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Additional kwargs to Stan in Python

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This commit is contained in:
Ben Letham 2017-02-26 13:24:22 +02:00
parent 96ef0e236a
commit e08cfd2176
1 changed files with 16 additions and 3 deletions
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19
python/fbprophet/forecaster.py
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@ -330,7 +330,20 @@ class Prophet(object):
return (k, m)
# fb-block 7
def fit(self, df):
def fit(self, df, **kwargs):
"""Fit the Prophet model to data.
Parameters
----------
df: pd.DataFrame containing history. Must have columns 'ds', 'y', and
if logistic growth, 'cap'.
kwargs: Additional arguments passed to Stan's sampling or optimizing
function, as appropriate.
Returns
-------
The fitted Prophet object.
"""
history = df[df['y'].notnull()].copy()
history.reset_index(inplace=True, drop=True)
@ -377,14 +390,14 @@ class Prophet(object):
stan_fit = model.sampling(
dat,
init=stan_init,
chains=1,
iter=self.mcmc_samples,
**kwargs
)
for par in stan_fit.model_pars:
self.params[par] = stan_fit[par]
else:
params = model.optimizing(dat, init=stan_init, iter=1e4)
params = model.optimizing(dat, init=stan_init, iter=1e4, **kwargs)
for par in params:
self.params[par] = params[par].reshape((1, -1))