general maintenance update

.github/workflows/R-CMD-check.yaml

@@ -29,26 +29,31 @@ jobs:
       R_KEEP_PKG_SOURCE: yes
 
     steps:
-      - uses: actions/checkout@v2
-
-      - uses: r-lib/actions/setup-pandoc@v1
+      - uses: actions/checkout@v3
 
+      - uses: r-lib/actions/setup-pandoc@v2
+
       - uses: r-lib/actions/setup-tinytex@v2
       - run: tlmgr --version
 
       - name: Install additional LaTeX packages
         run: |
           tlmgr install txfonts upquote caption
           tlmgr list --only-installed
-
-      - uses: r-lib/actions/setup-r@v1
+          
+      - uses: r-lib/actions/setup-r@v2
         with:
           r-version: ${{ matrix.config.r }}
           http-user-agent: ${{ matrix.config.http-user-agent }}
           use-public-rspm: true
 
-      - uses: r-lib/actions/setup-r-dependencies@v1
+      - uses: r-lib/actions/setup-r-dependencies@v2
         with:
-          extra-packages: rcmdcheck
+          extra-packages: any::rcmdcheck
+          needs: check
 
-      - uses: r-lib/actions/check-r-package@v1
+      - uses: r-lib/actions/check-r-package@v2
+        with:
+          upload-snapshots: true
+          error-on: '"error"'
+

DESCRIPTION

@@ -51,4 +51,4 @@ Encoding: UTF-8
 Language: en-US
 VignetteBuilder: knitr
 LinkingTo: Rcpp, RcppArmadillo
-RoxygenNote: 7.1.2
+RoxygenNote: 7.2.3

vignettes/multivariate.tex

@@ -0,0 +1,242 @@
+\documentclass[11pt]{article}\usepackage[]{graphicx}\usepackage[]{xcolor}
+% maxwidth is the original width if it is less than linewidth
+% otherwise use linewidth (to make sure the graphics do not exceed the margin)
+\makeatletter
+\def\maxwidth{ %
+  \ifdim\Gin@nat@width>\linewidth
+    \linewidth
+  \else
+    \Gin@nat@width
+  \fi
+}
+\makeatother
+
+\definecolor{fgcolor}{rgb}{0.345, 0.345, 0.345}
+\newcommand{\hlnum}[1]{\textcolor[rgb]{0.686,0.059,0.569}{#1}}%
+\newcommand{\hlstr}[1]{\textcolor[rgb]{0.192,0.494,0.8}{#1}}%
+\newcommand{\hlcom}[1]{\textcolor[rgb]{0.678,0.584,0.686}{\textit{#1}}}%
+\newcommand{\hlopt}[1]{\textcolor[rgb]{0,0,0}{#1}}%
+\newcommand{\hlstd}[1]{\textcolor[rgb]{0.345,0.345,0.345}{#1}}%
+\newcommand{\hlkwa}[1]{\textcolor[rgb]{0.161,0.373,0.58}{\textbf{#1}}}%
+\newcommand{\hlkwb}[1]{\textcolor[rgb]{0.69,0.353,0.396}{#1}}%
+\newcommand{\hlkwc}[1]{\textcolor[rgb]{0.333,0.667,0.333}{#1}}%
+\newcommand{\hlkwd}[1]{\textcolor[rgb]{0.737,0.353,0.396}{\textbf{#1}}}%
+\let\hlipl\hlkwb
+
+\usepackage{framed}
+\makeatletter
+\newenvironment{kframe}{%
+ \def\at@end@of@kframe{}%
+ \ifinner\ifhmode%
+  \def\at@end@of@kframe{\end{minipage}}%
+  \begin{minipage}{\columnwidth}%
+ \fi\fi%
+ \def\FrameCommand##1{\hskip\@totalleftmargin \hskip-\fboxsep
+ \colorbox{shadecolor}{##1}\hskip-\fboxsep
+     % There is no \\@totalrightmargin, so:
+     \hskip-\linewidth \hskip-\@totalleftmargin \hskip\columnwidth}%
+ \MakeFramed {\advance\hsize-\width
+   \@totalleftmargin\z@ \linewidth\hsize
+   \@setminipage}}%
+ {\par\unskip\endMakeFramed%
+ \at@end@of@kframe}
+\makeatother
+
+\definecolor{shadecolor}{rgb}{.97, .97, .97}
+\definecolor{messagecolor}{rgb}{0, 0, 0}
+\definecolor{warningcolor}{rgb}{1, 0, 1}
+\definecolor{errorcolor}{rgb}{1, 0, 0}
+\newenvironment{knitrout}{}{} % an empty environment to be redefined in TeX
+
+\usepackage{alltt}
+% !Rnw weave = knitr
+%% \VignetteIndexEntry{Multivariate PSD}
+%% \VignetteEngine{knitr::knitr}
+
+\usepackage[T1]{fontenc}
+\usepackage[utf8]{inputenc}
+\usepackage{fancyvrb}
+\usepackage[pdfborder={0 0 0}]{hyperref}
+\usepackage{url}
+\usepackage{upquote}
+\usepackage{graphicx}
+\usepackage{grffile}
+\usepackage{float}
+\usepackage{natbib}
+\usepackage{amsmath}
+\usepackage{amssymb}
+\usepackage{geometry}
+\geometry{verbose,tmargin=3cm,bmargin=5cm,lmargin=2.5cm,rmargin=2.5cm}
+\usepackage[font=sf, labelfont={sf,bf}, margin=2cm]{caption}
+\usepackage{color}
+\usepackage{txfonts}
+
+%%
+%\input{supp_mathsyms}
+%%
+
+\newcommand{\Rcmd}[1]{\texttt{#1}}
+\newcommand{\psd}[0]{\href{https://github.com/abarbour/psd/}{\color{blue}\Rcmd{psd}}}
+
+\title{Multivariate methods for the \Rcmd{psd} package}
+\author{Jonathan R. Kennel and Andrew J. Barbour}
+%
+
+\IfFileExists{upquote.sty}{\usepackage{upquote}}{}
+\begin{document}
+\maketitle
+%
+\begin{abstract}
+%
+This vignette provides a brief description of the outputs of the multivariate methods contained in the \Rcmd{psd} package. Multivariate methods are commonly used for investigating relationships between inputs and outputs. 
+%
+\end{abstract}
+
+\tableofcontents
+\clearpage
+
+\section{Univariate Power Spectral Densities}
+
+To calculate the univariate power spectral density, simply pass a
+single timeseries to \Rcmd{pspectrum}. Please see the psd overview vignette for more information.
+
+
+
+
+\section{Multivariate Power Spectral Densities}
+
+The \Rcmd{pspectrum} function can also used to calculate the multivariate power spectral density. 
+As an example, the WIPP 30 dataset from BETCO will be used (\citet{Toll2007}). 
+There are three data series provided in this dataset corresponding to water levels, 
+barometric pressure changes and Earth tides.  \Rcmd{pspectrum} for a multivariate 
+series takes a matrix input with each column referring to a different series. 
+The first column(s) refers to the input, and the last columns are the outputs.  
+This order can also be changed if desired.  The method currently only handles 
+one output but can take multiple inputs.  The following outputs in addition 
+to the typical univariate output of \Rcmd{pspectrum} are returned:
+
+\begin{itemize}
+\item Auto-spectra and cross-spectra (complex matrix)
+\item Coherence (real matrix)
+\item Phase (real matrix)
+\item Transfer functions (complex matrix)
+\end{itemize}
+
+
+\input{figure/loadwipp.tex}
+
+\input{figure/calcmv.tex}
+
+
+\input{figure/names.tex}
+
+\input{figure/plotnames.tex}
+
+
+\clearpage
+
+\subsection{Number of tapers}
+
+For the multivariate psd method, the same numbers of tapers at a given frequency is used for each series. These numbers can be chosen in one of three ways using the \Rcmd{riedsid\_column} parameter:
+
+\begin{itemize}
+\item The maximum number of tapers of all the series for each frequency (riedsid\_column = 0)
+\item The minimum number of tapers of all the series for each frequency (riedsid\_column < 0);
+\item The number of tapers can be selected based on a specific series (riedsid\_column = column\_number).
+\end{itemize}
+
+\input{figure/Tapers.tex}
+\input{figure/Taperplot.tex}
+
+\subsubsection{Specifying the number of tapers}
+
+The number of tapers can also be specified as a single value.
+
+\input{figure/taperspecification.tex}
+
+The number of tapers can also be specified as a vector of values.  The length of the vector is equal to one-half the number of rows rounded down (i.e. integer division). The example below uses an approximately linearly increasing taper vector.
+
+\input{figure/taperspecification2.tex}
+
+\newpage 
+
+\subsection{Equations}
+
+\begin{itemize}
+
+\item \Rcmd{`coh'}: $ \text{coherence}_{xy}  = |G_{xy}|^2 / (G_{xx} * G_{yy})$
+
+\item \Rcmd{`phase'}: $ \text{phase}_{xy} = Arg(G_{xy})$
+
+\item \Rcmd{`transfer'}: \href{https://en.wikipedia.org/wiki/Cramer%27s_rule}{Cramer's Rule} is used to solve for the transfer function with the complex array \Rcmd{pspec} as the input. Thus:
+
+\item $ \text{gain} = Mod(\text{transfer}) $
+\item $ \text{phase} = Arg(\text{transfer}) $
+
+\end{itemize}
+
+
+
+\subsection{Auto-spectra and Cross-spectra}
+
+The auto-spectra and cross-spectra are stored in the \Rcmd{pspec} list item returned from \Rcmd{pspectrum}.  It is a complex numbered three-dimensional array with the dimensions equal to the length of the psd X number of variables X number of variables.  The diagonal of the array are the auto-spectra and the off diagonals are the cross-spectra.
+
+
+\input{figure/pspec.tex}
+
+
+\newpage 
+
+\subsection{Coherence}
+
+The coherence is stored in result from pspectrum and contains the coherence between input and each of the outputs. In this section we will use a constant number of tapers to get a result similar to \Rcmd{spec.pgram}.   
+
+
+
+
+\input{figure/coh.tex}
+
+\input{figure/cohbaplot.tex}
+
+\input{figure/cohetplot.tex}
+
+
+\subsection{Phase}
+
+The phase is stored in result from pspectrum and contains the cross-spectrum phase.  The Earth tide phase fluctuates rapidly because for many frequencies the spectral power is very small.
+
+
+
+\input{figure/phase.tex}
+
+\input{figure/phasebaplot.tex}
+
+\input{figure/phaseetplot.tex}
+
+\subsection{Frequency Response}
+
+The multivariate method calculates the auto and cross-spectra and also solves for a frequency response.  The frequency response is stored as a complex number matrix.  A three column matrix was provided to pspectrum which results a two column matrix of frequency responses. 
+
+\input{figure/transfergain.tex}
+
+\input{figure/transfergainplot.tex}
+
+
+\input{figure/transferphase.tex}
+
+\input{figure/transferphaseplot.tex}
+
+\section{Conclusion}
+
+The \Rcmd{psd} package can handle multivariate time series and provides results including the auto and cross-spectra, phase, coherence, and the frequency response function.  
+
+
+\section*{Session Info}
+\input{figure/SI.tex}
+
+
+%% bib and index
+\bibliographystyle{apalike}
+\bibliography{REFS}
+
+\end{document}