From 4e99ac686e35e4fde7f5a980a89c76ef8fc0d9a3 Mon Sep 17 00:00:00 2001 From: Ben Letham Date: Wed, 3 Mar 2021 17:59:24 -0800 Subject: [PATCH] Validate custom cutoffs for data range (R #1650) --- R/R/diagnostics.R | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/R/R/diagnostics.R b/R/R/diagnostics.R index 0e18607..394c081 100644 --- a/R/R/diagnostics.R +++ b/R/R/diagnostics.R @@ -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) }