseshoe_vhar)
@@ -258,7 +265,6 @@ importFrom(Rcpp,evalCpp)
 importFrom(bayesplot,mcmc_areas)
 importFrom(bayesplot,mcmc_dens)
 importFrom(bayesplot,mcmc_trace)
-importFrom(doRNG,"%dorng%")
 importFrom(dplyr,bind_rows)
 importFrom(dplyr,case_when)
 importFrom(dplyr,filter)
@@ -270,7 +276,6 @@ importFrom(dplyr,rename)
 importFrom(foreach,"%do%")
 importFrom(foreach,"%dopar%")
 importFrom(foreach,foreach)
-importFrom(foreach,getDoParRegistered)
 importFrom(ggplot2,aes)
 importFrom(ggplot2,autolayer)
 importFrom(ggplot2,autoplot)
@@ -289,6 +294,7 @@ importFrom(ggplot2,guides)
 importFrom(ggplot2,labs)
 importFrom(ggplot2,last_plot)
 importFrom(ggplot2,layer)
+importFrom(ggplot2,scale_colour_gradient2)
 importFrom(ggplot2,scale_colour_viridis_d)
 importFrom(ggplot2,scale_fill_viridis_d)
 importFrom(ggplot2,scale_x_continuous)
@@ -319,12 +325,13 @@ importFrom(stats,quantile)
 importFrom(stats,rbinom)
 importFrom(stats,rgamma)
 importFrom(stats,rnorm)
+importFrom(stats,runif)
 importFrom(stats,sd)
 importFrom(stats,setNames)
 importFrom(tibble,add_column)
 importFrom(tibble,rownames_to_column)
 importFrom(tidyr,pivot_longer)
 importFrom(tidyr,separate)
-importFrom(tidyr,separate_wider_delim)
+importFrom(tidyr,separate_wider_regex)
 importFrom(tidyr,unite)
 useDynLib(bvhar, .registration = TRUE)

NEWS.md

@@ -1,3 +1,30 @@
+# bvhar 2.0.0
+
+* Start to implement OOP in C++ source for each model, ready for major update.
+
+* Add SV specification (`sv_spec` argument) in `bvhar_sv()` and `bvar_sv()` (`set_sv()`).
+
+* Prevent SSVS overflow issues by using log-sum-exp trick when computing Bernoulli posterior probability.
+
+* Add separate constant term prior specification (`intercept`) in `bvhar_sv()` and `bvar_sv()` (`set_intercept()`).
+
+* Convert every header file inst/include to header-only format. This enables external inclusion of our classes, structs, and Rcpp functions by using `LinkingTo` (in R package development) or `// [[Rcpp::depends(RcppEigen, BH, bvhar)]]`.
+
+## Parallel Chain MCMC
+
+* Use OpenMP parallel for loop
+
+* Progress bar will show the status only for master thread when OpenMP enabled.
+
+* Interruption detect will just save values and break the loop, not return immediately.
+
+* Do burn-in and thinning in each `returnRecords()` method to make pre-process parallel chains easier.
+
+* Use boost library (`BH` package) RNG instead of Rf_* RNG of `Rcpp` for thread-safety.
+
+* Introduce function overloading to internal Rcpp random generation functions temporarily.
+It's for maintaining `set.seed()` usage of some functions.
+
 # bvhar 1.2.0
 
 * Replace progress bar of `RcppProgress` package with custom header (`bvharprogress.h`).