small fixes for CRAN submission

Author: alexiosg

DESCRIPTION

@@ -4,7 +4,7 @@ Title: Time Series Forecasting Auxiliary Functions
 Version: 1.0.0
 Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "[email protected]", comment = c(ORCID = "0009-0000-9308-0457")))
 Maintainer: Alexios Galanos <[email protected]>
-Description: General purpose calendar and auxiliary functions including normalizing transformations, outlier detection and forecast metrics for time series.
+Description: A suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) <doi:10.2307/2290724> (imported and wrapped from the 'tsoutliers' package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series components—such as trend, seasonal, ARMA, irregular, and anomalies—in a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, 'Softplus-Logit' and Sigmoid.
 Depends: R (>= 4.1.0), tsmethods
 Imports: methods, zoo, xts, lubridate, car, Rdpack, scoringRules, stlplus, tsoutliers, forecast, data.table
 RdMacros: Rdpack

R/outliers.R

@@ -1,7 +1,7 @@
 #' Automatic Detection of Outliers, Trends Breaks and Temporary Changes
 #'
 #' @description
-#' A wrapper function for \emph{tso} from the \code{\link[tsoutliers]{tso}} package.
+#' A wrapper function for function \code{\link[tsoutliers]{tso}} from the tsoutliers package.
 #' Takes as input a univariate xts object and returns a list with an xts object with any
 #' identified outliers, trend breaks and/or temporary changes to be used as
 #' regressors during estimation as well initial coefficients (see details).
@@ -305,12 +305,12 @@ auto_regressors <- function(y, frequency = 1, lambda = NULL, forc_dates = NULL,
 
 #' Automatic Cleaning of Outliers and Temporary Changes
 #'
-#' A wrapper function for \emph{tso} from the tsoutliers packages. Takes as
-#' input a univariate xts object and returns a series decomtaminated from
+#' A wrapper function for \code{\link[tsoutliers]{tso}} from the tsoutliers package.
+#' Takes as input a univariate xts object and returns a series decontaminated from
 #' outliers and temporary changes.
 #'
 #' Calls the \code{\link[tsaux]{auto_regressors}} function to obtain the matrix of
-#' regressors and coefficients which are then used to decomtaminate the series.
+#' regressors and coefficients which are then used to decontaminate the series.
 #' If lambda is not NULL, the series is first transformed to perform the
 #' decontamination and then back transformed afterwards.
 #'

R/seasonal.R

@@ -57,7 +57,7 @@ seasonality_test <- function(x, frequency = NULL){
 
 
 
-#' Fourier terms for modelling seasonality
+#' Fourier terms for modeling seasonality
 #'
 #' Returns a matrix containing terms from a Fourier series, up to order K
 #'

R/simulator.R

@@ -530,6 +530,7 @@ tsdecompose.issm.component <- function(object, ...)
 #' @param y the type of output to plot.
 #' @param ... additional parameters passed to the \code{\link[zoo]{plot.zoo}} function.
 #' @method plot issm.component
+#' @returns a plot of the simulated series or multiple plots of the simulation components.
 #' @aliases plot
 #' @rdname plot
 #' @export
@@ -557,6 +558,11 @@ plot.issm.component <- function(x, y = c("simulated","components"), ...)
 #' @param y not used.
 #' @param type character indicating the type of plotting.
 #' @param ... additional parameters passed to the lines function.
+#' @details
+#' Overlays the simulated series from the object (x), and is meant to be
+#' used when plotting different simulations from the same series
+#' for comparison.
+#' @returns a line plot.
 #' @method lines issm.component
 #' @aliases lines
 #' @rdname lines
@@ -576,7 +582,7 @@ lines.issm.component <- function(x, y = NULL, type = "l", ...)
 #' Anomaly Component
 #'
 #' @param x an object of class issm.component or other supported class.
-#' @param time the numeric index of when the anomaly occurs. If NULL, a ranom
+#' @param time the numeric index of when the anomaly occurs. If NULL, a random
 #' time will be chosen.
 #' @param delta the autoregressive component determining the type of anomaly. A
 #' value of zero results in an additive outlier, a value of 1 in a level shift
@@ -585,7 +591,7 @@ lines.issm.component <- function(x, y = NULL, type = "l", ...)
 #' value of 1 means that the anomaly will jump by 100 percent compared to the
 #' data series.
 #' @param ... additional parameters.
-#' @return An object of class issm.component updated with the anomaly
+#' @returns An object of class issm.component updated with the anomaly
 #' component.
 #' @method add_anomaly issm.component
 #' @aliases add_anomaly

R/transform.R

@@ -50,15 +50,14 @@ logit <- function(lower = 0, upper = 1.0, ...)
 #'
 #' The function returns a list of 2 functions called \dQuote{transform} and
 #' \dQuote{inverse} which can be called with a data object and a frequency to
-#' calculate the transformed values. It is meant to be used in the transform
-#' argument of the model specifications in the ts universe of models. The
-#' auto_lambda function uses the method of Guerrero(1993).
+#' calculate the transformed values. The auto_lambda function uses the
+#' method of Guerrero(1993).
 #' @name box_cox
 #' @aliases box_cox
 #' @param lambda the power parameters. If NA then it will automatically
 #' calculate the optimal parameter using the method of Guerrero (for univariate
 #' case) else for the multivariate case, the method of Velilla (1993) which
-#' implemented in the \code{car} package of John Fox. This targets a
+#' is implemented in the \code{car} package of John Fox. This targets a
 #' transformation to multivariate normality. If any of the inputs has a
 #' frequency other than 1, then an stl decomposition is first applied and the
 #' seasonal component removed prior to the estimation in order to avoid
@@ -352,11 +351,11 @@ sigmoid_inverse <- function(x, lower = 0, upper = 1) {
 
 #' General transformation function
 #'
-#' Includes the Box Cox, logit, softplus-logit and sigmoif transforms.
+#' Includes the Box Cox, logit, softplus-logit and sigmoid transforms.
 #' Returns a list of functions for the transform and its inverse.
 #'
 #' @param method valid methods are currently \dQuote{box-cox},
-#' \dQuote{logit}, \dQuote{soft-logit} and \dQuote{sigmoid}.
+#' \dQuote{logit}, \dQuote{softplus-logit} and \dQuote{sigmoid}.
 #' @param lambda parameter in the Box Cox transformation.
 #' @param lower lower bound for the transformations.
 #' @param upper upper bound for the transformations.