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Validate custom cutoffs for data range (R #1650)

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Ben Letham 2021-03-03 17:59:24 -08:00
parent 58a0b96550
commit 4e99ac686e
1 changed files with 8 additions and 0 deletions
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8
R/R/diagnostics.R
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@ -110,6 +110,14 @@ cross_validation <- function(
cutoffs <- generate_cutoffs(df, horizon.dt, initial.dt, period.dt)
}else{
cutoffs <- set_date(ds=cutoffs)
# Validation
if (min(cutoffs) <= min(df$ds)) {
stop('Minimum cutoff value is not strictly greater than min date in history')
}
end_date_minus_horizon <- max(df$ds) - horizon.dt
if (max(cutoffs) > end_date_minus_horizon) {
stop('Maximum cutoff value is greater than end date minus horizon')
}
initial.dt <- cutoffs[1] - min(df$ds)
}