docs initialized

Author: mattiasvillani

Manifest.toml

@@ -1,9 +1,27 @@
 name = "TimeSeriesUtils"
 uuid = "20aa821e-5b1c-4f19-affd-90757a4fca77"
-authors = ["Mattias Villani"]
 version = "1.0.0-DEV"
+authors = ["Mattias Villani"]
+
+[deps]
+ARCHModels = "6d3278bc-c23a-5105-85e5-0d57d2bf684f"
+Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
+FFTW = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"
+LaTeXStrings = "b964fa9f-0449-5b57-a5c2-d3ea65f4040f"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
+Polynomials = "f27b6e38-b328-58d1-80ce-0feddd5e7a45"
+RCall = "6f49c342-dc21-5d91-9882-a32aef131414"
 
 [compat]
+ARCHModels = "2.6.1"
+Distributions = "0.25.122"
+FFTW = "1.10.0"
+LaTeXStrings = "1.4.0"
+LinearAlgebra = "1.12.0"
+Plots = "1.41.2"
+Polynomials = "4.1.0"
+RCall = "0.14.10"
 julia = "1.12"
 
 [extras]

Project.toml

@@ -1,3 +1,11 @@
+using Pkg
+
+# Activate the docs environment in docs/Project.toml
+Pkg.activate(@__DIR__)
+Pkg.instantiate()  # optional but good to keep
+
+@show Base.active_project()  # temporary debug, can be removed later
+
 using TimeSeriesUtils
 using Documenter
 
@@ -14,6 +22,10 @@ makedocs(;
     ),
     pages=[
         "Home" => "index.md",
+        "ARIMA utilities" => "ARIMAUtils.md",
+        "ARTFIMA utilities" => "ARTFIMAUtils.md",
+        "Spectral utilities" => "SpectralUtils.md",
+        "General utilities" => "GeneralUtils.md"
     ],
 )
 

docs/make.jl

@@ -0,0 +1,13 @@
+```@docs
+ARMAacf
+arma_reparam
+inv_arma_reparam
+check_stationarity
+sarma_reparam
+Arima
+simARMA
+ℓARMA
+SpecDensARMA
+SpecDensSARMA
+SpecDensMultiSARMA
+```

docs/src/ARIMAUtils.md

@@ -0,0 +1,6 @@
+```@docs
+artfima
+artsim
+artfima_pred
+SpecDensARTFIMA
+```

docs/src/ARTFIMAUtils.md

@@ -0,0 +1,7 @@
+```@docs
+ts
+stl
+mstl
+nainterpret!
+nainterpret
+```

docs/src/GeneralUtils.md

@@ -0,0 +1,8 @@
+```@docs
+spectrum
+pspectrum
+pgram
+pGramDistribution
+ℓwhittle
+simProcessSpectral
+```

docs/src/SpectralUtils.md

@@ -1,14 +1,10 @@
-```@meta
-CurrentModule = TimeSeriesUtils
-```
+# TimeSeriesUtils.jl
 
-# TimeSeriesUtils
+## Purpose
 
-Documentation for [TimeSeriesUtils](https://github.com/mattiasvillani/TimeSeriesUtils.jl).
+The TimeSeriesUtils.jl package contains general functions and models for time series and spectral analysis.
 
-```@index
-```
+## Index
 
-```@autodocs
-Modules = [TimeSeriesUtils]
-```
+```@index
+```

docs/src/assets/logo.png

@@ -19,15 +19,15 @@ end
 R function that decompose a time series into seasonal, trend and irregular components using loess.
 
 Examples:
-```jldoctest
+```julia-repl
+
 julia> T = 10*12; 
+
 julia> x = 0.01*(1:T) .+ sin.((1:T)*(2pi/12)) .+ 0.2*randn(T)
+
 julia> stl_object = stl(x, frequency = 12)
+
 julia> stl_object
-julia> plot(x, label ="time series", c = "black", legend = :topright)
-julia> plot!(stl_object[:time_series][:,1], label = "seasonal", c = "red")
-julia> plot!(stl_object[:time_series][:,2], label = "trend", c = "blue")
-julia> plot!(stl_object[:time_series][:,3], label = "remainder", c = "green")
 ```
 
 """
@@ -48,15 +48,14 @@ end
 R function that decompose a time series into seasonal, trend and irregular components using loess. Decompose a time series into seasonal, trend and remainder components. Allows for multiple seasonal components with different periods.
 
 Examples:
-```jldoctest
+```julia-repl
 julia> T = 10*12; 
+
 julia> x = 0.01*(1:T) .+ sin.((1:T)*(2pi/12)) .+ sin.((1:T)*(2pi/365.25)) .+ 0.2*randn(T)
+
 julia> mstl_object = mstl(x; seasonal_periods = [12,365.25])
+
 julia> mstl_object
-julia> plot(x, label ="time series", c = "black", legend = :topright)
-julia> plot!(mstl_object[:time_series][:,1], label = "seasonal", c = "red")
-julia> plot!(mstl_object[:time_series][:,2], label = "trend", c = "blue")
-julia> plot!(mstl_object[:time_series][:,3], label = "remainder", c = "green")
 ```
 
 """
@@ -79,7 +78,7 @@ R function that interpolates missing values in a time series inplace.
 See also [`nainterpret`](@ref) for an not in place version.
 
 Examples:
-```jldoctest
+```julia-repl
 julia> nainterpret!([4, missing, 10])
 3-element Vector{Float64}:
   4.0
@@ -104,7 +103,7 @@ R function that interpolates missing values in a time series.
 See also [`nainterpret!`](@ref) for an inplace version.
 
 Examples:
-```jldoctest
+```julia-repl
 julia> y = nainterpret([4, missing, 10])
 3-element Vector{Float64}:
   4.0