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Minor stan simplifications

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This commit is contained in:
Ben Letham 2018-05-25 13:57:45 -07:00
parent aa37fb48ac
commit 663214393e
2 changed files with 6 additions and 12 deletions
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7
R/inst/stan/prophet.stan
View file

@ -29,10 +29,7 @@ functions {
real m_pr;
// Compute the rate in each segment
k_s[1] = k;
for (i in 1:S) {
k_s[i + 1] = k_s[i] + delta[i];
}
k_s = append_row(k, k + cumulative_sum(delta));
// Piecewise offsets
m_pr = m; // The offset in the previous segment
@ -56,7 +53,7 @@ functions {
vector[S] gamma;
gamma = logistic_gamma(k, m, delta, t_change, S);
return cap ./ (1 + exp(-(k + A * delta) .* (t - (m + A * gamma))));
return cap .* inv_logit((k + A * delta) .* (t - (m + A * gamma)));
}
// Linear trend function

7
python/stan/unix/prophet.stan
View file

@ -29,10 +29,7 @@ functions {
real m_pr;
// Compute the rate in each segment
k_s[1] = k;
for (i in 1:S) {
k_s[i + 1] = k_s[i] + delta[i];
}
k_s = append_row(k, k + cumulative_sum(delta));
// Piecewise offsets
m_pr = m; // The offset in the previous segment
@ -56,7 +53,7 @@ functions {
vector[S] gamma;
gamma = logistic_gamma(k, m, delta, t_change, S);
return cap ./ (1 + exp(-(k + A * delta) .* (t - (m + A * gamma))));
return cap .* inv_logit((k + A * delta) .* (t - (m + A * gamma)));
}
// Linear trend function