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Handle parameter shaping with MCMC and one changepoint (#608)

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This commit is contained in:
Ben Letham 2018-12-03 14:25:28 -08:00
parent fe677f290b
commit 91917df8f0
1 changed files with 6 additions and 3 deletions
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9
python/fbprophet/forecaster.py
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@ -1092,7 +1092,6 @@ class Prophet(object):
)
for par in stan_fit.model_pars:
self.params[par] = stan_fit[par]
else:
try:
params = model.optimizing(
@ -1103,8 +1102,12 @@ class Prophet(object):
dat, init=stan_init, iter=1e4, algorithm='Newton',
**kwargs
)
for par in params:
self.params[par] = params[par].reshape((1, -1))
self.params = params
# Reshape all parameters to matrix shape
for p, v in self.params.items():
if len(v.shape) == 1:
self.params[p] = v.reshape((-1, 1))
# If no changepoints were requested, replace delta with 0s
if len(self.changepoints) == 0: