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Add changepoint visualization to R package
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3 changed files with 45 additions and 8 deletions
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@ -6,6 +6,7 @@ export(add_regressor)
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export(add_seasonality)
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export(cross_validation)
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export(fit.prophet)
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export(layer_changepoints)
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export(make_future_dataframe)
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export(plot_forecast_component)
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export(predictive_samples)
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@ -1,15 +1,14 @@
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#' Get layers to overlay significant changepoints on prophet forecast plot.
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#'
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#' @param m Prophet model object.
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#' @param threshold Numeric, changepoints where abs(delta) >= threshold are significant. (Default 0.01)
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#' @param threshold Numeric, changepoints where abs(delta) >= threshold are
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#' significant. (Default 0.01)
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#' @param cp_color Character, line color. (Default "red")
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#' @param cp_linetype Character or integer, line type. (Default "dashed")
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#' @param trend Logical, if FALSE, do not draw trend line. (Default TRUE)
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#' @param ... Other arguments passed on to layers.
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#'
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#' @return A list of ggplot2 layer.
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#'
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#' @import ggplot2
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#' @return A list of ggplot2 layers.
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#'
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#' @examples
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#' \dontrun{
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@ -21,12 +20,14 @@ layer_changepoints <- function(m, threshold = 0.01, cp_color = "red",
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cp_linetype = "dashed", trend = TRUE, ...) {
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layers <- list()
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if (trend) {
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trend_layer <- geom_line(aes_string("ds", "trend"), color = cp_color, ...)
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trend_layer <- ggplot2::geom_line(
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ggplot2::aes_string("ds", "trend"), color = cp_color, ...)
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layers <- append(layers, trend_layer)
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}
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signif_changepoints <- m$changepoints[abs(m$params$delta) >= threshold]
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cp_layer <- geom_vline(xintercept = as.integer(signif_changepoints),
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color = cp_color, linetype = cp_linetype, ...)
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cp_layer <- ggplot2::geom_vline(
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xintercept = as.integer(signif_changepoints), color = cp_color,
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linetype = cp_linetype, ...)
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layers <- append(layers, cp_layer)
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layers
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return(layers)
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}
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35
R/man/layer_changepoints.Rd
Normal file
35
R/man/layer_changepoints.Rd
Normal file
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@ -0,0 +1,35 @@
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% Generated by roxygen2: do not edit by hand
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% Please edit documentation in R/utils.R
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\name{layer_changepoints}
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\alias{layer_changepoints}
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\title{Get layers to overlay significant changepoints on prophet forecast plot.}
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\usage{
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layer_changepoints(m, threshold = 0.01, cp_color = "red",
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cp_linetype = "dashed", trend = TRUE, ...)
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}
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\arguments{
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\item{m}{Prophet model object.}
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\item{threshold}{Numeric, changepoints where abs(delta) >= threshold are
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significant. (Default 0.01)}
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\item{cp_color}{Character, line color. (Default "red")}
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\item{cp_linetype}{Character or integer, line type. (Default "dashed")}
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\item{trend}{Logical, if FALSE, do not draw trend line. (Default TRUE)}
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\item{...}{Other arguments passed on to layers.}
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}
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\value{
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A list of ggplot2 layers.
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}
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\description{
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Get layers to overlay significant changepoints on prophet forecast plot.
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}
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\examples{
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\dontrun{
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plot(m, fcst) + layer_changepoints(m)
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}
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}
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