The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
To use rjwsacruncher
you need to download the
JWACruncher. It is available on https://github.com/jdemetra/jdemetra-app/releases (for
JDemetra+ 2.x.y versions) or https://github.com/jdemetra/jdemetra-app/releases (for
JDemetra+ 3.x.y versions). It can also be downloaded with the function
download_cruncher()
:
library(rjwsacruncher)
# Directory where to save the JWSACruncher:
directory <- tempdir()
download_cruncher(directory)
# for JDemetra+ 3.x.y versions :
download_cruncher(directory, v3 = TRUE)
To configure the JWSACruncher with a portable version of Java you can
use the function configure_jwsacruncher()
. See
?configure_jwsacruncher
for more informations.
To run the JWSACruncher you need three files:
In rjwsacruncher, there are four functions associated to run the JWSACruncher:
create_param_file()
or list2param_file()
to create the “.param” parameter file;cruncher()
to run the JWSACruncher on a workspace from
a parameter file;cruncher_and_param()
to run the ‘JWSACruncher’ on a
workspace while creating the parameter file;update_workspace()
to update a workspace without
exporting the results.create_param_file()
The parameters of the function create_param_file()
are
those described in the wiki of the JWSACruncher: https://github.com/jdemetra/jwsacruncher/wiki. The three
most important parameters of create_param_file()
are:
policy
the refresh policy (see table below).Option on JDemetra+ | Option for the JWSACruncher | Description |
---|---|---|
Partial concurrent adjustment -> Fixed model | current | The ARIMA model, outliers and other regression parameters are not re-identified and the values of all parameters are fixed. The transformation type remains unchanged. |
Partial concurrent adjustment -> Estimate regression coefficients | fixedparameters (or fixed) | The ARIMA model, outliers and other regression parameters are not re-identified. The coefficients of the ARIMA model are fixed, other coefficients are re-estimated. The transformation type remains unchanged. |
Partial concurrent adjustment -> Estimate regression coefficients + Arima parameters | parameters (by default) | The ARIMA model, outliers and other regression parameters are not re-identified. All parameters of the RegARIMA model are re-estimated. The transformation type remains unchanged. |
Partial concurrent adjustment -> Estimate regression coefficients + Last outliers | lastoutliers | The ARIMA model, outliers (except from the outliers in the last year of the sample) and other regression parameters are not re-identified. All parameters of the RegARIMA model are re-estimated. The outliers in the last year of the sample are re-identified. The transformation type remains unchanged. |
Partial concurrent adjustment -> Estimate regression coefficients + all outliers | outliers | The ARIMA model and regression parameters, except from outliers) are not re-identified. All parameters of the RegARIMA model are re-estimated. All outliers are re-identified. The transformation type remains unchanged. |
Partial concurrent adjustment -> Estimate regression coefficients + Arima model | stochastic | Re-identification of the ARIMA model, outliers and regression variables, except from the calendar variables. The transformation type remains unchanged. |
Concurrent | complete (or concurrent) | Re-identification of the whole RegARIMA model. |
matrix_item
character containing the items of the
matrix output. By default, the items defined in the option
default_matrix_item
are exported. To change it we can
change the option default_matrix_item
or the parameter
matrix_item
:# To get the default parameters
getOption("default_matrix_item")
# To change the default parameters to, for example, only export
# the information criteria:
options(default_matrix_item = c("likelihood.aic",
"likelihood.aicc",
"likelihood.bic",
"likelihood.bicc"))
tsmatrix_series
character containing the names of the
times series to export. By default, the items defined in the option
default_tsmatrix_series
are exported. To change it we can
change the option default_tsmatrix_series
or the parameter
tsmatrix_series
:# To get the default parameters
getOption("default_tsmatrix_series")
# To change the default parameters to, for example, only export
# the seasonally adjusted series and its forecasts:
options(default_tsmatrix_series = c("sa", "sa_f"))
For more informations, see the help of the function:
?create_param_file
. Below some examples to create the
parameter file:
export_dir <- tempdir()
# To create the file parameters.params in the directory export_dir with
# the refresh policy "lastoutliers" and the others default parameters:
create_param_file(dir_file_param = export_dir,
policy = "lastoutliers")
# If the options "default_matrix_item" and "default_tsmatrix_series" were
# changed to only export the information criteria, the seasonally adjusted series and its forecasts, the previous code is equivalent to:
create_param_file(dir_file_param = export_dir,
policy = "lastoutliers",
matrix_item = c("likelihood.aic", "likelihood.aicc",
"likelihood.bic", "likelihood.bicc"),
tsmatrix_series = c("sa", "sa_f"))
Parameter files can be read with read_param_file()
which
returns a list than can also be modified and exported with
list2param_file()
:
param_f <- read_param_file(file.path(export_dir, "parameters.param"))
str(param_f)
## List of 7
## $ config :List of 4
## ..$ bundle : chr "10000"
## ..$ csv_layout : chr "list"
## ..$ csv_separator: chr ";"
## ..$ ndecs : chr "6"
## $ policy : chr "lastoutliers"
## $ refreshall : logi TRUE
## $ output : NULL
## $ matrix_item : chr [1:4] "likelihood.aic" "likelihood.aicc" "likelihood.bic" "likelihood.bicc"
## $ tsmatrix_series: chr [1:2] "sa" "sa_f"
## $ paths_path : NULL
The default parameters files of JDemetra+ 2.x.y and JDemetra+ 3.x.y
can be retrieved with default_param_file()
.
To run the JWSACruncher with cruncher()
or
cruncher_and_param()
, you have to specify the path to the
JWSACruncher (cruncher_bin_directory
parameter) and the
path to the workspace (workspace
parameter).
By default, the path to the JWSACruncher is the value of the option
cruncher_bin_directory
: therefore you only have to change
this option once so that it applies to all the future running. The path
to specify is the folder containing the jwsacruncher.bat file
which is under the “Bin” folder of the JWSACruncher. Thus, if it is
installed in D:\jdemetra-cli-2.2.2
, the file
jwsacruncher.bat will be under
D:\jdemetra-cli-2.2.2\bin
and you have to change the
cruncher_bin_directory
option as follows:
options(cruncher_bin_directory = "D:/jdemetra-cli-2.2.2/bin/")
If no workspace is specified, a dialog box opens to select it.
The cruncher_and_param()
function allows to create a
temporary parameter file with create_param_file()
and then
run the JWSACruncher with cruncher()
. In addition to the
parameters available in these two functions,
cruncher_and_param()
allows to rename the output folder
containing the workspace results so that they are equal to the names of
the multi-documents displayed in the JDemetra+ software with the
parameter rename_multi_documents
(equals to
FALSE
by default). Below are some examples:
# The following code updates the workspace "workspace", that is under the folder D:/,
# with the refresh policy "lastoutliers". Others parameters are the default ones of create_param_file().
# In particular, the exported parameters are those of the options
# "default_matrix_item" options and "default_tsmatrix_series" and the results
# will be under D:/workspace/Output/.
cruncher_and_param(workspace = "D:/workspace.xml",
policy = "lastoutliers")
# Use the parameter "outpout" to change the folder that will contains the results
cruncher_and_param(workspace = "D:/workspace.xml",
output = "D:/Results/",
policy = "lastoutliers")
# To change the names of the folders containing the outputs so that they are equal
# to the names of the multi-documents displayed in JDemetra+, use the parameter
# "rename_multi_documents = TRUE". The parameter "delete_existing_file = TRUE"
# allows to delete any existing folders with the same name as the multi-documents.
cruncher_and_param(workspace = "D:/workspace.xml",
rename_multi_documents = TRUE,
delete_existing_file = TRUE,
policy = "lastoutliers")
# To see the other parameters:
?cruncher_and_param
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.