Release v.0.11.0 (#270)

As went to CRAN:

* More memory efficient and faster creation of repeat transactions in `clv.data`
* Use existing repeat transactions when calling `gg` with `remove.first.transaction = TRUE`
* Simplify the formula interfaces `latentAttrition()` and `spending()`
* Add `predicted.total.spending` to predictions
* Harmonize parameter names used in various S3 methods
* Bootstrapping: Add facilities to estimate parameter uncertainty for all models
* Ability to predict future transactions of customers with no existing transaction history
* New start parameters for all latent attrition models
* Pareto/NBD dyncov: Improved numeric stability of PAlive
* GGomNBD: Implement erratum by Jost Adler to predict CET correctly
* GGomNBD: Improve numerical stability and runtime of LL integral
* GGomNBD: Implement PMF as derived by Jost Adler
* lrtest(): Likelihood ratio testing for latent attrition models
* Accept `data.table::IDate` as data inputs to `clvdata`
* `summary.clv.data`:Much faster by improving the calculation of the mean inter-purchase time
* Reduced fitting times for all models by using a compressed CBS as input to the LL sum
* Faster hessian calculation if a model was using correlation
* Estimating the Pareto/NBD dyncov with correlation was not possible
* GGomNBD: Free workspace after it is not used anymore to avoid memory-leak
* `SetDynamicCovariates`: Verify there is no covariate data for nonexistent customers
* Fix docu for Pareto/NBD start parameters

.github/workflows/Coverage.yaml

@@ -1,25 +1,30 @@
-name: coverage
+# Following https://github.com/r-lib/actions/blob/v2-branch/examples/test-coverage.yaml
+
 on: pull_request # default to types [opened, synchronize, reopened]
+
+name: coverage
+
+permissions: read-all
+
 jobs:
   coverage-ubuntu-latest:
     runs-on: ubuntu-latest
     env:
-      R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
 
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@v4
 
       - uses: r-lib/actions/setup-r@v2
         with:
           use-public-rspm: true
 
       - uses: r-lib/actions/setup-r-dependencies@v2
         with:
-          extra-packages: covr
+          extra-packages: any::covr, any::xml2
+          needs: coverage
 
       - name: Test coverage
-        # run: covr::codecov() # uploads to codecov.io
         run: |
           # If on a release branch (name starts with 'release'),
           #   run all tests, including lengthy ones marked with skip_on_ci/skip_on_covr()
@@ -30,5 +35,34 @@ jobs:
             print("Not on release branch: Dont run all tests (skip_on_covr())")
           }
 
-          covr::package_coverage(type = "tests", quiet = FALSE)
+          cov <- covr::package_coverage(
+            type = "tests",
+            quiet = FALSE,
+            clean = FALSE,
+            install_path = file.path(normalizePath(Sys.getenv("RUNNER_TEMP"), winslash = "/"), "package")
+          )
+          print(cov)
+          covr::to_cobertura(cov)
         shell: Rscript {0}
+
+      - uses: codecov/codecov-action@v4
+        with:
+          fail_ci_if_error: ${{ github.event_name != 'pull_request' && true || false }}
+          file: ./cobertura.xml
+          plugin: noop
+          disable_search: true
+          token: ${{ secrets.CODECOV_TOKEN }}
+
+      - name: Show testthat output
+        if: always()
+        run: |
+          ## --------------------------------------------------------------------
+          find '${{ runner.temp }}/package' -name 'testthat.Rout*' -exec cat '{}' \; || true
+        shell: bash
+
+      - name: Upload test results
+        if: failure()
+        uses: actions/upload-artifact@v4
+        with:
+          name: coverage-test-failures
+          path: ${{ runner.temp }}/package

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

@@ -1,14 +1,19 @@
-name: R-CMD-check
+# Following https://github.com/r-lib/actions/blob/v2-branch/examples/check-standard.yaml
 on:
   push:
     branches:
       - '*'
       - '!master' # run on every branch except master (fails because same as on cran)
 
+name: R-CMD-check
+
+permissions: read-all
+
 # CMD checks on win, mac, ubuntu
 jobs:
   R-CMD-check:
     runs-on: ${{ matrix.config.os }}
+
     name: R-CMD-check-${{ matrix.config.os }} (${{ matrix.config.r }})
 
     strategy:
@@ -22,12 +27,13 @@ jobs:
           - {os: ubuntu-latest,   r: 'devel', http-user-agent: 'release'}
           - {os: ubuntu-latest,   r: 'release'}
           - {os: ubuntu-latest,   r: 'oldrel-1'}
+
     env:
-        GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
-        R_KEEP_PKG_SOURCE: yes
+      GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
+      R_KEEP_PKG_SOURCE: yes
 
     steps:
-        - uses: actions/checkout@v3
+        - uses: actions/checkout@v4
 
         - uses: r-lib/actions/setup-pandoc@v2
 
@@ -37,31 +43,22 @@ jobs:
             http-user-agent: ${{ matrix.config.http-user-agent }}
             use-public-rspm: true
 
+        # Unfortunately still needed, despite setup-r-dependencies
         - name: Install mac system dependencies
           if: runner.os == 'macOS'
           run: |
             brew install gsl
 
-        - name: Install Windows system dependencies
-          if: runner.os == 'Windows'
-          run: |
-            pacman -Sy # Update repo index
-            pacman -S --noconfirm mingw-w64-x86_64-gsl mingw-w64-i686-gsl mingw-w64-ucrt-x86_64-gsl
-
         - uses: r-lib/actions/setup-r-dependencies@v2
           with:
             extra-packages: any::rcmdcheck
             needs: check
 
+        # required to build the vignette
         - uses: r-lib/actions/setup-tinytex@v2
 
         - uses: r-lib/actions/check-r-package@v2
           with:
+            upload-snapshots: true
             args: 'c("--no-manual", "--as-cran", "--no-tests")'
-
-        - name: Upload check results
-          if: failure()
-          uses: actions/upload-artifact@main
-          with:
-            name: ${{ runner.os }}-r${{ matrix.config.r }}-results
-            path: check
+            build_args: 'c("--no-manual","--compact-vignettes=gs+qpdf")'

.github/workflows/Tests.yaml

@@ -1,4 +1,6 @@
-name: testthat-tests
+
+# Following Coverage.yaml
+
 # Run tests for every PR and when commiting (push) to development or to the release branch
 # pull_request: defaults to types [opened, synchronize, reopened]
 on:
@@ -10,29 +12,35 @@ on:
       - 'release**'
       - 'development'
 
+name: testthat-tests
+
+permissions: read-all
+
 jobs:
-  tests-ubuntu-latest:
-    runs-on: macOS-latest
+  tests-macos-latest:
+    runs-on: macOS-latest # run on mac for parallel testing
     env:
       R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
 
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@v4
 
       - uses: r-lib/actions/setup-r@v2
         with:
           use-public-rspm: true
 
+      - uses: r-lib/actions/setup-r-dependencies@v2
+        with:
+          extra-packages: devtools, testthat
+
+      # Unfortunately still needed, despite setup-r-dependencies
       - name: Install mac system dependencies
+        if: runner.os == 'macOS'
         run: |
           brew install gsl
 
-      - uses: r-lib/actions/setup-r-dependencies@v2
-        with:
-          extra-packages: devtools
-
-      - name: diag output
+      - name: Diag output Num CPUS
         run: sysctl hw.logicalcpu
 
       - name: Run tests

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: CLVTools
 Title: Tools for Customer Lifetime Value Estimation
-Version: 0.10.0
-Date: 2023-10-23
+Version: 0.11.0
+Date: 2024-08-15
 Authors@R: c(
     person(given="Patrick", family="Bachmann",    email = "[email protected]", role = c("cre","aut")),
     person(given="Niels",   family="Kuebler",     email = "[email protected]", role = "aut"),
@@ -33,9 +33,11 @@ Description:
     Further, we provide an implementation of the Gamma/Gamma model to model the spending process of individuals.
 Imports:
     data.table (>= 1.12.0),
+    digest (>= 0.6.0),
     Formula (>= 1.2-4),
     ggplot2 (>= 3.2.0),
     lubridate (>= 1.7.8),
+    numDeriv (>= 2016.8-1.1),
     Matrix (>= 1.2-17),
     MASS,
     optimx (>= 2019-12.02),
@@ -47,12 +49,14 @@ Suggests:
     knitr,
     rmarkdown,
     xml2,
-    testthat (>= 3.0.0)
+    testthat (>= 3.0.0),
+    lmtest
 License: GPL-3
 URL: https://github.com/bachmannpatrick/CLVTools
 BugReports: https://github.com/bachmannpatrick/CLVTools/issues
 NeedsCompilation: yes
-LinkingTo: Rcpp, RcppArmadillo (>= 0.9.500.2.0), RcppGSL (>= 0.3.7), testthat
+LinkingTo: Rcpp, RcppArmadillo (>= 0.11.4.0.1), RcppGSL (>= 0.3.7), testthat
+SystemRequirements: GNU GSL
 LazyLoad: yes
 Encoding: UTF-8
 Collate: 
@@ -101,6 +105,9 @@ Collate:
     'f_DoExpectation.R'
     'f_clvdata_inputchecks.R'
     'f_clvfitted_inputchecks.R'
+    'f_generics_clvdata.R'
+    'f_generics_clvdatadyncov.R'
+    'f_generics_clvdatastaticcov.R'
     'f_generics_clvfitted.R'
     'f_generics_clvfitted_estimate.R'
     'f_generics_clvfittedspending.R'
@@ -111,10 +118,13 @@ Collate:
     'f_generics_clvpnbddyncov.R'
     'f_interface_bgbb.R'
     'f_interface_bgnbd.R'
+    'f_interface_bootstrappedapply.R'
     'f_interface_clvdata.R'
     'f_interface_gg.R'
     'f_interface_ggomnbd.R'
     'f_interface_latentattrition.R'
+    'f_interface_lrtest.R'
+    'f_interface_newcustomer.R'
     'f_interface_pmf.R'
     'f_interface_pnbd.R'
     'f_interface_predict_clvfittedspending.R'
@@ -144,7 +154,7 @@ Collate:
     'pnbd_dyncov_createwalks.R'
     'pnbd_dyncov_expectation.R'
     'pnbd_dyncov_palive.R'
-RoxygenNote: 7.2.3
+RoxygenNote: 7.3.1
 VignetteBuilder: knitr
 Config/testthat/parallel: false
 Config/testthat/edition: 3

NAMESPACE

@@ -9,6 +9,7 @@ S3method(coef,clv.fitted.transactions.static.cov)
 S3method(coef,summary.clv.fitted)
 S3method(confint,clv.fitted)
 S3method(fitted,clv.fitted)
+S3method(lmtest::lrtest,clv.fitted)
 S3method(logLik,clv.fitted)
 S3method(nobs,clv.data)
 S3method(nobs,clv.fitted)
@@ -40,13 +41,18 @@ S3method(vcov,summary.clv.fitted)
 export(SetDynamicCovariates)
 export(SetStaticCovariates)
 export(as.clv.data)
+export(clv.bootstrapped.apply)
 export(clvdata)
 export(latentAttrition)
+export(newcustomer)
+export(newcustomer.dynamic)
+export(newcustomer.static)
 export(spending)
 exportMethods(bgbb)
 exportMethods(bgnbd)
 exportMethods(gg)
 exportMethods(ggomnbd)
+exportMethods(lrtest)
 exportMethods(plot)
 exportMethods(pmf)
 exportMethods(pnbd)
@@ -59,6 +65,7 @@ importFrom(Formula,is.Formula)
 importFrom(MASS,ginv)
 importFrom(Matrix,nearPD)
 importFrom(Rcpp,evalCpp)
+importFrom(digest,digest)
 importFrom(ggplot2,aes)
 importFrom(ggplot2,element_blank)
 importFrom(ggplot2,element_line)
@@ -85,13 +92,13 @@ importFrom(ggplot2,scale_x_discrete)
 importFrom(ggplot2,stat_density)
 importFrom(ggplot2,theme)
 importFrom(ggplot2,xlab)
+importFrom(ggplot2,ylab)
 importFrom(ggplot2,ylim)
 importFrom(graphics,plot)
 importFrom(lubridate,ceiling_date)
 importFrom(lubridate,days)
 importFrom(lubridate,floor_date)
 importFrom(lubridate,force_tz)
-importFrom(lubridate,int_diff)
 importFrom(lubridate,interval)
 importFrom(lubridate,is.Date)
 importFrom(lubridate,is.POSIXct)
@@ -105,10 +112,14 @@ importFrom(methods,as)
 importFrom(methods,callNextMethod)
 importFrom(methods,extends)
 importFrom(methods,formalArgs)
+importFrom(methods,getMethod)
 importFrom(methods,is)
 importFrom(methods,new)
 importFrom(methods,setClass)
 importFrom(methods,show)
+importFrom(methods,signature)
+importFrom(methods,slot)
+importFrom(numDeriv,hessian)
 importFrom(optimx,"coef<-")
 importFrom(optimx,optimx)
 importFrom(stats,AIC)
@@ -122,10 +133,12 @@ importFrom(stats,model.frame)
 importFrom(stats,model.matrix)
 importFrom(stats,na.omit)
 importFrom(stats,nobs)
+importFrom(stats,pchisq)
 importFrom(stats,pnorm)
 importFrom(stats,predict)
 importFrom(stats,printCoefmat)
 importFrom(stats,qnorm)
+importFrom(stats,quantile)
 importFrom(stats,reformulate)
 importFrom(stats,sd)
 importFrom(stats,setNames)

NEWS.md

@@ -1,3 +1,31 @@
+# CLVTools 0.11.0
+
+### NEW FEATURES
+* More memory efficient and faster creation of repeat transactions in `clv.data`
+* Use existing repeat transactions when calling `gg` with `remove.first.transaction = TRUE`
+* Simplify the formula interfaces `latentAttrition()` and `spending()`
+* Add `predicted.total.spending` to predictions
+* Harmonize parameter names used in various S3 methods
+* Bootstrapping: Add facilities to estimate parameter uncertainty for all models
+* Ability to predict future transactions of customers with no existing transaction history
+* New start parameters for all latent attrition models
+* Pareto/NBD dyncov: Improved numeric stability of PAlive
+* GGomNBD: Implement erratum by Jost Adler to predict CET correctly
+* GGomNBD: Improve numerical stability and runtime of LL integral
+* GGomNBD: Implement PMF as derived by Jost Adler
+* lrtest(): Likelihood ratio testing for latent attrition models
+* Accept `data.table::IDate` as data inputs to `clvdata`
+* `summary.clv.data`:Much faster by improving the calculation of the mean inter-purchase time
+* Reduced fitting times for all models by using a compressed CBS as input to the LL sum
+* Faster hessian calculation if a model was using correlation
+
+### BUG FIXES
+* Estimating the Pareto/NBD dyncov with correlation was not possible
+* GGomNBD: Free workspace after it is not used anymore to avoid memory-leak
+* `SetDynamicCovariates`: Verify there is no covariate data for nonexistent customers
+
+
+
 # CLVTools 0.10.0
 
 ### NEW FEATURES