Prepare for cran release #1
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…cripts for clarity and consistency
- Implement `concordance()` to calculate the concordance index for co-movement between two time series. - Introduce `direction_leadlag()` to detect lead-lag relationships and identify optimal lags in directional co-movement. - Create `direction_test()` to test the statistical significance of co-movement between two time series using various methods. - Add `rolling_direction()` to compute the rolling co-movement proportion over a specified window. - Develop `plot_rolling_direction()` for visualizing rolling co-movement with optional colored bands. - Document all new functions with corresponding examples and details in the man pages.
…and additional tools
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Pull request overview
This PR prepares the tstoolbox R package for its initial CRAN submission (version 0.1.0). The package provides comprehensive tools for time series co-movement analysis and diagnostics, with a focus on directional co-movement — measuring when series rise and fall in sync.
Changes:
- Added comprehensive documentation including two vignettes, updated README, and complete roxygen documentation for all functions
- Implemented new co-movement analysis functions (rolling_direction, direction_test, direction_leadlag, concordance, asymmetric_direction)
- Added visualization functions (plot_rolling_direction, plot_xcf enhancements)
- Updated package metadata for CRAN compliance (LICENSE, DESCRIPTION, NAMESPACE)
Reviewed changes
Copilot reviewed 43 out of 44 changed files in this pull request and generated 10 comments.
Show a summary per file
| File | Description |
|---|---|
| DESCRIPTION | Updated package metadata with proper Authors@R format, MIT license, improved description, and complete dependency list |
| LICENSE | Added MIT license with copyright holder and year |
| NEWS.md | Added changelog documenting all functions for version 0.1.0 |
| NAMESPACE | Updated with new exports and imports for all new functions |
| README.md | Significantly expanded with comprehensive overview, function reference table, and examples |
| vignettes/introduction-to-comovement.Rmd | New comprehensive vignette covering co-movement analysis workflow |
| vignettes/additional-tools.Rmd | New vignette covering cross-correlation, adstock, and utility functions |
| R/*.R | Added new functions and improved documentation with roxygen2 for existing functions |
| man/*.Rd | Generated documentation files with examples and complete parameter descriptions |
| .gitignore, .Rbuildignore, .github/PULL_REQUEST_TEMPLATE.md | Added configuration files for development workflow |
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| plot(stocks$date, roll, type = "l", | ||
| ylim = c(0.3, 1), | ||
| main = paste("Window =", w, "days"), |
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The indentation is inconsistent. Line 176 has only 1 space of indentation while line 177 has 7 spaces. This should be corrected to have consistent indentation (typically 2 or 4 spaces for continuation lines within a function call).
| #' ("correlations go to 1 in a crisis"). | ||
| #' | ||
| #' The function: | ||
| #' 1 |
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The documentation has an incomplete numbered list. Line 29 shows "1" without any corresponding text, and then jumps to items 2 and 3. This will cause rendering issues in the documentation. Add the missing text for step 1 (likely "Identifies upturn and downturn periods based on the reference series" or similar).
| #' 1 | |
| #' 1. Identifies upturn and downturn periods based on the reference series |
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Description
This PR prepares the tstoolbox package for CRAN release.
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@examplesfor new exported functionsTesting
R CMD check
devtools::check()passes with 0 errors, 0 warnings, and 0 notesAdditional Notes