Using the cruncher with JDCruncheR pdf

With the current version of the JDCruncheR package (0.3.1), you can:

  • easily launch the JDemetra+ cruncher (JWSACruncher) to update a workspace and export the results;
  • generate a quality report to synthesise seasonal adjustment diagnostics. It can be used to spot the most problematic series which will require a finer analysis. This is most useful when dealing with a great number of series, which renders impossible the examination of every diagnostic for every series in a reasonable time.

About the cruncher

To prevent the package from being too voluminous, it does not contain the JDemetra+ cruncher. Said cruncher can be downloaded here: https://github.com/jdemetra/jdemetra-app/releases. For more information on the cruncher installation and its set up with a portable version of Java, please refer to the JDCruncheR wiki: https://github.com/InseeFr/JDCruncheR/wiki/Installation-&-configuration.

The JDemetra+ cruncher requires three elements to function:

  • a settings file containing the refresh policy parameters to apply to the workspace;
  • a valid JDemetra+ workspace;
  • the path to the cruncher directory.

In the JDCruncheR package, three functions are cruncher-related:

  • create_param_file() generates a settings file;
  • cruncher() crunches a workspace from a pre-generated settings file;
  • cruncher_and_param() both generates the settings file and crunches the workspace. With this function, some of the cruncher output can also be customised.

Generating the settings file with create_param_file()

The arguments of the function create_param_file() are described in the JDemetra+ cruncher wiki (https://github.com/jdemetra/jwsacruncher/wiki). The three main arguments are:

  1. policy, the refresh policy:
  1. matrix_item, a list containing the names of the parameters to export. By default, such names are those contained in the default_matrix_item option. Thus, the user can either modify the default_matrix_item option or the matrix_item option:
library("JDCruncheR")
# To see the default parameters:
getOption("default_matrix_item")
# To customise the parameter selection (here, only the information criteria are exported):
options(default_matrix_item = c(
    "likelihood.aic",
    "likelihood.aicc",
    "likelihood.bic",
    "likelihood.bicc"
))
  1. tsmatrix_series, a list containing the names of the parameters to export. By default, such names are those contained in the default_tsmatrix_series option. Thus, the user can either modify the default_tsmatrix_series option or the tsmatrix_series option:
# To see the default parameters:
getOption("default_tsmatrix_series")
# To customise the parameter selection (here, only the seasonaly adjusted series and its previsions are exported):
options(default_tsmatrix_series = c("sa", "sa_f"))

To visualise all parameters that can be used to customise these options, enter ?create_param_file (in R).

Here are some use cases for the function create_param_file():

# A .param parameters file will be created in D:/, containing the "lastoutliers" refresh policy
# and default values for the other parameters
create_param_file(
    dir_file_param = "D:/",
    policy = "lastoutliers"
)

# To customise the "default_matrix_item" and "default_tsmatrix_series" options
# to only export the information criteria, the adjusted series and its forecast:
create_param_file(
    dir_file_param = "D:/",
    policy = "lastoutliers",
    matrix_item = c(
        "likelihood.aic", "likelihood.aicc",
        "likelihood.bic", "likelihood.bicc"
    ),
    tsmatrix_series = c("sa", "sa_f")
)

Launching the cruncher

To crunch a workspace with the functions cruncher() or cruncher_and_param(), the paths to the cruncher and the workspace must be specified via two parameters, cruncher_bin_directory and workspace.

Once declared, the path to the cruncher (stored in the parameter cruncher_bin_directory) is valid for all cruncher executions. The path must refer to the jwsacruncher.bat file location, within the “bin” installation folder. For example, if the cruncher is installed in D:\jdemetra-cli-2.2.3, the jwsacruncher.bat file will be in D:\jdemetra-cli-2.2.3\bin. The code to declare this path via the cruncher_bin_directory parameter is:

options(cruncher_bin_directory = "D:/jdemetra-cli-2.2.3/bin/")

If no path to a workspace was specified, a window opens for a manual workspace selection.

The function cruncher_and_param() creates a temporary parameters file by calling create_param_file(), which is then used to by the function cruncher() to crunch the workspace. In addition to the parameters used by these two functions, cruncher_and_param() carries the option rename_multi_documents with which the output folders can be renamed after the SAProcessings’ names as displayed in the JDemetra+ interface (by default, rename_multi_documents = TRUE: the output files are renamed). Here are some use cases:

# Code to update the "ipi" workspace stored in D:/seasonal_adjustment/, with the refresh policy "lastoutliers".
# All other create_param_file() parameters are default ones. In particular, the exported parameters are the default
# "default_matrix_item" and "default_tsmatrix_series", and the output folder is D:/seasonal_adjustment/Output/.
cruncher_and_param(
    workspace = "D:/seasonal_adjustment/ipi.xml",
    rename_multi_documents = FALSE,
    policy = "lastoutliers"
)

# Example of customisation of the parameter "output":
cruncher_and_param(
    workspace = "D:/seasonal_adjustment/ipi.xml",
    output = "D:/cruncher_results/",
    rename_multi_documents = FALSE,
    policy = "lastoutliers"
)

# Here, we explicitely have "rename_multi_documents = TRUE" (which is also the default value) to rename the ouput folders
# after the SAProcessings as displayed in the JDemetra+ interface.
# With parameter "delete_existing_file = TRUE", all pre-existing versions of such folders are deleted before the export.
cruncher_and_param(
    workspace = "D:/Campagne_CVS/ipi.xml",
    rename_multi_documents = TRUE,
    delete_existing_file = TRUE,
    policy = "lastoutliers"
)

# To see all the function parameters:
?cruncher_and_param