Document the parameters stored during fitting.

This commit is contained in:
Ben Letham 2017-04-03 18:24:54 -07:00
parent 1645e56c48
commit 459e0fed6c
3 changed files with 26 additions and 1 deletions

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@ -454,6 +454,15 @@ logistic_growth_init <- function(df) {
#' Fit the prophet model.
#'
#' This sets m$params to contain the fitted model parameters. It is a list
#' with the following elements:
#' k (M array): M posterior samples of the initial slope.
#' m (M array): The initial intercept.
#' delta (MxN matrix): The slope change at each of N changepoints.
#' beta (MxK matrix): Coefficients for K seasonality features.
#' sigma_obs (M array): Noise level.
#' Note that M=1 if MAP estimation.
#'
#' @param m Prophet object.
#' @param df Data frame.
#' @param ... Additional arguments passed to the \code{optimizing} or

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@ -15,6 +15,13 @@ fit.prophet(m, df, ...)
\code{sampling} functions in Stan.}
}
\description{
Fit the prophet model.
This sets m$params to contain the fitted model parameters. It is a list
with the following elements:
k (M array): M posterior samples of the initial slope.
m (M array): The initial intercept.
delta (MxN matrix): The slope change at each of N changepoints.
beta (MxK matrix): Coefficients for K seasonality features.
sigma_obs (M array): Noise level.
Note that M=1 if MAP estimation.
}

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@ -457,6 +457,15 @@ class Prophet(object):
def fit(self, df, **kwargs):
"""Fit the Prophet model.
This sets self.params to contain the fitted model parameters. It is a
dictionary parameter names as keys and the following items:
k (Mx1 array): M posterior samples of the initial slope.
m (Mx1 array): The initial intercept.
delta (MxN array): The slope change at each of N changepoints.
beta (MxK matrix): Coefficients for K seasonality features.
sigma_obs (Mx1 array): Noise level.
Note that M=1 if MAP estimation.
Parameters
----------
df: pd.DataFrame containing the history. Must have columns ds (date