ygeunkim / bvhar

An R package to model BVHAR

Hi there 👋🏼 I’m Young Geun Kim

Thanks for visiting my page:

I’m a Statistics student researcher

• 🧑🏼‍🎓 BEc in Statistics, Sungkyunkwan University (SKKU)
• 🔭 I’m a Ph.D. Candidate in department of statistics, SKKU
• 🤔 I’m interested in time series, especially
• Long-range dependency,
• Vector autoregression,

  • Modeling and forecasting

  • High dimensional time series

  • Heterogeneous autoregression (HAR)
• Bayesian econometrics,

  • Bayesian VAR modeling

  • Nowcasting
• and Anomaly detection

🧑🏼‍💻 I spent my time in github…

✍🏻 My research works

• Bayesian Vector Heterogeneous Autoregressive Modeling
• Residual Size is Not Enough for Anomaly Detection: Improving Detection Performance using Residual Similarity in Multivariate Time Series
• Revitalizing Self-Organizing Map: Anomaly Detection using Forecasting Error Patterns
• Contextual Anomaly Detection by Correlated Probability Distributions using Kullback-Leibler Divergence

bvhar's Issues

Release bvhar 1.0.1

Prepare for release:

• git pull
• Check current CRAN check results
• Polish NEWS
• urlchecker::url_check()
• devtools::build_readme()
• devtools::check(remote = TRUE, manual = TRUE)
• devtools::check_win_devel()
• revdepcheck::revdep_check(num_workers = 4)
• Update cran-comments.md
• git push

Submit to CRAN:

• usethis::use_version('patch')
• devtools::submit_cran()
• Approve email

Wait for CRAN...

• Accepted 🎉
• usethis::use_github_release()
• usethis::use_dev_version(push = TRUE)

Release bvhar 1.0.2

Prepare for release:

• git pull
• Check current CRAN check results
• Polish NEWS
• urlchecker::url_check()
• devtools::build_readme()
• devtools::check(remote = TRUE, manual = TRUE)
• devtools::check_win_devel()
• revdepcheck::revdep_check(num_workers = 4)
• Update cran-comments.md
• git push

Submit to CRAN:

• usethis::use_version('patch')
• devtools::submit_cran()
• Approve email

Wait for CRAN...

• Accepted 🎉
• usethis::use_github_release()
• usethis::use_dev_version(push = TRUE)

Release bvhar 1.1.0

Prepare for release:

• git pull
• Check current CRAN check results
• Check if any deprecation processes should be advanced, as described in Gradual deprecation
• Polish NEWS
• urlchecker::url_check()
• devtools::build_readme()
• devtools::check(remote = TRUE, manual = TRUE)
• devtools::check_win_devel()
• revdepcheck::revdep_check(num_workers = 4)
• Update cran-comments.md
• git push
• Draft blog post

Submit to CRAN:

• usethis::use_version('minor')
• devtools::submit_cran()
• Approve email

Wait for CRAN...

• Accepted 🎉
• Add preemptive link to blog post in pkgdown news menu
• usethis::use_github_release()
• usethis::use_dev_version(push = TRUE)
• Finish blog post
• Tweet

`knitr` seems to be required, not optional

Is knitr required, despite a claim of DESCRIPTION?

  /opt/local/bin/clang++-mp-15 -std=gnu++17 -dynamiclib -Wl,-headerpad_max_install_names -undefined dynamic_lookup -L/opt/local/Library/Frameworks/R.framework/Resources/lib -L/opt/local/lib -Wl,-headerpad_max_install_names -Wl,-rpath,/opt/local/lib/libgcc -Wl,-syslibroot,/Library/Developer/CommandLineTools/SDKs/MacOSX13.sdk -arch x86_64 -o bvhar.so RcppExports.o design.o estimate-bvar.o estimate-hierarchical.o estimate-ssvs.o estimate-sv.o estimate-var.o estimate-vhar.o forecast-bvar.o forecast-bvhar.o forecast-expand.o forecast-roll.o forecast-var.o forecast-vhar.o generate-distn.o is-stable.o mcmc-draw.o misc-eigen.o simulate-data.o tuning-models.o -fopenmp -L/opt/local/Library/Frameworks/R.framework/Resources/lib -lRlapack -L/opt/local/Library/Frameworks/R.framework/Resources/lib -lRblas -L/opt/local/lib/gcc12/gcc/x86_64-apple-darwin22/12.3.0 -L/opt/local/lib/gcc12 -lgfortran -lquadmath -F/opt/local/Library/Frameworks/R.framework/.. -framework R -Wl,-framework -Wl,CoreFoundation
  installing to /opt/local/var/macports/build/_Users_runner_work_macports-ports_macports-ports_ports_R_R-bvhar/R-bvhar/work/destroot/opt/local/Library/Frameworks/R.framework/Versions/4.3/Resources/library/00LOCK-bvhar-1.0.0/00new/bvhar/libs
  ** R
  ** data
  *** moving datasets to lazyload DB
  ** inst
  ** tests
  ** byte-compile and prepare package for lazy loading
  Error in loadNamespace(name) : there is no package called ‘knitr’
  Error: unable to load R code in package ‘bvhar’
  Execution halted
  ERROR: lazy loading failed for package ‘bvhar’
  * removing ‘/opt/local/var/macports/build/_Users_runner_work_macports-ports_macports-ports_ports_R_R-bvhar/R-bvhar/work/destroot/opt/local/Library/Frameworks/R.framework/Versions/4.3/Resources/library/bvhar’
  Command failed:  cd "/opt/local/var/macports/build/_Users_runner_work_macports-ports_macports-ports_ports_R_R-bvhar/R-bvhar/work/bvhar-1.0.0" && /opt/local/bin/R CMD INSTALL . --library=/opt/local/var/macports/build/_Users_runner_work_macports-ports_macports-ports_ports_R_R-bvhar/R-bvhar/work/destroot/opt/local/Library/Frameworks/R.framework/Versions/4.3/Resources/library --install-tests 
  Error: Failed to destroot R-bvhar: command execution failed

Release bvhar 1.2.0

Prepare for release:

• git pull
• Check current CRAN check results
• Check if any deprecation processes should be advanced, as described in Gradual deprecation
• Polish NEWS
• urlchecker::url_check()
• devtools::build_readme()
• devtools::check(remote = TRUE, manual = TRUE)
• devtools::check_win_devel()
• revdepcheck::revdep_check(num_workers = 4)
• Update cran-comments.md
• git push
• Draft blog post

Submit to CRAN:

• usethis::use_version('minor')
• devtools::submit_cran()
• Approve email

Wait for CRAN...

• Accepted 🎉
• Add preemptive link to blog post in pkgdown news menu
• usethis::use_github_release()
• usethis::use_dev_version(push = TRUE)
• Finish blog post
• Tweet

Release bvhar 1.0.0

First release:

• usethis::use_cran_comments()
• Update (aspirational) install instructions in README
• Proofread Title: and Description:
• Check that all exported functions have @return and @examples
• Check that Authors@R: includes a copyright holder (role 'cph')
• Check licensing of included files
• Review https://github.com/DavisVaughan/extrachecks

Prepare for release:

• git pull
• Check if any deprecation processes should be advanced, as described in Gradual deprecation
• urlchecker::url_check()
• devtools::build_readme()
• devtools::check(remote = TRUE, manual = TRUE)
• devtools::check_win_devel()
• git push
• Draft blog post

Submit to CRAN:

• usethis::use_version('major')
• devtools::submit_cran()
• Approve email

Wait for CRAN...

• Accepted 🎉
• Add preemptive link to blog post in pkgdown news menu
• usethis::use_github_release()
• usethis::use_dev_version(push = TRUE)
• Finish blog post
• Tweet