{rstantools}-based compilation

+ cleans up Stan model compilation by switching over to the rstantools-based workflow (see https://mc-stan.org/rstantools/articles/minimal-rstan-package.html for more info)
+ minor documentation change: {devtools} -> {remotes}, which is better for end-users
+ adds RStudio project file which makes it easier for community to get started with contributing to the package

R/.Rbuildignore

@@ -2,3 +2,5 @@
 ^libs$
 ^doc$
 ^Meta$
+^.*\.Rproj$
+^\.Rproj\.user$

R/.gitignore

@@ -0,0 +1,54 @@
+.DS_Store
+
+# History files
+.Rhistory
+.Rapp.history
+
+# Session Data files
+.RData
+
+# User-specific files
+.Ruserdata
+
+# Example code in package build process
+*-Ex.R
+
+# Output files from R CMD build
+/*.tar.gz
+
+# Output files from R CMD check
+/*.Rcheck/
+
+# RStudio files
+.Rproj.user/
+
+# produced vignettes
+vignettes/*.html
+vignettes/*.pdf
+
+# OAuth2 token, see https://github.com/hadley/httr/releases/tag/v0.3
+.httr-oauth
+
+# knitr and R markdown default cache directories
+*_cache/
+/cache/
+
+# Temporary files created by R markdown
+*.utf8.md
+*.knit.md
+
+# R Environment Variables
+.Renviron
+inst/doc
+
+# Stan
+exec/*.rda
+src/*.o
+src/*.h
+src/*.cc
+src/*.cpp
+src/*.hpp
+src/prophet.so
+src/prophet.dll
+src/init.o
+

R/DESCRIPTION

@@ -12,8 +12,10 @@ Description: Implements a procedure for forecasting time series data based on
     that have strong seasonal effects and several seasons of historical data.
     Prophet is robust to missing data and shifts in the trend, and typically
     handles outliers well.
+URL: https://github.com/facebook/prophet
+BugReports: https://github.com/facebook/prophet/issues
 Depends:
-    R (>= 3.2.3),
+    R (>= 3.4.0),
     Rcpp (>= 0.12.0),
     rlang (>= 0.3.0.1)
 Imports:
@@ -22,7 +24,9 @@ Imports:
     extraDistr,
     ggplot2,
     grid,
-    rstan (>= 2.14.0),
+    methods,
+    rstan (>= 2.18.1),
+    rstantools (>= 2.0.0),
     scales,
     stats,
     tidyr (>= 0.6.1),
@@ -32,11 +36,16 @@ Suggests:
     testthat,
     readr,
     rmarkdown
+SystemRequirements: GNU make, C++11
+Biarch: true
 License: MIT + file LICENSE
-URL: https://github.com/facebook/prophet
-BugReports: https://github.com/facebook/prophet/issues
+LinkingTo: 
+    BH (>= 1.66.0),
+    Rcpp (>= 0.12.0),
+    RcppEigen (>= 0.3.3.3.0),
+    rstan (>= 2.18.1),
+    StanHeaders (>= 2.18.0)
 LazyData: true
-RoxygenNote: 7.0.2
 VignetteBuilder: knitr
-SystemRequirements: C++11
 Encoding: UTF-8
+RoxygenNote: 7.1.0

R/NAMESPACE

@@ -19,3 +19,4 @@ export(prophet_plot_components)
 import(Rcpp)
 import(rlang)
 importFrom(dplyr,"%>%")
+useDynLib(prophet, .registration = TRUE)

R/R/prophet.R

@@ -80,6 +80,7 @@ globalVariables(c(
 #' @importFrom dplyr "%>%"
 #' @import Rcpp
 #' @import rlang
+#' @useDynLib prophet, .registration = TRUE
 prophet <- function(df = NULL,
                     growth = 'linear',
                     changepoints = NULL,
@@ -236,44 +237,6 @@ validate_column_name <- function(
   }
 }
 
-#' Compile Stan model
-#'
-#' @return Stan model.
-#'
-#' @keywords internal
-compile_stan_model <- function() {
-  packageStartupMessage('Compiling model (this will take a few minutes...)')
-  packageStartupMessage(
-    'If this is the first time fitting a model since package install, this is normal. ',
-    'You should not see this message more than once after install.'
-  )
-
-  if (.Platform$OS.type == "windows") {
-    dest <- file.path(system.file(package="prophet"), 'libs', .Platform$r_arch)
-  } else {
-    dest <- file.path(system.file(package="prophet"), 'libs')
-  }  
-  dir.create(dest, recursive = TRUE, showWarnings = FALSE)
-
-  packageStartupMessage(paste('Writing model to:', dest))
-  packageStartupMessage(paste('Compiling using binary:', R.home('bin')))
-
-  fn <- 'stan/prophet.stan'
-  stan.src <- system.file(fn, package = 'prophet', mustWork = TRUE)
-  model.binary <- file.path(dest, 'prophet_stan_model.RData')
-
-  stanc <- rstan::stanc(stan.src)
-  model.stanm <- rstan::stan_model(
-    stanc_ret = stanc,
-    model_name = 'prophet_model'
-  )
-  save('model.stanm', file = model.binary)
-  packageStartupMessage('------ Model successfully compiled!')
-  packageStartupMessage('You can ignore any compiler warnings above.')
-  assign(".prophet.stan.model", model.stanm, envir = prophet_model_env)
-  return(model.stanm)
-}
-
 #' Convert date vector
 #'
 #' Convert the date to POSIXct object
@@ -365,7 +328,7 @@ setup_dataframe <- function(m, df, initialize_scales = FALSE) {
       df[[condition.name]] <- as.logical(df[[condition.name]])
     }
   }
-  
+
   df <- df %>%
     dplyr::arrange(ds)
 
@@ -724,7 +687,7 @@ add_regressor <- function(
 #' specified, m$seasonality.mode will be used (defaults to 'additive').
 #' Additive means the seasonality will be added to the trend, multiplicative
 #' means it will multiply the trend.
-#' 
+#'
 #' If condition.name is provided, the dataframe passed to `fit` and `predict`
 #' should have a column with the specified condition.name containing booleans
 #' which decides when to apply seasonality.
@@ -741,7 +704,7 @@ add_regressor <- function(
 #'
 #' @export
 add_seasonality <- function(
-  m, name, period, fourier.order, prior.scale = NULL, mode = NULL, 
+  m, name, period, fourier.order, prior.scale = NULL, mode = NULL,
   condition.name = NULL
 ) {
   if (!is.null(m$history)) {
@@ -1231,7 +1194,7 @@ fit.prophet <- function(m, df, ...) {
   if (exists(".prophet.stan.model", where = prophet_model_env)) {
     model <- get('.prophet.stan.model', envir = prophet_model_env)
   } else {
-    model <- compile_stan_model()
+    model <- stanmodels$prophet
   }
 
   stan_init <- function() {
@@ -1280,7 +1243,7 @@ fit.prophet <- function(m, df, ...) {
     m$params <- m$stan.fit$par
     n.iteration <- 1
   }
-  
+
   # Cast the parameters to have consistent form, whether full bayes or MAP
   for (name in c('delta', 'beta')){
     m$params[[name]] <- matrix(m$params[[name]], nrow = n.iteration)
@@ -1340,7 +1303,7 @@ predict.prophet <- function(object, df = NULL, ...) {
   } else {
     intervals <- NULL
     }
- 
+
   # Drop columns except ds, cap, floor, and trend
   cols <- c('ds', 'trend')
   if ('cap' %in% colnames(df)) {

R/R/stanmodels.R

@@ -0,0 +1,25 @@
+# Generated by rstantools.  Do not edit by hand.
+
+# names of stan models
+stanmodels <- c("prophet")
+
+# load each stan module
+Rcpp::loadModule("stan_fit4prophet_mod", what = TRUE)
+
+# instantiate each stanmodel object
+stanmodels <- sapply(stanmodels, function(model_name) {
+  # create C++ code for stan model
+  stan_file <- if(dir.exists("stan")) "stan" else file.path("inst", "stan")
+  stan_file <- file.path(stan_file, paste0(model_name, ".stan"))
+  stanfit <- rstan::stanc_builder(stan_file,
+                                  allow_undefined = TRUE,
+                                  obfuscate_model_name = FALSE)
+  stanfit$model_cpp <- list(model_cppname = stanfit$model_name,
+                            model_cppcode = stanfit$cppcode)
+  # create stanmodel object
+  methods::new(Class = "stanmodel",
+               model_name = stanfit$model_name,
+               model_code = stanfit$model_code,
+               model_cpp = stanfit$model_cpp,
+               mk_cppmodule = function(x) get(paste0("model_", model_name)))
+})

R/configure

@@ -0,0 +1,4 @@
+# Generated by rstantools.  Do not edit by hand.
+
+#! /bin/sh
+"${R_HOME}/bin/Rscript" -e "rstantools::rstan_config()"

R/configure.win

@@ -0,0 +1,4 @@
+# Generated by rstantools.  Do not edit by hand.
+
+#! /bin/sh
+"${R_HOME}/bin${R_ARCH_BIN}/Rscript.exe" -e "rstantools::rstan_config()"

R/inst/include/stan_meta_header.hpp

@@ -0,0 +1 @@
+// Insert all #include<foo.hpp> statements here

R/man/compile_stan_model.Rd

@@ -1,15 +0,0 @@
-% Generated by roxygen2: do not edit by hand
-% Please edit documentation in R/prophet.R
-\name{compile_stan_model}
-\alias{compile_stan_model}
-\title{Compile Stan model}
-\usage{
-compile_stan_model()
-}
-\value{
-Stan model.
-}
-\description{
-Compile Stan model
-}
-\keyword{internal}

R/man/generated_holidays.Rd

@@ -4,7 +4,9 @@
 \name{generated_holidays}
 \alias{generated_holidays}
 \title{holidays table}
-\format{A data frame with five variables: ds, holiday, country, year}
+\format{
+A data frame with five variables: ds, holiday, country, year
+}
 \usage{
 generated_holidays
 }

R/prophet.Rproj

@@ -0,0 +1,21 @@
+Version: 1.0
+
+RestoreWorkspace: Default
+SaveWorkspace: Default
+AlwaysSaveHistory: Default
+
+EnableCodeIndexing: Yes
+UseSpacesForTab: Yes
+NumSpacesForTab: 2
+Encoding: UTF-8
+
+RnwWeave: knitr
+LaTeX: pdfLaTeX
+
+AutoAppendNewline: Yes
+StripTrailingWhitespace: Yes
+
+BuildType: Package
+PackageUseDevtools: Yes
+PackageInstallArgs: --no-multiarch --with-keep.source
+PackageRoxygenize: rd,collate,namespace

R/src/Makevars

@@ -0,0 +1,15 @@
+# Generated by rstantools.  Do not edit by hand.
+
+STANHEADERS_SRC = $(shell "$(R_HOME)/bin$(R_ARCH_BIN)/Rscript" -e "message()" -e "cat(system.file('include', 'src', package = 'StanHeaders', mustWork = TRUE))" -e "message()" | grep "StanHeaders")
+
+PKG_CPPFLAGS = -I"../inst/include" -I"$(STANHEADERS_SRC)" -DBOOST_DISABLE_ASSERTS -DEIGEN_NO_DEBUG -DBOOST_MATH_OVERFLOW_ERROR_POLICY=errno_on_error
+
+CXX_STD = CXX14
+
+all: $(SHLIB)
+		@if test -e "/usr/bin/install_name_tool" && test -e "/usr/local/clang4/lib/libc++.1.dylib" && test -e "/usr/lib/libc++.1.dylib"; then /usr/bin/install_name_tool -change /usr/local/clang4/lib/libc++.1.dylib /usr/lib/libc++.1.dylib $(SHLIB); fi
+
+clean:
+		rm -rf *.so *.o
+
+.phony: all clean

R/src/Makevars.win

@@ -0,0 +1,14 @@
+# Generated by rstantools.  Do not edit by hand.
+
+STANHEADERS_SRC = $(shell "$(R_HOME)/bin$(R_ARCH_BIN)/Rscript" -e "message()" -e "cat(system.file('include', 'src', package = 'StanHeaders', mustWork = TRUE))" -e "message()" | grep "StanHeaders")
+
+PKG_CPPFLAGS = -I"../inst/include" -I"$(STANHEADERS_SRC)" -DBOOST_DISABLE_ASSERTS -DEIGEN_NO_DEBUG
+
+CXX_STD = CXX14
+
+all: $(SHLIB)
+
+clean:
+		RM -rf *.so *.o
+
+.phony: all clean

README.md

@@ -21,11 +21,11 @@ Prophet is [open source software](https://code.facebook.com/projects/) released
 
 ## Installation in R
 
-Prophet is temporarily not on CRAN so you can use the `devtools` package to install it directly from github:
+Prophet is temporarily not on CRAN so you can use the `devtools` package to install it directly from GitHub:
 
-```
-# R
-> devtools::install_github("facebook/prophet", subdir='R', ref="8306ae3")
+```R
+# install.packages("remotes")
+remotes::install_github("facebook/prophet", subdir = "R")
 ```
 
 After installation, you can [get started!](https://facebook.github.io/prophet/docs/quick_start.html#r-api)
@@ -38,11 +38,10 @@ If you have custom Stan compiler settings, install from source rather than the C
 
 ## Installation in Python
 
-Prophet is on PyPI, so you can use pip to install it:
+Prophet is on PyPI, so you can use `pip` to install it:
 
-```
-# bash
-$ pip install fbprophet
+```bash
+pip install fbprophet
 ```
 
 The default dependency that Prophet has is `pystan`. PyStan has its own [installation instructions](http://pystan.readthedocs.io/en/latest/installation_beginner.html). Install pystan with pip before using pip to install fbprophet.