fix updates -- use Polyak averaging

Makefile

@@ -1,4 +1,4 @@
-.PHONY: clean docs start setwd check install load render
+.PHONY: buildsite check clean coverage docs getwd initialize install load render setwd start test usegit
 .DEFAULT_GOAL := help
 
 define BROWSER_PYSCRIPT
@@ -25,35 +25,57 @@ export PRINT_HELP_PYSCRIPT
 
 BROWSER := python3 -c "$$BROWSER_PYSCRIPT"
 
-help:
-	@python3 -c "$$PRINT_HELP_PYSCRIPT" < $(MAKEFILE_LIST)
+buildsite: setwd ## create a website for the package
+	Rscript -e "pkgdown::build_site('.')"
+
+check: clean setwd ## check package
+	Rscript -e "try(devtools::check('.'), silent=FALSE)"
 
-clean: ## remove all build, test, coverage and Python artifacts
-	rm -f .Rbuildignore
+clean: ## remove all build, and artifacts
 	rm -f .Rhistory
 	rm -f *.RData
 	rm -f *.Rproj
 	rm -rf .Rproj.user
 
-start: ## start or restart R session
-	Rscript -e "system('R')"
+coverage: ## get test coverage
+	Rscript -e "devtools::test_coverage('.')"
 
-setwd: ## set working directory
-	Rscript -e "setwd(getwd())"
+create: setwd ## create a new package in current directory
+	Rscript -e "usethis::create_package(path = getwd(), rstudio = FALSE)"
+	rm -f .here
 
 docs: clean setwd ## generate docs		
 	Rscript -e "devtools::document('.')"
 
-check: clean setwd ## check package
-	Rscript -e "devtools::check('.')"
+getwd: ## get current directory
+	Rscript -e "getwd()"
 
 install: clean setwd ## install package
-	Rscript -e "devtools::install('.')"	
+	Rscript -e "try(devtools::install('.'), silent = FALSE)"	
+
+initialize: setwd ## initialize: install packages devtools, usethis, pkgdown and rmarkdown
+	Rscript -e "utils::install.packages(c('devtools', 'usethis', 'pkgdown', 'rmarkdown'), repos='https://cloud.r-project.org')"
+
+help: ## print menu with all options
+	@python3 -c "$$PRINT_HELP_PYSCRIPT" < $(MAKEFILE_LIST)
 
 load: clean setwd ## load all (when developing the package)
 	Rscript -e "devtools::load_all('.')"
 
-render: ## run markdown file in /vignettes
+render: ## run R markdown file in /vignettes, open rendered HTML file in the browser
 	@read -p "Enter the name of the Rmd file (without extension): " filename; \
 	Rscript -e "rmarkdown::render(paste0('./vignettes/', '$$filename', '.Rmd'))"; \
-	python3 -c "$$BROWSER_PYSCRIPT" "$$filename.html"
+	python3 -c "$$BROWSER_PYSCRIPT" "$$filename.html"
+
+setwd: ## set working directory to current directory
+	Rscript -e "setwd('.')"
+
+start: ## start or restart R session
+	Rscript -e "system('R')"
+
+test: ## runs the the package tests
+	Rscript -e "devtools::test('.')"	
+
+usegit: ## initialize Git repo and initial commit
+	@read -p "Enter the first commit message: " message; \
+	Rscript -e "usethis::use_git('$$message')"

NAMESPACE

@@ -9,6 +9,7 @@ importFrom("stats", "median")
 importFrom("stats", "predict")
 importFrom("stats", "quantile")
 importFrom("stats", "rnorm", "runif", "sd")
+importFrom("stats", "approx", "density")
 importFrom("tseries", "tsbootstrap")
 importFrom("tseries", "surrogate")
 importFrom("R6", "R6Class")

R/Regressor.R

@@ -526,15 +526,15 @@ Regressor <-
       #' @description update model in an online fashion (for now, only implemented for 'rvfl' models")
       #' @param newx a vector of new covariates (i.e explanatory variables)
       #' @param newy a numeric, the new response's observation (i.e variable to be explained)
-      #'
-      update = function(newx, newy)
+      #' @param ... additional parameters to be passed to the underlying model's method `update`
+      update = function(newx, newy, ...)
       {
         if(!identical(self$method, "rvfl"))
         {
           stop(paste0("As of ", Sys.Date(), ", this method is only implemented for 'rvfl' models"))
         }
         self$set_model(update_rvfl_regressor(self$model, 
-          newx=newx, newy=newy, method="rvfl"))
+          newx=newx, newy=newy, ...))
       }
     )
   )

R/utils_rvfl.R

@@ -19,7 +19,6 @@ fit_rvfl_regression <- function(x, y,
                                 compute_Sigma = FALSE, 
                                 method = "chol"),
                                 input_list))
-
   return(structure(out, class = "rvfl"))
 }
 
@@ -37,7 +36,7 @@ predict_rvfl_regression <- function(object, newx, ...)
   return (preds)
 }
 
-update_rvfl_regressor <- function(object, newx, newy, method="rvfl")
+update_rvfl_regressor <- function(object, newx, newy, ...)
 {
-  bayesianrvfl::update_params(fit_obj=object, newx=newx, newy=newy)
+  bayesianrvfl::update_params(fit_obj=object, newx=newx, newy=newy, ...)
 }

vignettes/getting-started.Rmd

@@ -526,17 +526,19 @@ newy <- y_test[2]
 
 new_X_test <- X_test[-c(1, 2), ]
 new_y_test <- y_test[-c(1, 2)]
+```
 
+```{r eval=TRUE}
 t0 <- proc.time()[3]
 obj$update(newx, newy)
 cat("Elapsed: ", proc.time()[3] - t0, "s \n")
 ```
 
-```{r}
+```{r eval=TRUE}
 obj$summary(new_X_test, y=new_y_test, show_progress=FALSE)
 ```
 
-```{r fig.width=7.2}
+```{r fig.width=7.2, eval=TRUE}
 res <- obj$predict(X = new_X_test)
  
 new_y_train <- c(y_train, y_test[c(1, 2)])