📦 Update dependencies

Author: LuizFCDuarte

Project.toml

@@ -3,37 +3,59 @@ uuid = "32cb7113-d955-45ac-bb89-2e20d5d4d2f9"
 authors = ["LuizFDuarte <[email protected]>"]
 version = "0.1.0"
 
-[compat]
-julia = "1.6 - 1.11"
-
 [deps]
 Alpine = "07493b3f-dabb-5b16-a503-4139292d7dd4"
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
 Combinatorics = "861a8166-3701-5b0c-9a16-15d98fcdc6aa"
-Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d"
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
-GLMNet = "8d5ece8b-de18-5317-b113-243142960cc6"
 HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 OffsetArrays = "6fe1bfb0-de20-5000-8ca7-80f57d26f881"
 Optim = "429524aa-4258-5aef-a3af-852621145aeb"
-PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
-RCall = "6f49c342-dc21-5d91-9882-a32aef131414"
+Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
-Revise = "295af30f-e4ad-537b-8983-00126c2a3abe"
-SCIP = "82193955-e24f-5292-bf16-6f2c5261a85f"
+Requires = "ae029012-a4dd-5104-9daa-d747884805df"
 StateSpaceModels = "99342f36-827c-5390-97c9-d7f9ee765c78"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 TimeSeries = "9e3dc215-6440-5c97-bce1-76c03772f85e"
 
+[weakdeps]
+PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
+RCall = "6f49c342-dc21-5d91-9882-a32aef131414"
+
+[compat]
+Alpine = "0.5.6"
+CSV = "0.10.14"
+Combinatorics = "1.0.2"
+DataFrames = "1.6.1"
+Dates = "1.11.0"
+Distributions = "0.25.108"
+HiGHS = "1.9.0"
+Ipopt = "1.6.2"
+JuMP = "1.21.1"
+LinearAlgebra = "1.11.0"
+MathOptInterface = "1.29.0"
+OffsetArrays = "1.14.0"
+Optim = "1.9.4"
+Pkg = "1.11.0"
+PyCall = "1.96.4"
+RCall = "0.14.1"
+Random = "1.11.0"
+Requires = "1.3.0"
+StateSpaceModels = "0.6.7"
+Statistics = "1.11.1"
+TimeSeries = "0.24.2"
+julia = "1.0 - 1.11"
+
 [extras]
 JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
+Revise = "295af30f-e4ad-537b-8983-00126c2a3abe"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test", "JSON"]
+test = ["Test", "JSON", "Revise"]

src/Sarimax.jl

@@ -8,42 +8,26 @@ using CSV
 using DataFrames
 using Dates
 using Distributions
-using HiGHS
 using Ipopt
 using JuMP
 using LinearAlgebra
 using MathOptInterface
 using OffsetArrays
 using Optim
+using Pkg
 using Random
-using SCIP
+using Requires
 using StateSpaceModels
 using Statistics
 using TimeSeries
-using PyCall
-using Conda
-using RCall
-# using GLMNet
-# using Lasso
 
 abstract type SarimaxModel end
 
-try
-    pyimport("pmdarima")
-    pyimport("numpy")
-catch e
-    @warn "Could not load python libraries. Please make sure you have numpy and pmdarima installed."
+function __init__()
+    @require PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0" include("python_init.jl")
+    @require RCall = "6f49c342-dc21-5d91-9882-a32aef131414" include("r_init.jl")
 end
 
-try
-    R"""
-    library(forecast)
-    """
-catch e
-    @warn "Could not load R libraries. Please make sure you have forecast installed."
-end
-
-
 include("datasets.jl")
 include("datetime_utils.jl")
 include("exceptions.jl")

src/python_init.jl

@@ -0,0 +1,19 @@
+using PyCall
+
+export seasonal_diffs
+
+try
+    pyimport("pmdarima")
+    pyimport("numpy")
+catch e
+    @warn "Could not load python libraries. Please make sure you have numpy and pmdarima installed."
+end
+
+function seasonal_diffs(y, seasonality)
+    py"""
+    def seasonal_diffs(ts, seasonal_period):
+        ts_np = numpy.array(ts)
+        return pmdarima.arima.nsdiffs(ts_np, m=seasonal_period)
+    """
+    return py"seasonal_diffs"(y, seasonality)
+end

src/r_init.jl

@@ -0,0 +1,35 @@
+using RCall
+
+export seasonal_diffsR, kpssR
+
+try 
+    R"""
+    library(forecast)
+    """
+catch e
+    @warn "Could not load R libraries. Please make sure you have forecast installed."
+end
+
+function seasonal_diffsR(y, seasonality)
+    @rput y seasonality
+    R"""
+    # Example time series data (replace with your actual data)
+    ts_data <- ts(y, frequency = seasonality)
+    D <- nsdiffs(ts_data)
+    """
+    D::Int = @rget D
+    return D
+end
+
+function kpssR(y, maxd, D, seasonality)
+    @rput y maxd D seasonality
+    R"""
+    diffy <- y
+    if (D > 0 & seasonality > 1) {
+        diffy <- diff(y, differences = D, lag = seasonality)
+    }
+    d <- ndiffs(diffy, test="kpss", max.d = maxd)
+    """
+    d::Int = @rget d
+    return d
+end

src/utils.jl

@@ -158,26 +158,27 @@ function selectSeasonalIntegrationOrder(
         return StateSpaceModels.canova_hansen_test(y, seasonality)
     elseif test == "ocsb"
         try
-            py"""
-            def seasonal_diffs(ts, seasonal_period):
-                ts_np = numpy.array(ts)
-                return pmdarima.arima.nsdiffs(ts_np, m=seasonal_period)
-            """
-            return py"seasonal_diffs"(y, seasonality)
+            if !("PyCall" ∈ keys(Pkg.project().dependencies))
+                # Warning message
+                @warn "The PyCall package is not installed. Please install it to use the 'ocsb' test."
+                @warn "Using the 'seas' test instead."
+                return StateSpaceModels.seasonal_strength_test(y, seasonality)
+            end
+
+            return seasonal_diffs(y, seasonality)
         catch e
             println(e)
             throw(Error("It seems that the pmdarima package is not installed. Please install it to use the 'ocsb' test."))
         end
     elseif test == "ocsbR"
         try
-            @rput y seasonality
-            R"""
-            # Example time series data (replace with your actual data)
-            ts_data <- ts(y, frequency = seasonality)
-            D <- nsdiffs(ts_data)
-            """
-            D::Int = @rget D
-            return D
+            if !("RCall" ∈ keys(Pkg.project().dependencies))
+                # Warning message
+                @warn "The RCall package is not installed. Please install it to use the 'ocsbR' test."
+                @warn "Using the 'seas' test instead."
+                return StateSpaceModels.seasonal_strength_test(y, seasonality)
+            end
+            return seasonal_diffsR(y, seasonality)
         catch e
             println(e)
             throw(Error("It seems that the R forecast package is not installed. Please install it to use the 'ocsbR' test."))
@@ -216,16 +217,14 @@ function selectIntegrationOrder(
         return StateSpaceModels.repeated_kpss_test(y, maxd, D, seasonality)
     elseif test == "kpssR"
         try
-            @rput y maxd D seasonality
-            R"""
-            diffy <- y
-            if (D > 0 & seasonality > 1) {
-                diffy <- diff(y, differences = D, lag = seasonality)
-            }
-            d <- ndiffs(diffy, test="kpss", max.d = maxd)
-            """
-            d::Int = @rget d
-            return d
+            if !("RCall" ∈ keys(Pkg.project().dependencies))
+                # Warning message
+                @warn "The RCall package is not installed. Please install it to use the 'kpssR' test."
+                @warn "Using the 'kpss' test instead."
+                return StateSpaceModels.repeated_kpss_test(y, maxd, D, seasonality)
+            end
+            
+            return kpssR(y, maxd, D, seasonality)
         catch e
             println(e)
             throw(Error("It seems that the R forecast package is not installed. Please install it to use the 'kpssR' test."))

test/utils.jl

@@ -77,6 +77,11 @@
         @test_throws ArgumentError Sarimax.selectIntegrationOrder(values(airPassengers), 2, 0, 12,"hegy")
     end
 
+    @testset "selectIntegrationOrderR" begin
+        airPassengers = loadDataset(AIR_PASSENGERS)
+        @test Sarimax.selectIntegrationOrder(values(airPassengers), 2, 0, 12,"kpssR") == 1
+    end
+
     @testset "automaticDifferentiation" begin 
         gdpc1Data = loadDataset(GDPC1)
         nrouData = loadDataset(NROU)