Added tsconvolve, tscoskew and tscokurt methods

Author: alexiosg

.Rbuildignore

@@ -2,7 +2,7 @@ Package: tsmethods
 Type: Package
 Title: Time Series Methods
 Version: 1.0.2
-Date: 2024-04-01
+Date: 2024-08-23
 Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "[email protected]"))
 Maintainer: Alexios Galanos <[email protected]>
 Description: Generic methods for use in a time series probabilistic framework, allowing for a common calling convention across packages. Additional methods for time series prediction ensembles and probabilistic plotting of predictions is included. A more detailed description is available at <https://www.nopredict.com/packages/tsmethods> which shows the currently implemented methods in the 'tsmodels' framework. 
@@ -11,7 +11,7 @@ Imports: methods, zoo, xts, data.table
 Encoding: UTF-8
 LazyData: true
 URL: https://www.nopredict.com/packages/tsmethods, https://github.com/tsmodels/tsmethods
-RoxygenNote: 7.3.1
+RoxygenNote: 7.3.2
 Suggests: 
     testthat (>= 3.0.0)
 Config/testthat/edition: 3

.github/.gitignore

@@ -16,8 +16,11 @@ export(tsaggregate)
 export(tsbacktest)
 export(tsbenchmark)
 export(tscalibrate)
+export(tscokurt)
 export(tsconvert)
+export(tsconvolve)
 export(tscor)
+export(tscoskew)
 export(tscov)
 export(tsdecompose)
 export(tsdiagnose)

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

@@ -394,3 +394,61 @@ halflife <- function(object, ...)
 {
     UseMethod("halflife")
 }
+
+#' Convolution of Distributions
+#'
+#' @description Generic method for convolution of conditional distribution.
+#' @param object an object.
+#' @param ... additional parameters passed to the method.
+#' @returns The convolved density.
+#' @details The method is meant to apply the Fast Fourier Transform
+#' to the characteristic function of a distribution. Applications of this can
+#' be found in the Independent Factor Conditional Density Models.
+#' @aliases tsconvolve
+#' @rdname tsconvolve
+#' @export
+#'
+#
+tsconvolve <- function(object, ...)
+{
+    UseMethod("tsconvolve")
+}
+
+#' Co-Skewness
+#'
+#' @description Generic method for the co-skewness of a model.
+#' @param object an object.
+#' @param ... additional parameters passed to the method.
+#' @returns The co-skewness tensor (folded or unfolded). 
+#' @details The method calculates the conditional co-skewness of a model.
+#' Applications of this can be found in the Independent Factor Conditional 
+#' Density Models.
+#' @aliases tscoskew
+#' @rdname tscoskew
+#' @export
+#'
+#
+tscoskew <- function(object, ...)
+{
+    UseMethod("tscoskew")
+}
+
+
+#' Co-Kurtosis
+#'
+#' @description Generic method for the co-kurtosis of a model.
+#' @param object an object.
+#' @param ... additional parameters passed to the method.
+#' @returns The co-kurtosis tensor (folded or unfolded). 
+#' @details The method calculates the conditional co-kurtosis of a model.
+#' Applications of this can be found in the Independent Factor Conditional 
+#' Density Models.
+#' @aliases tscokurt
+#' @rdname tscokurt
+#' @export
+#'
+#
+tscokurt <- function(object, ...)
+{
+    UseMethod("tscokurt")
+}