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R

rjd3highfreq

ANALYTICS
Velocity0.0

Seasonal Adjustment of High Frequency Data with JDemetra+ 3.x

github.com/rjdverse/rjd3highfreq ↗

rjd3highfreq ships whatever the Java side ships, and only occasionally says what that was.

seasonal-adjustmenttime-seriesjdemetrar-packagejava-binding
◆Current state
An R wrapper around JDemetra+ routines for seasonal adjustment of high-frequency time series, built on fractional airline decomposition. Only three releases are on record, roughly one every six months, and two of them describe nothing beyond updated .jar files. The package is a thin binding whose substance lives in the Java libraries it packages, and the release notes reflect that literally.
◆Where it's heading
The one release with detail points at where the work actually is: 2.4.1 exposes eps and deps parameters on fractionalAirlineDecomposition(), controlling the optimisation routine's convergence precision and the step size for its numerical derivatives. That is tuning access for users whose series were not converging well under the defaults, and it is the only user-facing surface change visible here. The earlier entry even appears under a different package name, rjd3xhighfreq, which suggests some instability in how this line is published.
◆Prediction
Expect further releases tracking JDemetra+ .jar versions, with R-level parameters exposed only as specific estimation problems surface; the entries do not support a firmer read than that.

◆Recent moves

  1. 3mo ago

    Optimisation precision and derivative step exposed on airline decomposition

    Adds eps and deps parameters to fractionalAirlineDecomposition(), controlling the optimisation routine's precision and the step used for numerical derivatives within it. The only release here that changes anything an R user can reach, and it is aimed at series where the default convergence behaviour is inadequate.

    View source ↗
  2. 8mo ago

    rjd3highfreq 2.4.0

    A .jar file refresh with no description of what changed on the Java side. Whatever this release delivered is not discoverable from the R package's notes.

    View source ↗
  3. 1y ago

    rjd3xhighfreq 2.3.0

    Another .jar update with no further detail, published under the rjd3xhighfreq name rather than rjd3highfreq. The naming inconsistency is the only distinguishing feature of this entry.

    View source ↗