Merge branch 'develop'

jdemetra · Jul 12, 2024 · e0ab30f · e0ab30f
2 parents 126f0e4 + ef55cc5
commit e0ab30f
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Showing 21 changed files with 229 additions and 66 deletions.
diff --git a/.github/workflows/check-links.yml b/.github/workflows/check-links.yml
@@ -26,15 +26,15 @@ jobs:
           fetch-depth: 0
 
       - name: Restore lychee cache
-        uses: actions/cache@v3
+        uses: actions/cache@v4
         with:
           path: .lycheecache
           key: cache-lychee-${{ github.sha }}
           restore-keys: cache-lychee-
 
       - name: Check links
         id: lychee
-        uses: lycheeverse/lychee-action@v1.8.0
+        uses: lycheeverse/lychee-action@v1.10.0
         with:
           fail: true
           args: --max-concurrency 1 --cache --no-progress --exclude-all-private './**/*.md'
diff --git a/.github/workflows/heylogs.yml b/.github/workflows/heylogs.yml
@@ -0,0 +1,33 @@
+name: Heylogs
+
+on: [ push ]
+
+jobs:
+  badge-job:
+    if: startsWith(github.repository, 'jdemetra/') && startsWith(github.ref, 'refs/heads/develop')
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout source code
+        uses: actions/checkout@v4
+
+      - name: Setup Java
+        uses: actions/setup-java@v4
+        with:
+          distribution: 'temurin'
+          java-version: 21
+          cache: 'maven'
+
+      - name: Scan changelog
+        run: mvn -B -ntp -U com.github.nbbrd.heylogs:heylogs-maven-plugin::scan -Dheylogs.output.file=scan.json -Dheylogs.format.id=json
+
+      - name: Create badges endpoint json
+        run: |
+          mkdir heylogs
+          jq '{schemaVersion: 1, label: "unreleased changes", message: "#\(.[0].summary.unreleasedChanges)", color: "E05735", logoColor: "white", namedLogo: "keepachangelog"}' scan.json > heylogs/unreleased-changes.json
+          
+      - name: Deploy badges endpoint json
+        uses: peaceiris/actions-gh-pages@v4
+        with:
+          github_token: ${{ secrets.GITHUB_TOKEN }}
+          publish_branch: badges
+          publish_dir: ./heylogs
diff --git a/.github/workflows/java-ea-maven.yml b/.github/workflows/java-ea-maven.yml
@@ -12,7 +12,7 @@ jobs:
       fail-fast: false
       matrix:
         java: [ 21 ]
-        os: [ ubuntu-latest ]
+        os: [ ubuntu-latest, macos-latest ]
 
     name: JDK${{ matrix.java }} on ${{ matrix.os }}
     runs-on: ${{ matrix.os }}
@@ -34,4 +34,4 @@ jobs:
       - name: Build and (headless) test with Maven
         uses: smithki/xvfb-action@v1.1.2
         with:
-          run: mvn -U -B -ntp package
+          run: mvn -U -B -ntp verify
diff --git a/.github/workflows/java-maven.yml b/.github/workflows/java-maven.yml
@@ -8,8 +8,8 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        java: [ 17 ]
-        os: [ ubuntu-latest, macOS-latest, windows-latest ]
+        java: [ 21 ]
+        os: [ ubuntu-latest, macos-13, windows-latest ]
 
     name: JDK${{ matrix.java }} on ${{ matrix.os }}
     runs-on: ${{ matrix.os }}
@@ -34,7 +34,7 @@ jobs:
       - name: Build and (headless) test with Maven
         uses: smithki/xvfb-action@v1.1.2
         with:
-          run: mvn -U -B -ntp package
+          run: mvn -U -B -ntp verify
 
   auto-merge-job:
     needs: build-and-test-job
@@ -58,7 +58,7 @@ jobs:
     if: startsWith(github.repository, 'jdemetra/') && startsWith(github.ref, 'refs/heads/develop')
     strategy:
       matrix:
-        java: [ 17 ]
+        java: [ 21 ]
         os: [ ubuntu-latest ]
 
     name: Snapshot on develop
@@ -96,7 +96,7 @@ jobs:
 
       - name: Upload JReleaser output
         if: always()
-        uses: actions/upload-artifact@v3
+        uses: actions/upload-artifact@v4
         with:
           name: assets-snapshot-log
           path: |
@@ -108,7 +108,7 @@ jobs:
     if: startsWith(github.repository, 'jdemetra/') && startsWith(github.ref, 'refs/tags/v')
     strategy:
       matrix:
-        java: [ 17 ]
+        java: [ 21 ]
         os: [ ubuntu-latest ]
 
     name: Release on tag
@@ -148,7 +148,7 @@ jobs:
 
       - name: Upload JReleaser output
         if: always()
-        uses: actions/upload-artifact@v3
+        uses: actions/upload-artifact@v4
         with:
           name: assets-release-log
           path: |

diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -7,4 +7,18 @@ to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
 ## [Unreleased]
 
-[Unreleased]: https://github.com/jdemetra/jd3-benchmarking/compare/3beebc91b34f5933677d8d0e45522e7b02190b5a...HEAD
+## [1.1.1] - 2024-07-12
+
+## [1.1.0] - 2023-12-12
+
+## [1.0.0] - 2023-12-12
+
+[Unreleased]: https://github.com/jdemetra/jdplus-benchmarking/compare/v1.1.1...HEAD
+[1.1.1]: https://github.com/jdemetra/jdplus-benchmarking/compare/v1.1.0...v1.1.1
+[1.1.0]: https://github.com/jdemetra/jdplus-benchmarking/compare/v1.0.0...v1.1.0
+[1.0.0]: https://github.com/jdemetra/jdplus-benchmarking/releases/tag/v1.0.0
+
+[STAT]: https://img.shields.io/badge/-STAT-068C09
+[OTHER]: https://img.shields.io/badge/-OTHER-e4e669
+[IO]: https://img.shields.io/badge/-IO-F813F7
+[UI]: https://img.shields.io/badge/-UI-5319E7
diff --git a/README.md b/README.md
@@ -1,2 +1,4 @@
 # JDemetra+ v3 - benchmarking extensions
-
+
+[![Download](https://img.shields.io/github/release/jdemetra/jdplus-benchmarking.svg)](https://github.com/jdemetra/jdplus-benchmarking/releases/latest)
+[![Changes](https://img.shields.io/endpoint?url=https%3A%2F%2Fraw.githubusercontent.com%2Fjdemetra%2Fjdplus-benchmarking%2Fbadges%2Funreleased-changes.json)](https://github.com/jdemetra/jdplus-benchmarking/blob/develop/CHANGELOG.md)
diff --git a/...us-benchmarking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-api/pom.xml b/...us-benchmarking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-api/pom.xml
@@ -5,7 +5,7 @@
     <parent>
         <groupId>eu.europa.ec.joinup.sat</groupId>
         <artifactId>jdplus-benchmarking-base-parent</artifactId>
-        <version>1.1.0</version>
+        <version>1.2.0</version>
     </parent>
 
     <artifactId>jdplus-benchmarking-base-api</artifactId>

diff --git a/...s-benchmarking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-core/pom.xml b/...s-benchmarking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-core/pom.xml
@@ -5,7 +5,7 @@
     <parent>
         <groupId>eu.europa.ec.joinup.sat</groupId>
         <artifactId>jdplus-benchmarking-base-parent</artifactId>
-        <version>1.1.0</version>
+        <version>1.2.0</version>
     </parent>
 
     <artifactId>jdplus-benchmarking-base-core</artifactId>

diff --git a/...dplus/benchmarking/base/core/benchmarking/extractors/TemporalDisaggregationExtractor.java b/...dplus/benchmarking/base/core/benchmarking/extractors/TemporalDisaggregationExtractor.java
@@ -37,22 +37,22 @@
 public class TemporalDisaggregationExtractor extends InformationMapping<TemporalDisaggregationResults> {
 
     public TemporalDisaggregationExtractor() {
-        set(TemporalDisaggregationDictionaries.DISAGG, TsData.class, 
+        set(TemporalDisaggregationDictionaries.DISAGG, TsData.class,
                 source -> source.getDisaggregatedSeries());
-        set(TemporalDisaggregationDictionaries.EDISAGG, TsData.class, 
+        set(TemporalDisaggregationDictionaries.EDISAGG, TsData.class,
                 source -> source.getStdevDisaggregatedSeries());
-        set(TemporalDisaggregationDictionaries.LDISAGG, TsData.class, 
+        set(TemporalDisaggregationDictionaries.LDISAGG, TsData.class,
                 source -> source.getDisaggregatedSeries()
                         .fn(source.getStdevDisaggregatedSeries(), (a, b) -> a - 2 * b));
-        set(TemporalDisaggregationDictionaries.UDISAGG, TsData.class, 
+        set(TemporalDisaggregationDictionaries.UDISAGG, TsData.class,
                 source -> source.getDisaggregatedSeries().fn(source.getStdevDisaggregatedSeries(), (a, b) -> a + 2 * b));
-        set(TemporalDisaggregationDictionaries.REGEFFECT, TsData.class, 
+        set(TemporalDisaggregationDictionaries.REGEFFECT, TsData.class,
                 source -> source.getRegressionEffects());
-        set(TemporalDisaggregationDictionaries.SMOOTHINGEFFECT, TsData.class, 
+        set(TemporalDisaggregationDictionaries.SMOOTHINGEFFECT, TsData.class,
                 source -> TsData.subtract(source.getDisaggregatedSeries(), source.getRegressionEffects()));
-        set(TemporalDisaggregationDictionaries.COEFF, double[].class, 
+        set(TemporalDisaggregationDictionaries.COEFF, double[].class,
                 source -> source.getCoefficients().toArray());
-        set(TemporalDisaggregationDictionaries.COVAR, Matrix.class, 
+        set(TemporalDisaggregationDictionaries.COVAR, Matrix.class,
                 source -> source.getCoefficientsCovariance());
         set(TemporalDisaggregationDictionaries.REGNAMES, String[].class, source -> {
             Variable[] vars = source.getIndicators();
@@ -78,7 +78,8 @@ public TemporalDisaggregationExtractor() {
                 return Double.NaN;
             }
             Matrix H = source.getMaximum().getHessian();
-            return (H == null || H.isEmpty()) ? Double.NaN : Math.sqrt(1 / source.getMaximum().getHessian().get(0, 0));
+            int n = source.getLikelihood().degreesOfFreedom() - 1;
+            return (H == null || H.isEmpty()) ? Double.NaN : Math.sqrt(-1 / (n * H.get(0, 0)));
         });
         set(TemporalDisaggregationDictionaries.SPART, Double.class, source -> {
             TsData re = source.getRegressionEffects();

diff --git a/...ava/jdplus/benchmarking/base/core/benchmarking/multivariate/MultivariateCholetteTest.java b/...ava/jdplus/benchmarking/base/core/benchmarking/multivariate/MultivariateCholetteTest.java
@@ -27,6 +27,8 @@
 import java.util.HashMap;
 import java.util.Map;
 import java.util.Random;
+import jdplus.toolkit.base.api.data.AggregationType;
+import jdplus.toolkit.base.api.timeseries.TsUnit;
 import static org.junit.jupiter.api.Assertions.assertTrue;
 import org.junit.jupiter.api.Disabled;
 import org.junit.jupiter.api.Test;
@@ -67,7 +69,7 @@ public void testTable() {
 
         TemporalConstraint c4 = TemporalConstraint.parse("S22=sum(s22)");
         MultivariateCholetteSpec.Builder builder = MultivariateCholetteSpec.builder()
-                .lambda(1)
+                .lambda(0.9)
                 .rho(1)
                 .contemporaneousConstraint(c1)
                 .contemporaneousConstraint(c2)
@@ -106,8 +108,8 @@ public void testTable() {
         assertTrue(distance(s2_, TsData.add(rslt2.get("s21"), rslt2.get("s22"))) < 1e-9);
     }
 
-    @Test
-    @Disabled
+//    @Test
+//    @Disabled
     public void testOldTable() {
         TsMultiBenchmarking bench = new TsMultiBenchmarking();
         ec.tstoolkit.timeseries.simplets.TsData s11 = oldRandomM(120, 0);
@@ -126,7 +128,7 @@ public void testOldTable() {
         ec.tstoolkit.timeseries.simplets.TsData s2_ = oldRandomM(120, 6);
         bench.addInput("s2_", s2_);
 
-        bench.setLambda(0.5);
+        bench.setLambda(0.9);
         bench.setRho(1);
         ec.benchmarking.simplets.TsMultiBenchmarking.ContemporaneousConstraintDescriptor c1 = ec.benchmarking.simplets.TsMultiBenchmarking.ContemporaneousConstraintDescriptor.parse("s_1=s11+s21");
         bench.addContemporaneousConstraint(c1);
@@ -183,4 +185,107 @@ private ec.tstoolkit.timeseries.simplets.TsData oldRandomY(int len, int seed) {
         return new ec.tstoolkit.timeseries.simplets.TsData(ec.tstoolkit.timeseries.simplets.TsFrequency.Yearly, 1980, 0, data, false);
     }
 
+// The following test works...
+    @Test
+    public void testTableFictiveData() {
+
+        Map<String, TsData> input = new HashMap<>();
+
+        double[] s1 = {7,7.2,8.1,7.5,8.5,7.8,8.1,8.4};
+        input.put("s1", TsData.ofInternal(TsPeriod.quarterly(2021, 1), s1));
+
+        double[] s2 = {18,19.5,19.0,19.7,18.5,19.0,20.3,20.0};
+        input.put("s2", TsData.ofInternal(TsPeriod.quarterly(2021, 1), s2));
+
+        double[] s3 = {1.5,1.8,2,2.5,2.0,1.5,1.7,2.0};
+        input.put("s3", TsData.ofInternal(TsPeriod.quarterly(2021, 1), s3));
+
+        double[] a = {27.1,29.8,29.9,31.2,29.3,27.9,30.9,31.7};
+        input.put("a", TsData.ofInternal(TsPeriod.quarterly(2021, 1), a));
+
+        double[] y1 = {30.0,30.5};
+        input.put("y1", TsData.ofInternal(TsPeriod.yearly(2021), y1));
+
+        double[] y2 = {80.0,81.2};
+        input.put("y2", TsData.ofInternal(TsPeriod.yearly(2021), y2));
+
+        double[] y3 = {8.0,8.1};
+        input.put("y3", TsData.ofInternal(TsPeriod.yearly(2021), y3));        
+
+        ContemporaneousConstraint c1 = ContemporaneousConstraint.parse("a=s1+s2+s3");
+
+        TemporalConstraint c2 = TemporalConstraint.parse("y1=sum(s1)");
+        TemporalConstraint c3 = TemporalConstraint.parse("y2=sum(s2)");
+        TemporalConstraint c4 = TemporalConstraint.parse("y3=sum(s3)");
+
+        MultivariateCholetteSpec spec = MultivariateCholetteSpec.builder()
+                .lambda(.5)
+                .rho(1)
+                .contemporaneousConstraint(c1)
+                .temporalConstraint(c2)
+                .temporalConstraint(c3)
+                .temporalConstraint(c4)
+                .build();
+
+        Map<String, TsData> rslt = MultivariateCholette.benchmark(input, spec);
+    }
+
+    // The following test does not work... (the only difference is that I added 2 more decimals to the second figure of s1)
+    // Note that if I change the decimal, it works again...
+    @Test
+    public void testTableFictiveData2() {
+
+        Map<String, TsData> input = new HashMap<>();
+
+        double[] s1 = {7,7.228,8.1,7.5,8.5,7.8,8.1,8.4};
+        TsData S1=TsData.ofInternal(TsPeriod.quarterly(2021, 1), s1);
+        input.put("s1", S1);
+
+        double[] s2 = {18,19.5,19.0,19.7,18.5,19.0,20.3,20.0};
+        TsData S2=TsData.ofInternal(TsPeriod.quarterly(2021, 1), s2);
+        input.put("s2", S2);
+
+        double[] s3 = {1.5,1.8,2,2.5,2.0,1.5,1.7,2.0};
+        TsData S3=TsData.ofInternal(TsPeriod.quarterly(2021, 1), s3);
+        input.put("s3", S3);
+
+        double[] a = {27.1,29.8,29.9,31.2,29.3,27.9,30.9,31.7};
+        TsData A=TsData.ofInternal(TsPeriod.quarterly(2021, 1), a);
+        input.put("a", A);
+
+        double[] y1 = {30.0,30.5};
+        TsData Y1=TsData.ofInternal(TsPeriod.yearly(2021), y1);
+        input.put("y1", Y1);
+
+        double[] y2 = {80.0,81.2};
+        TsData Y2=TsData.ofInternal(TsPeriod.yearly(2021), y2);
+        input.put("y2", Y2);
+
+        double[] y3 = {8.0,8.1};
+        TsData Y3=TsData.ofInternal(TsPeriod.yearly(2021), y3);
+        input.put("y3", Y3);        
+
+        ContemporaneousConstraint c1 = ContemporaneousConstraint.parse("a=s1+s2+s3");
+
+        TemporalConstraint c2 = TemporalConstraint.parse("y1=sum(s1)");
+        TemporalConstraint c3 = TemporalConstraint.parse("y2=sum(s2)");
+        TemporalConstraint c4 = TemporalConstraint.parse("y3=sum(s3)");
+
+        MultivariateCholetteSpec spec = MultivariateCholetteSpec.builder()
+                .lambda(0.5)
+                .rho(1)
+                .contemporaneousConstraint(c1)
+                .temporalConstraint(c2)
+                .temporalConstraint(c3)
+                .temporalConstraint(c4)
+                .build();
+
+        Map<String, TsData> rslt = MultivariateCholette.benchmark(input, spec);
+        assertTrue(distance(A, TsData.add(rslt.get("s1"), rslt.get("s2"), rslt.get("s3"))) < 1e-9);
+        assertTrue(distance(Y1, rslt.get("s1").aggregate(TsUnit.YEAR, AggregationType.Sum, true))< 1e-9);
+        assertTrue(distance(Y2, rslt.get("s2").aggregate(TsUnit.YEAR, AggregationType.Sum, true))< 1e-9);
+        assertTrue(distance(Y3, rslt.get("s3").aggregate(TsUnit.YEAR, AggregationType.Sum, true))< 1e-9);
+    }
+
+
 }
diff --git a/...st/java/jdplus/benchmarking/base/core/univariate/TemporalDisaggregationProcessorTest.java b/...st/java/jdplus/benchmarking/base/core/univariate/TemporalDisaggregationProcessorTest.java
@@ -13,6 +13,7 @@
 import org.junit.jupiter.api.Test;
 import static org.junit.jupiter.api.Assertions.*;
 import jdplus.benchmarking.base.api.univariate.TemporalDisaggregationSpec;
+import jdplus.toolkit.base.api.data.DoubleSeq;
 import jdplus.toolkit.base.api.data.Parameter;
 
 /**
@@ -73,6 +74,7 @@ public void testChowLin() {
         System.out.println(rslt2.getDisaggregatedSeries().getValues());
 //        System.out.println(rslt2.getStdevDisaggregatedSeries().getValues());
         System.out.println(rslt2.getCoefficients());
+        System.out.println(rslt1.getMaximum().getHessian());
 //        System.out.println(rslt2.getConcentratedLikelihood().e());
 //        System.out.println(rslt2.getConcentratedLikelihood().logLikelihood());
     }

diff --git a/...marking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-information/pom.xml b/...marking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-information/pom.xml
@@ -5,7 +5,7 @@
     <parent>
         <groupId>eu.europa.ec.joinup.sat</groupId>
         <artifactId>jdplus-benchmarking-base-parent</artifactId>
-        <version>1.1.0</version>
+        <version>1.2.0</version>
     </parent>
 
     <artifactId>jdplus-benchmarking-base-information</artifactId>

diff --git a/...nchmarking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-protobuf/pom.xml b/...nchmarking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-protobuf/pom.xml
@@ -5,7 +5,7 @@
     <parent>
         <groupId>eu.europa.ec.joinup.sat</groupId>
         <artifactId>jdplus-benchmarking-base-parent</artifactId>
-        <version>1.1.0</version>
+        <version>1.2.0</version>
     </parent>
 
     <artifactId>jdplus-benchmarking-base-protobuf</artifactId>

diff --git a/jdplus-benchmarking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-r/pom.xml b/jdplus-benchmarking-base/jdplus-benchmarking-base-parent/jdplus-benchmarking-base-r/pom.xml
@@ -5,7 +5,7 @@
     <parent>
         <groupId>eu.europa.ec.joinup.sat</groupId>
         <artifactId>jdplus-benchmarking-base-parent</artifactId>
-        <version>1.1.0</version>
+        <version>1.2.0</version>
     </parent>
 
     <artifactId>jdplus-benchmarking-base-r</artifactId>