Commit graph

63 commits

Author SHA1 Message Date
Giorgio Comai
7e83e2c27c
R: dygraphs not dygraph as package name in docs (#2541) 2024-05-18 21:43:06 +10:00
Cuong Duong
679db85047
Update holidays data (#2179) 2022-05-25 00:10:46 +10:00
slowy07
05aa1fdd37 fix: typo grammar 2021-08-03 08:37:45 +07:00
Cuong Duong
a794018d65
Add support for cmdstanr backend (#1806)
* init

* add suggested packages

* use environment variables and align more with Py package

* remove additional testing logic, default to lbfgs

* Remove Newton specifier from test because cmdstanr expects newton

Co-authored-by: Ben Letham <bletham@gmail.com>
2021-05-10 16:09:25 -07:00
Ben Letham
b5e67e59c3 Clean up R check warnings 2021-03-04 20:59:51 -08:00
Ben Letham
b7a583ec63 R manual update 2021-03-04 17:17:51 -08:00
Cuong Duong
2d56e71fed
Add regressor_coefficients function for R (#1803)
* function code

* add tests for regressor coefficients utility

* add documentation for regressor_coefficients util function

* generate Rd docs

* add regressor_coefficients to R namespace

* minor formatting nit

* fix bugs
2021-03-02 08:30:00 -08:00
Sam Snarr
2d8e6c7fd1
Added growth='flat' functionality in R (#1778)
* added `flat_growth_init()` function

* added validation for 'flat'

* changed `fit.prophet()` to handle `growth='flat'`

* added `trend='flat'` capabilities to `sample_predictive_trend()` and `fit.prophet()`

* updated STAN code to handle flat trend

* [Syntax fix] Removed unnecessary bracket

* updated documentation

* undid formatting that was accidentally applied by autoformatter

* undid more formatting that was accidentally applied by autoformatter

* added tests

* typo in `sample_predictive_trend()`

* updated notebook with example in R

* updated documentation
2021-01-14 13:53:08 -08:00
Ryan Nazareth
f16d9df333
Add mdape performance metric to R (#1472)
* add test and initial function for mdape in R

* Add separate rolling_median_func and tests

* Modify rolling median function

* fix syntax in rolling median function

* sort by h

* R/diagnostics.R

* update .rd docs and notebook

* Add mdape to performance metrics params docstring
2020-05-20 12:28:50 -07:00
Ryan Nazareth
16e632a695
Add custom cutoff option to R (#1484)
* Add test for custom cutoff cv

* implement custom cutoff logic in cv function

* add docstring

* add description in notebook and rebuild .Rd docs

* fix bug and add test case for period is NULL

* replace s.POSIXct set_date
2020-05-15 14:32:54 -07:00
Mikhail Popov
25e2b88765 {rstantools}-based compilation
+ cleans up Stan model compilation by switching over to the rstantools-based workflow (see https://mc-stan.org/rstantools/articles/minimal-rstan-package.html for more info)
+ minor documentation change: {devtools} -> {remotes}, which is better for end-users
+ adds RStudio project file which makes it easier for community to get started with contributing to the package
2020-04-28 16:06:17 -04:00
Sean Taylor
192b9160a7 Dep for building the vignette + ignore libs + rebuild docs 2020-03-02 13:20:12 -08:00
Ben Letham
46e5611983 R defer model compiling to first fit, to remove compiling from onLoad per CRAN 2020-02-19 21:30:08 -08:00
Ben Letham
bb242ea180 R documentation updates 2020-02-09 19:31:44 -08:00
Ben Letham
f09ad61c26 R documentation updates 2019-05-13 15:47:28 -07:00
Ben Letham
921b604022 Update R documentation 2019-03-22 11:08:09 -07:00
Ben Letham
c9f1ccaa63 Version bump; test fixes; R build 2018-12-03 22:21:37 -08:00
Ben Letham
e3ad97b8b3 Documentation fixes 2018-12-03 13:25:26 -08:00
Ben Letham
287fb2f6de Move built-in country holidays to a function (R) 2018-11-30 23:12:19 -08:00
ziye666
95fa4460a9 Fix bug about holiday year different from input year and others (#670)
* Allow both both hoidays and append holidays

Match holidays in predict and fit

Add test for append_holiday features; minor fixes

Add column name validation for append_holidays names; allow only one country

Fix bug about holiday year different from input year and also other bugs

Change function description

Add append holiday feature for R

* Add test for R/Pyrhon; fix bugs
2018-10-18 17:40:17 -07:00
Sean J. Taylor
e3a0586c07 Add xts dependency back and regen docs 2018-06-14 18:42:11 -07:00
Sean J. Taylor
4f224e5ec7 Merge of v0.3 into master 2018-06-02 10:50:58 -07:00
Ben Letham
9a5338cbe4 Documentation update for new plot_components arg 2018-05-31 17:45:44 -07:00
bl
371e8a3bf4 Version bump 2018-05-30 17:02:47 -07:00
Ben Letham
218283f157 Simplify logic/interfaces for cross_validation, to better handle irregularly spaced data and actually respect initial window 2018-05-30 12:09:54 -07:00
Ben Letham
7c010aac51 Multiplicative seasonality (R) 2018-05-15 10:07:38 -07:00
Ben Letham
b052b56d33 Refactor cross validation metrics for rolling window, add visualization, put example in notebook (R) 2018-05-04 15:07:35 -07:00
Ben Letham
3afdaaf4e1 Move copy from method to function in diagnostics file 2018-05-03 11:42:10 -07:00
Ben Letham
3da46503ed Add utility for plotting changepoints (Py), and put in plotting file (R and Py) 2018-05-03 11:10:11 -07:00
Nagi Teramo
14d5028a73 Implement metrics for time series forecasts (#384)
* Add metrics for model validation

* Update to reflect comments on Github

* Change all_metrics() implementation to more sophisticated style

* Update metrics functions

* Remove redundant argument

* Use v0.3 files for diagnostics.R and prophet.R

* Use v0.3 file for man/predict.prophet.Rd

* Change the interface and do some refactoring
2018-01-05 16:05:58 -08:00
Ben Letham
a6d68497f1 Revert "Merge branch 'v0.3' into master"
This reverts commit 011a292427, reversing
changes made to 5d453c1d05.
2017-12-22 16:32:54 -08:00
Ben Letham
07138f7deb R package doc update for dygraph addition 2017-12-22 13:36:46 -08:00
Ben Letham
c3d2280af8 Add layer_changepoints from #273 2017-10-11 09:38:15 -07:00
Ben Letham
c6b76aab8c Move layer_changepoints to v0.3 branch 2017-10-11 09:30:25 -07:00
bletham
e04e024ff1 Add changepoint visualization to R package 2017-10-10 22:15:28 -07:00
bl
2f9b20b2d3 Documentation for cross validation 2017-09-02 10:53:38 -07:00
Ben Letham
8066634cb4 Refactor setup_dataframe R 2017-09-01 12:27:23 -07:00
Ben Letham
66ea9444eb Custom seasonality prior scales R, handle NAs in holiday priors 2017-09-01 10:04:20 -07:00
Ben Letham
57c97f2e5e Finish extra regressors in R 2017-08-30 16:17:41 -07:00
Simon Kim
17efc9aecd External regressors v2 (#283)
Add regressors in R
2017-08-30 11:04:56 -07:00
bletham
3c09448018 Add cross-validation functions in R 2017-08-26 14:31:33 -07:00
bl
58fa0bcec5 Suppress internal functions from reference manual 2017-07-28 22:03:27 -07:00
bl
093b4b7eec R sub-daily data documentation, bugfixes, and unit tests 2017-07-10 22:57:13 -07:00
bl
8be35c2f34 Custom seasonalities in R 2017-07-05 01:20:22 -07:00
bl
373f543894 Whitespace and documentation fixes 2017-07-04 17:42:58 -07:00
Simon Kim
19e95311c2 Add a posterior analysis function to R (#238)
* Add a posterior analysis function to R

* Add a predictive_samples function to R
2017-07-04 17:27:55 -07:00
bl
1339aada96 Check for Inf values in history; roxygen version bump. 2017-07-04 01:12:22 -07:00
Ben Letham
df4b6158eb Allow shifting the start date of the yearly seasonality plot 2017-04-13 02:08:34 -07:00
Ben Letham
cacfdc635e Allow shifting the start date of the weekly seasonality plot 2017-04-13 01:51:17 -07:00
Ben Letham
d937f47612 Enable seasonalities automatically depending on history length / frequency 2017-04-13 01:25:03 -07:00