Small update of documentation

R/AR.R

@@ -13,19 +13,19 @@
 #'
 #' The lags must be given according to the one-step ahead model, e.g.:
 #'
-#' \code{AR(lags=c(0,1))} will give: Y_{t+1|t} = \eqn{\phi_1} y_{t-0} + \eqn{\phi_2} y_{t-1} + \eqn{\epsilon}_{t+1}
+#' \code{AR(lags=c(0,1))} will give: \eqn{Y_{t+1|t} = \phi_1 y_{t-0} + \phi_2 y_{t-1} + \epsilon_{t+1}}
 #'
 #' and:
 #'
-#' \code{AR(lags=c(0,3,12))} will give: Y_{t+1|t} = \eqn{\phi}_1 y_{t-0} + \eqn{\phi}_2 y_{t-3} + \eqn{\phi}_3 y_{t-12} + \eqn{\epsilon}_{t+1}
+#' \code{AR(lags=c(0,3,12))} will give: \eqn{Y_{t+1|t} = \phi_1 y_{t-0} + \phi_2 y_{t-3} + \phi_3 y_{t-12} + \epsilon_{t+1}}
 #'
 #' Note, that 
 #'
 #' For k>1 the coefficients will be fitted individually for each horizon, e.g.:
 #' 
-#' \code{AR(lags=c(0,1))} will be the multi-step AR: Y_{t+k|t} = \eqn{\phi}_{1,k} y_{t-0} + \eqn{\phi}_{2,k} y_{t-1} + \eqn{\epsilon}_{t+k|t}
+#' \code{AR(lags=c(0,1))} will be the multi-step AR: \eqn{Y_{t+k|t} = \phi_{1,k} y_{t-0} + \phi_{2,k} y_{t-1} + \epsilon_{t+k|t}}
 #'
-#' See the details in ??(ref til vignette).
+#' See the details in examples on \url{https://onlineforecasting.org}.
 #' 
 #' @title Auto-Regressive (AR) input
 #' @param lags integer vector: The lags of the AR to include.

cran-comments.md

 #----------------------------------------------------------------
 # v1.0.2
+
 Updated package documentation to fix:
-You have file
+  You have file
   'onlineforecast/man/onlineforecast.Rd' with
   \docType{package}, likely intended as a package
   overview help file, but without the appropriate
   PKGNAME-package \alias as per "Documenting packages"
-  in R-exts.
+  in R-exts...
 
-From email:
 From: Kurt Hornik
   <Kurt.Hornik@wu.ac.at>Sent: 19 August 2023 10:53
   AMTo: Peder Bacher <pbac@dtu.dk>Cc:

inst/CITATION

@@ -6,7 +6,6 @@ bibentry(
   year     = "2023",
   volume   = "15/1",
   pages    = "173-194",
-  doi      = "10.32614/RJ-2023-031",
   url      = "https://journal.r-project.org/articles/RJ-2023-031/"
 )
 bibentry(

make.R

@@ -15,6 +15,7 @@
 ## install.packages("data.table")
 ## install.packages("plotly")
 ## install.packages("pbs")
+## install.packages("V8")
 
 #----------------------------------------------------------------
 # Go
@@ -22,9 +23,9 @@ library(devtools)
 library(roxygen2)
 
 # Load the package directly
- document()
- pack <- as.package("../onlineforecast")
- load_all(pack)
+ ## document()
+ ## pack <- as.package("../onlineforecast")
+ ## load_all(pack)
 
 
 # ----------------------------------------------------------------
@@ -74,8 +75,8 @@ build(".", vignettes=TRUE)
 gzfile <- paste0("../onlineforecast_",ver,".tar.gz")
 
 # Install it
-install.packages(gzfile)
-library(onlineforecast)
+#install.packages(gzfile)
+#library(onlineforecast)
 # ----------------------------------------------------------------
 
 
@@ -88,13 +89,16 @@ library(onlineforecast)
 
 # ----------------------------------------------------------------
 # Test before release
-devtools::check()
 
+# Online, receive email (builds again, so when ok, then build the package file again above before submit!)
+devtools::check_win_devel()
+
+# Check the build locally
 devtools::check_built(gzfile)
 
 # Does give different results than check() above
 #system(paste0("R CMD check --as-cran ",gzfile))
-system(paste0("R CMD check ",gzfile))
+system(paste0("R CMD check --as-cran ",gzfile))
 unlink("onlineforecast.Rcheck/", recursive=TRUE)
 
 # Use for more checking:

man/AR.Rd

@@ -23,19 +23,19 @@ does the needed lagging.
 
 The lags must be given according to the one-step ahead model, e.g.:
 
-\code{AR(lags=c(0,1))} will give: Y_{t+1|t} = \eqn{\phi_1} y_{t-0} + \eqn{\phi_2} y_{t-1} + \eqn{\epsilon}_{t+1}
+\code{AR(lags=c(0,1))} will give: \eqn{Y_{t+1|t} = \phi_1 y_{t-0} + \phi_2 y_{t-1} + \epsilon_{t+1}}
 
 and:
 
-\code{AR(lags=c(0,3,12))} will give: Y_{t+1|t} = \eqn{\phi}_1 y_{t-0} + \eqn{\phi}_2 y_{t-3} + \eqn{\phi}_3 y_{t-12} + \eqn{\epsilon}_{t+1}
+\code{AR(lags=c(0,3,12))} will give: \eqn{Y_{t+1|t} = \phi_1 y_{t-0} + \phi_2 y_{t-3} + \phi_3 y_{t-12} + \epsilon_{t+1}}
 
 Note, that 
 
 For k>1 the coefficients will be fitted individually for each horizon, e.g.:
 
-\code{AR(lags=c(0,1))} will be the multi-step AR: Y_{t+k|t} = \eqn{\phi}_{1,k} y_{t-0} + \eqn{\phi}_{2,k} y_{t-1} + \eqn{\epsilon}_{t+k|t}
+\code{AR(lags=c(0,1))} will be the multi-step AR: \eqn{Y_{t+k|t} = \phi_{1,k} y_{t-0} + \phi_{2,k} y_{t-1} + \epsilon_{t+k|t}}
 
-See the details in ??(ref til vignette).
+See the details in examples on \url{https://onlineforecasting.org}.
 }
 \examples{
 

src/Makevars.win

@@ -8,7 +8,9 @@
 ##
 ## And with R 3.4.0, and RcppArmadillo 0.7.960.*, we turn C++11 on as OpenMP
 ## support within Armadillo prefers / requires it
-CXX_STD = CXX11
+##
+## In R 4.0, C++11 became the minimum supported compiler, so SystemRequirements: C++11 was no longer necessary.
+#CXX_STD = CXX11
 
 PKG_CXXFLAGS = $(SHLIB_OPENMP_CXXFLAGS) 
 PKG_LIBS = $(SHLIB_OPENMP_CXXFLAGS) $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)