From e567bf569d6e9783c3e69a6b00c225e4ddf8777e Mon Sep 17 00:00:00 2001
From: Christoph Rust <christoph.g.rust@gmail.com>
Date: Wed, 12 Mar 2025 08:58:08 +0100
Subject: [PATCH 1/4] feat: include call with result objects

---
 R/dpca.R                   | 3 ++-
 R/spca.R                   | 2 ++
 tests/testthat/test_dpca.R | 5 ++++-
 3 files changed, 8 insertions(+), 2 deletions(-)

diff --git a/R/dpca.R b/R/dpca.R
index 57ed4f8..da31ddc 100644
--- a/R/dpca.R
+++ b/R/dpca.R
@@ -138,6 +138,7 @@ dpca <- function(
   }
   nx <- nrow(x)
   tx <- ncol(x)
+  cl <- match.call()
 
   if (!missing(q) && (length(q) > 1 || floor(abs(q)) != q)) {
     stop("\"q\" has to be a single positive integer!")
@@ -195,13 +196,13 @@ dpca <- function(
     as.numeric(penalty_scales),
     PACKAGE = "dpca"
   )
-
   ## add cross-sectional means
   res$xmean <- mx
   if (select_q) {
     res$HL_select$penalty_scales <- penalty_scales
   }
 
+  res$call <- cl
   class(res) <- "dpca"
   res
 }
diff --git a/R/spca.R b/R/spca.R
index 3b440a5..130ab3a 100644
--- a/R/spca.R
+++ b/R/spca.R
@@ -56,6 +56,7 @@ spca <- function(
   if (is.null(n_path)) {
     n_path <- floor(seq(nrow(x) / 2, nrow(x), nrow(x) / 20))
   }
+  cl <- match.call()
 
   ## centering
   mx <- rowMeans(x)
@@ -100,6 +101,7 @@ spca <- function(
     res$HL_select <- hl_select
   }
   class(res) <- "spca"
+  res$call <- cl
 
   res
 }
diff --git a/tests/testthat/test_dpca.R b/tests/testthat/test_dpca.R
index 96fe324..2d1af25 100644
--- a/tests/testthat/test_dpca.R
+++ b/tests/testthat/test_dpca.R
@@ -33,7 +33,10 @@ test_that("Test dpca, stepwise", {
   system.time(res_dpca1 <- dpca::dpca(x = x, q = 4, freqs = freqs, bandwidth = bw, weights = "bartlett"))
   system.time(res_freqdom <- freqdom::dpca(t(x), bw, freqs, 4L))
   res_dpca$xmean <- rowMeans(x)
-  class(res_dpca1) <- NULL
+  class(res_dpca) <- "dpca"
+  res_dpca1$call <- NULL
+  res_dpca$call <- NULL
+
   expect_equal(res_dpca, res_dpca1)
 
 

From f512f10d96a48fee3de22cd99a4025b223bc45e4 Mon Sep 17 00:00:00 2001
From: Christoph Rust <christoph.g.rust@gmail.com>
Date: Wed, 12 Mar 2025 21:08:55 +0100
Subject: [PATCH 2/4] feat: extend s3 methods print and summary

---
 NAMESPACE                  |  1 +
 R/dpca.R                   |  1 +
 R/s3methods.R              | 62 +++++++++++++++++++++++++++++++++-----
 man/plot.dpca.Rd           |  4 +--
 tests/testthat/test_dpca.R |  1 +
 5 files changed, 60 insertions(+), 9 deletions(-)

diff --git a/NAMESPACE b/NAMESPACE
index c30b6a6..101f763 100644
--- a/NAMESPACE
+++ b/NAMESPACE
@@ -4,6 +4,7 @@ S3method(plot,dpca)
 S3method(plot,spca)
 S3method(print,dpca)
 S3method(print,spca)
+S3method(print,summary.dpca)
 S3method(summary,dpca)
 S3method(summary,spca)
 export(dpca)
diff --git a/R/dpca.R b/R/dpca.R
index da31ddc..9398b65 100644
--- a/R/dpca.R
+++ b/R/dpca.R
@@ -203,6 +203,7 @@ dpca <- function(
   }
 
   res$call <- cl
+  res$freqs <- freqs
   class(res) <- "dpca"
   res
 }
diff --git a/R/s3methods.R b/R/s3methods.R
index 7c9831e..f538d25 100644
--- a/R/s3methods.R
+++ b/R/s3methods.R
@@ -5,23 +5,67 @@
 #' @param ... Further pass-through arguments.
 #' @export
 print.dpca <- function(x, ...) {
-  cat("\nDynamic principal component estimation object:\n")
-  cat(sprintf("  Number of selected dynamic components: %s\n", x$HL_select$q))
+  cat("\nDynamic principal component estimation\n")
+  cat("\nCall:\n", paste(deparse(x$call), sep = "\n", collapse = "\n"),
+    "\n\n",
+    sep = ""
+  )
+  cat(paste("Number of dynamic components:", dim(x$ndpc)[1]), "\n")
 }
 
 #' Summary method for object of class \code{dpca}.
 #' @param object An object of type \code{spca}.
 #' @param ... Further pass-through arguments.
 #' @export
-summary.dpca <- function(object, ...) print.dpca(object)
+summary.dpca <- function(object, ...) {
+  ps <- object$eig$vectors
+  lambda <- object$eig$values
+  ndim <- dim(ps)[2]
+  spec_chi <- vapply(seq_along(object$freqs), function(i) {
+    crossprod(
+      Conj(ps[, , i]) * lambda[, i], ps[, , i]
+    )
+  }, matrix(0i, nrow = ndim, ncol = ndim))
+
+  z <- list()
+  z$freqs <- object$freqs
+  z$gamma <- apply(object$spectrum, c(1, 2), sum) / length(object$freqs)
+  z$gamma_chi <- apply(spec_chi, c(1, 2), sum) / length(object$freqs)
+  z$q <- dim(ps)[1]
+  z$object <- object
+
+  class(z) <- "summary.dpca"
+  z
+}
+
+#' Summary method for object of class \code{summary.dpca}.
+#'
+#' @param x An object of type \code{summary.dpca}.
+#' @param ... Further pass-through arguments.
+#' @export
+print.summary.dpca <- function(x, ...) {
+  trace_chi <- Re(sum(diag(x$gamma_chi)))
+  trace_x <- Re(sum(diag(x$gamma)))
+  cat("\nDynamic principal component estimation summary\n\n")
+  cat("\nCall:\n", paste(deparse(x$object$call), sep = "\n", collapse = "\n"),
+    "\n\n",
+    sep = ""
+  )
+  cat(paste("Number of dynamic components:", x$q, "\n"))
+  cat(paste("Proportion of explained variance: ", round(trace_chi / trace_x, 2), "\n"))
+}
 
 #' Print method for object of class \code{spca}.
 #' @param x An object of type \code{spca}.
 #' @param ... Further pass-through arguments.
 #' @export
 print.spca <- function(x, ...) {
-  cat("\nStatic principal component estimation object:\n")
-  cat(sprintf("  Number of selected static components: %s\n", x$HL_select$r))
+  cat("\nStatic principal component estimation\n")
+  cat("\nCall:\n", paste(deparse(x$call), sep = "\n", collapse = "\n"),
+    "\n\n",
+    sep = ""
+  )
+  cat(paste("Number of dynamic components:", dim(x$factors)[1]), "\n")
 }
 
 #' Summary method for object of class \code{spca}.
@@ -30,14 +74,18 @@ print.spca <- function(x, ...) {
 #' @export
 summary.spca <- function(object, ...) print.spca(object)
 
-#' Plot q-selection graphcs for a \code{dpca} object.
+#' Diagnostics plot for a \code{dpca} object.
+#'
 #' @param x An object of type \code{spca}.
 #' @param ... Further pass-through arguments.
 #' @importFrom graphics axis mtext par
 #' @export
 plot.dpca <- function(x, ...) {
   if (is.null(x$HL_select)) {
-    warning("No data-driven selection of number of dynamic factors for passed object. Nothing to plot!")
+    warning(paste(
+      "No data-driven selection of number of dynamic factors for passed object.",
+      "Nothing to plot!"
+    ))
     return(invisible())
   }
   par(mar = c(5, 4, 4, 6))
diff --git a/man/plot.dpca.Rd b/man/plot.dpca.Rd
index 9b0d27f..2964bd5 100644
--- a/man/plot.dpca.Rd
+++ b/man/plot.dpca.Rd
@@ -2,7 +2,7 @@
 % Please edit documentation in R/s3methods.R
 \name{plot.dpca}
 \alias{plot.dpca}
-\title{Plot q-selection graphcs for a \code{dpca} object.}
+\title{Diagnostics plot for a \code{dpca} object.}
 \usage{
 \method{plot}{dpca}(x, ...)
 }
@@ -12,5 +12,5 @@
 \item{...}{Further pass-through arguments.}
 }
 \description{
-Plot q-selection graphcs for a \code{dpca} object.
+Diagnostics plot for a \code{dpca} object.
 }
diff --git a/tests/testthat/test_dpca.R b/tests/testthat/test_dpca.R
index 2d1af25..41ce3c6 100644
--- a/tests/testthat/test_dpca.R
+++ b/tests/testthat/test_dpca.R
@@ -36,6 +36,7 @@ test_that("Test dpca, stepwise", {
   class(res_dpca) <- "dpca"
   res_dpca1$call <- NULL
   res_dpca$call <- NULL
+  res_dpca$freqs <- freqs
 
   expect_equal(res_dpca, res_dpca1)
 

From 557b413075867f3c18a4e41682d762d13fd5f42d Mon Sep 17 00:00:00 2001
From: Christoph Rust <christoph.g.rust@gmail.com>
Date: Sat, 5 Apr 2025 10:12:35 +0200
Subject: [PATCH 3/4] feat: add summary and print.summary method for spca

---
 NAMESPACE        |  1 +
 R/s3methods.R    | 44 +++++++++++++++++++++++++++++++++++++++++---
 R/spca.R         |  2 +-
 man/plot.dpca.Rd |  2 +-
 man/spca.Rd      |  2 +-
 5 files changed, 45 insertions(+), 6 deletions(-)

diff --git a/NAMESPACE b/NAMESPACE
index 101f763..cc00b2f 100644
--- a/NAMESPACE
+++ b/NAMESPACE
@@ -5,6 +5,7 @@ S3method(plot,spca)
 S3method(print,dpca)
 S3method(print,spca)
 S3method(print,summary.dpca)
+S3method(print,summary.spca)
 S3method(summary,dpca)
 S3method(summary,spca)
 export(dpca)
diff --git a/R/s3methods.R b/R/s3methods.R
index f538d25..e5f7cab 100644
--- a/R/s3methods.R
+++ b/R/s3methods.R
@@ -52,7 +52,7 @@ print.summary.dpca <- function(x, ...) {
     sep = ""
   )
   cat(paste("Number of dynamic components:", x$q, "\n"))
-  cat(paste("Proportion of explained variance: ", round(trace_chi / trace_x, 2), "\n"))
+  cat(paste("Proportion of explained total variance: ", round(trace_chi / trace_x, 2), "\n"))
 }
 
 #' Print method for object of class \code{spca}.
@@ -72,11 +72,44 @@ print.spca <- function(x, ...) {
 #' @param object An object of type \code{spca}.
 #' @param ... Further pass-through arguments.
 #' @export
-summary.spca <- function(object, ...) print.spca(object)
+summary.spca <- function(object, ...) {
+  ps <- object$eig$vectors
+  lambda <- object$eig$values
+  cov_chi <- tcrossprod(
+    t(t(ps) * lambda), ps
+  )
+
+  z <- list()
+  z$cov <- object$cov
+  z$cov_chi <- cov_chi
+  z$r <- length(lambda)
+  z$object <- object
+
+  class(z) <- "summary.spca"
+  z
+}
+
+#' Summary method for object of class \code{summary.spca}.
+#'
+#' @param x An object of type \code{summary.spca}.
+#' @param ... Further pass-through arguments.
+#' @export
+print.summary.spca <- function(x, ...) {
+  trace_chi <- sum(diag(x$cov_chi))
+  trace_x <- sum(diag(x$cov))
+  cat("basdfadf")
+  cat("\nStatic principal component estimation summary\n\n")
+  cat("\nCall:\n", paste(deparse(x$object$call), sep = "\n", collapse = "\n"),
+    "\n\n",
+    sep = ""
+  )
+  cat(paste("Number of static components:", x$r, "\n"))
+  cat(paste("Proportion of explained total variance: ", round(trace_chi / trace_x, 2), "\n"))
+}
 
 #' Diagnostics plot for a \code{dpca} object.
 #'
-#' @param x An object of type \code{spca}.
+#' @param x An object of type \code{dpca}.
 #' @param ... Further pass-through arguments.
 #' @importFrom graphics axis mtext par
 #' @export
@@ -110,6 +143,11 @@ plot.dpca <- function(x, ...) {
   )
 }
 
+#' Diagnostics plot for an \code{spca} object.
+#'
+#' @param x An object of type \code{spca}.
+#' @param ... Further pass-through arguments.
+#' @importFrom graphics axis mtext par
 #' @export
 plot.spca <- function(x, ...) {
   r_selection <- x$HL_select
diff --git a/R/spca.R b/R/spca.R
index 130ab3a..161a257 100644
--- a/R/spca.R
+++ b/R/spca.R
@@ -24,7 +24,7 @@
 #' \itemize{
 #'   \item \code{xmean}: a vector holding the mean of each cross-sectional unit
 #'   \item \code{cov}: variance-covariance-matrix of \code{x}
-#'   \item \code{eig}: eigen decomposition of \code{cov}
+#'   \item \code{eig}: truncated eigen decomposition of \code{cov}
 #'   \item \code{factors}: an \eqn{r} times \eqn{T} dimensional matrix with the computed factors
 #'   \item \code{cc}: (static) common component
 #'   \item \code{ic}: (static) idiosyncratic component
diff --git a/man/plot.dpca.Rd b/man/plot.dpca.Rd
index 2964bd5..3ad6b0d 100644
--- a/man/plot.dpca.Rd
+++ b/man/plot.dpca.Rd
@@ -7,7 +7,7 @@
 \method{plot}{dpca}(x, ...)
 }
 \arguments{
-\item{x}{An object of type \code{spca}.}
+\item{x}{An object of type \code{dpca}.}
 
 \item{...}{Further pass-through arguments.}
 }
diff --git a/man/spca.Rd b/man/spca.Rd
index 16b1267..dec2619 100644
--- a/man/spca.Rd
+++ b/man/spca.Rd
@@ -39,7 +39,7 @@ An object of class "spca", wrapping a list with the entries
 \itemize{
   \item \code{xmean}: a vector holding the mean of each cross-sectional unit
   \item \code{cov}: variance-covariance-matrix of \code{x}
-  \item \code{eig}: eigen decomposition of \code{cov}
+  \item \code{eig}: truncated eigen decomposition of \code{cov}
   \item \code{factors}: an \eqn{r} times \eqn{T} dimensional matrix with the computed factors
   \item \code{cc}: (static) common component
   \item \code{ic}: (static) idiosyncratic component

From dc1eebc565b71cb95f6ebcc57a7cf06539f6c174 Mon Sep 17 00:00:00 2001
From: Christoph Rust <christoph.g.rust@gmail.com>
Date: Sat, 5 Apr 2025 11:39:30 +0200
Subject: [PATCH 4/4] chore: update documentation

---
 R/dpca.R                  |  4 +++-
 man/dpca.Rd               |  4 +++-
 man/plot.spca.Rd          | 16 ++++++++++++++++
 man/print.summary.dpca.Rd | 16 ++++++++++++++++
 man/print.summary.spca.Rd | 16 ++++++++++++++++
 5 files changed, 54 insertions(+), 2 deletions(-)
 create mode 100644 man/plot.spca.Rd
 create mode 100644 man/print.summary.dpca.Rd
 create mode 100644 man/print.summary.spca.Rd

diff --git a/R/dpca.R b/R/dpca.R
index 9398b65..668d233 100644
--- a/R/dpca.R
+++ b/R/dpca.R
@@ -53,7 +53,9 @@
 #' @return A object of class "dpca" wrapping a list with the entries
 #' \itemize{
 #'   \item \code{xmean}: a vector holding the mean of each cross-sectional unit
-#'   \item \code{spectrum}: the estimated spectral density
+#'   \item \code{spectrum}: the estimated spectral density without the
+#'     normalization by a factor of 2 \code{pi}. Therefore, a white noise
+#'     process would have a spectrum equal to one a.e.
 #'   \item \code{eig}: eigen decomposition of the spectral density
 #'   \item \code{filter}: a list holding the filter coefficients for the filter
 #'     returning input and dynamic common component.
diff --git a/man/dpca.Rd b/man/dpca.Rd
index af49575..5cae925 100644
--- a/man/dpca.Rd
+++ b/man/dpca.Rd
@@ -64,7 +64,9 @@ suggested in Hallin & Liska (2007, p. 611) is used:
 A object of class "dpca" wrapping a list with the entries
 \itemize{
   \item \code{xmean}: a vector holding the mean of each cross-sectional unit
-  \item \code{spectrum}: the estimated spectral density
+  \item \code{spectrum}: the estimated spectral density without the
+    normalization by a factor of 2 \code{pi}. Therefore, a white noise
+    process would have a spectrum equal to one a.e.
   \item \code{eig}: eigen decomposition of the spectral density
   \item \code{filter}: a list holding the filter coefficients for the filter
     returning input and dynamic common component.
diff --git a/man/plot.spca.Rd b/man/plot.spca.Rd
new file mode 100644
index 0000000..2bb2900
--- /dev/null
+++ b/man/plot.spca.Rd
@@ -0,0 +1,16 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/s3methods.R
+\name{plot.spca}
+\alias{plot.spca}
+\title{Diagnostics plot for an \code{spca} object.}
+\usage{
+\method{plot}{spca}(x, ...)
+}
+\arguments{
+\item{x}{An object of type \code{spca}.}
+
+\item{...}{Further pass-through arguments.}
+}
+\description{
+Diagnostics plot for an \code{spca} object.
+}
diff --git a/man/print.summary.dpca.Rd b/man/print.summary.dpca.Rd
new file mode 100644
index 0000000..03f64e6
--- /dev/null
+++ b/man/print.summary.dpca.Rd
@@ -0,0 +1,16 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/s3methods.R
+\name{print.summary.dpca}
+\alias{print.summary.dpca}
+\title{Summary method for object of class \code{summary.dpca}.}
+\usage{
+\method{print}{summary.dpca}(x, ...)
+}
+\arguments{
+\item{x}{An object of type \code{summary.dpca}.}
+
+\item{...}{Further pass-through arguments.}
+}
+\description{
+Summary method for object of class \code{summary.dpca}.
+}
diff --git a/man/print.summary.spca.Rd b/man/print.summary.spca.Rd
new file mode 100644
index 0000000..89ef7f5
--- /dev/null
+++ b/man/print.summary.spca.Rd
@@ -0,0 +1,16 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/s3methods.R
+\name{print.summary.spca}
+\alias{print.summary.spca}
+\title{Summary method for object of class \code{summary.spca}.}
+\usage{
+\method{print}{summary.spca}(x, ...)
+}
+\arguments{
+\item{x}{An object of type \code{summary.spca}.}
+
+\item{...}{Further pass-through arguments.}
+}
+\description{
+Summary method for object of class \code{summary.spca}.
+}