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202 commits

Author SHA1 Message Date
Ben Letham
ec7689f03e R fallback to Newton if non-zero return code from optimization, to match existing Py behavior (#654) 2019-05-06 09:49:29 -07:00
Ben Letham
c8f2e8f847 Warn in cross validation if initial period is less than seasonality (#557), and fix bug that can produce error if period > initial 2019-05-03 08:40:20 -07:00
Ben Letham
35d470cbff Meaningful error message if predict is called before fit (for #462) 2019-05-02 14:53:57 -07:00
Ben Letham
921b604022 Update R documentation 2019-03-22 11:08:09 -07:00
Ben Letham
c5db6f8619 Update R tests with condition.name 2019-03-22 10:52:53 -07:00
Olof Höjvall
0092638abe Added conditional seasonality for R (#894) 2019-03-22 10:43:52 -07:00
Sean J. Taylor
703c0731f6 Supress warning messages while building model 2018-12-20 17:04:03 -08:00
Sean J. Taylor
151c476030 Fixing bug on development version of R 2018-12-20 12:38:17 -08:00
Sean J. Taylor
211f30039a Updated changelog and date for R package 2018-12-18 23:07:58 -08:00
Sean J. Taylor
fbd3050a61 Update date in DESCRIPTION 2018-12-05 08:38:26 -08:00
Sean J. Taylor
a5da086ba0 Clean non-ASCII characters out of generated_holidays 2018-12-04 14:49:44 -08:00
Ben Letham
c9f1ccaa63 Version bump; test fixes; R build 2018-12-03 22:21:37 -08:00
Ben Letham
635ae5a1a6 Have fixed ordering for components plots 2018-12-03 20:14:24 -08:00
Ben Letham
1d398c679d Allow overriding any of the arguments to stan functions 2018-12-03 19:05:47 -08:00
Thomas J. Leeper
5f6612148a add Github URLs to DESCRIPTION (#761) 2018-12-03 17:01:01 -08:00
Ben Letham
13d96cff8f Fix type casting for extra regressors, and a shape issue 2018-12-03 15:22:19 -08:00
Ben Letham
fe677f290b Set rlang requirement to avoid bug in #592 2018-12-03 13:54:08 -08:00
Ben Letham
e3ad97b8b3 Documentation fixes 2018-12-03 13:25:26 -08:00
Ben Letham
536fe931c6 Add documentation for country holidays 2018-12-03 11:54:55 -08:00
Ben Letham
287fb2f6de Move built-in country holidays to a function (R) 2018-11-30 23:12:19 -08:00
Jennifer (Jenny) Bryan
ebf7b3da0a Apply colnames *before* coercing to a tbl_df (#739) 
`dplyr::as_data_frame()` is really `tibble::as_tibble()`. An upcoming
release of tibble will be stricter about column names and, by default,
you can't have duplicate column names. This change allows prophet to
work with current CRAN tibble (v1.4.2) and the coming release.

cc @krlmlr
 2018-11-21 09:34:17 -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
9beb1cb7e7 Version bumps before submitting new packages 2018-06-13 16:03:44 -07:00
Sean J. Taylor
cd84356968 Allow CRAN to build packages on OSX 2018-06-13 11:39:42 -07:00
Ben Letham
bc6360d115 Fix bug in seasonal components with MCMC 2018-06-12 16:53:14 -07:00
Sean J. Taylor
4f224e5ec7 Merge of v0.3 into master 2018-06-02 10:50:58 -07:00
Sean J. Taylor
b92d09cc82 Set dygraphs min version 2018-06-02 08:46:16 -07:00
Ben Letham
107f74f0f2 Allow constant extra regressors 2018-06-01 14:53:45 -07:00
Ben Letham
9a5338cbe4 Documentation update for new plot_components arg 2018-05-31 17:45:44 -07:00
Dmitrij Melichov
e5967a541e R make rendering of plots by method plot_components optional (#551) 2018-05-31 17:41:22 -07:00
Ben Letham
e0cf400e23 R check cleanups 2018-05-30 23:19:56 -07:00
bl
d589859295 Add link to main site from vignette 2018-05-30 17:10:59 -07:00
bl
371e8a3bf4 Version bump 2018-05-30 17:02:47 -07:00
bl
3b20680bfc Add test i386 test skips for stan tests 2018-05-30 16:40:34 -07:00
bl
f8775433c9 Remove vestigial comments, structure imports 2018-05-30 16:35:17 -07:00
bl
a38aaa38c6 Stan fix for pystan 2.16 2018-05-30 14:23:37 -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
cdc313584e Switch future changepoint generation to fully continuous model 2018-05-29 21:47:11 -07:00
Ben Letham
7277e6c3b2 Better error messaging for required columns ds and y 2018-05-29 16:17:59 -07:00
Ben Letham
41d4ab472f Set noise prior variance to current value for linear growth model 2018-05-29 14:41:36 -07:00
Ben Letham
68ff9e577d Fix issue in Python when changepoint_range=1 2018-05-25 17:00:27 -07:00
Ben Letham
cb0b47994b Validation and tests for setting range for automatic changepoints 2018-05-25 16:45:24 -07:00
Marc Ferradou
ba1bac834e Adding changepoint threshold (#299) 2018-05-25 15:53:19 -07:00
Ben Letham
2d6e249391 Consistent plot styling in dygraph plot 2018-05-25 15:21:28 -07:00
Ben Letham
663214393e Minor stan simplifications 2018-05-25 13:57:45 -07:00
Ben Letham
ab09fbcd6e Remove vestigial reference to seasonal column 2018-05-16 12:42:45 -07:00
Ben Letham
3bd372bc15 Speed up stan fitting by removing unecessary parameter definitions 2018-05-15 13:26:46 -07:00
Ben Letham
7c010aac51 Multiplicative seasonality (R) 2018-05-15 10:07:38 -07:00
Ben Letham
8e8e04858a Move copy test to test_diagnostics 2018-05-04 16:15:43 -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
Ben Letham
0c30f6efcf Merge in some minor fixes from master 2018-04-20 18:48:21 -07:00
Ben Letham
aa4e223152 Combine trend models into a single stan file (R) 2018-04-20 17:23:11 -07:00
Ben Letham
1f84fa960f Move changepoint matrix calculation into stan (R) 2018-04-20 15:20:38 -07:00
Andy Pohl
1722e99554 unaddressed warnings from unit tests (#450) 
* unaddressed warnings from unit tests

* devtools wants Encoding set or it complains through testthat::check()
 2018-04-18 17:06:39 -07:00
Ben Letham
f54d3b50ae R set_date robust to NAs 2018-02-01 17:21:55 -08:00
Ben Letham
7b9acd953f Add error message if make_future_dataframe before fit 2018-02-01 16:21:57 -08:00
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
014b3b5919
Merge bugfixes from master into v0.3 (#393) 
* Update memory requirement description per #326

* Fix R warning with extra regressor; disallow constant extra regressors.

* Fix unit test broken in new pandas

* Fix diagnostics unit tests for new pandas

* Fix copy with extra seasonalities / regressors Py

* Fix copy with extra seasonalities / regressors R

* Fix weekly_start and yearly_start in R plot_components

* Fix plotting in pandas 0.21 by using pydatetime instead of numpy

* Version bump

* Update README for new version

* Fix missing columns in SHF with extra regressor
 2017-12-22 16:30:18 -08:00
Ben Letham
011a292427
Merge branch 'v0.3' into master 2017-12-22 16:29:52 -08:00
Ben Letham
07138f7deb R package doc update for dygraph addition 2017-12-22 13:36:46 -08:00
Ben Letham
a19589a662 Fix merge issues 2017-12-22 12:19:09 -08:00
Willy Hardy
451c886c73 Added dygraphs functionality. (#320) 
* Added dygraphs functionality.

* reversed the unintentional inclusion of prophet_copy

* namespaced  functions and corrected %>% typo
 2017-12-22 12:09:11 -08:00
bletham
5d453c1d05 Fix missing columns in SHF with extra regressor 2017-11-09 21:19:51 -08:00
Ben Letham
0c3f30fd94 Version bump 2017-11-08 10:43:51 -08:00
Ben Letham
e78f583f90
Merge in bugfixes from master (#349) 
* Update memory requirement description per #326

* Fix R warning with extra regressor; disallow constant extra regressors.

* Fix unit test broken in new pandas

* Fix diagnostics unit tests for new pandas

* Fix copy with extra seasonalities / regressors Py

* Fix copy with extra seasonalities / regressors R

* Fix weekly_start and yearly_start in R plot_components

* Fix plotting in pandas 0.21 by using pydatetime instead of numpy
 2017-11-08 10:09:08 -08:00
bl
af80f9c94e Fix weekly_start and yearly_start in R plot_components 2017-11-05 15:57:59 -08:00
bletham
0addabcad7 Fix copy with extra seasonalities / regressors R 2017-11-04 21:40:45 -07:00
bl
feb7be397b Fix R warning with extra regressor; disallow constant extra regressors. 2017-11-04 16:40:20 -07:00
Bernie Gray
1e30462779 efficiency and robustness improvements for R package (#308) 
* efficiency improvements in r package

* add drop = FALSE to df subsetting

* adding two more drop = FALSE

* add back in global var vector

* revert to previous style of piecewise_linear, piecewise_logistic

* more reversion

* even more reversion

* revert get_changepoint_matrix

* trying to pinpoint issues

* more debugginh

* tests finally pass

* last commit of pr

* last commit of pr

* add utils to imports
 2017-10-17 16:33:11 -07:00
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
bletham
a43cfe8995 Fix component plot with logistic floor 2017-10-10 21:24:23 -07:00
Sean J. Taylor
4c08596ee1 Changes to make R package build on windows without warnings 2017-09-12 09:31:34 -07:00
Sean J. Taylor
c0a7eac3b3 Fix for broken tests (using local timezone) 2017-09-08 11:30:43 -07:00
Ben Letham
2ab01c5d77 Fix flaky unit test 2017-09-08 07:59:52 -07:00
bl
2e9768348b Version bump 2017-09-02 13:28:30 -07:00
bl
2f9b20b2d3 Documentation for cross validation 2017-09-02 10:53:38 -07:00
Ben Letham
4f5f97d55b Fix plotting bug 2017-09-01 16:51:55 -07:00
Ben Letham
4c235d9505 R replace warning with message 2017-09-01 16:18:15 -07:00
Ben Letham
4b185bf001 Fix duplicated function from merge 2017-09-01 16:12:19 -07:00
Ben Letham
439efb7209 Graceful error on empty input dataframes 2017-09-01 15:50:19 -07:00
Ben Letham
8066634cb4 Refactor setup_dataframe R 2017-09-01 12:27:23 -07:00
Ben Letham
2ddcf54930 Saturating minimum R 2017-09-01 11:16:59 -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
ddbb353278 Custom prior scales R 2017-08-31 10:56:06 -07:00
Ben Letham
23d8bc25dc R unit tests for added regressors 2017-08-30 17:10:43 -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
bletham
e4ec600da4 Handle constant y in history 2017-08-19 14:03:00 -07:00
bletham
0b4ec4a9b3 Limit n_changepoints to number of observations. 2017-08-19 11:20:53 -07:00
hoxo_m
fd125c4760 Refine R code a little (#263) 
* Replace tail(-1) with [-1]

* Don't need to import utils anymore
 2017-07-29 18:56:56 -07:00
bl
b76ebf18bb documentation update 2017-07-29 17:36:03 -07:00
bl
58fa0bcec5 Suppress internal functions from reference manual 2017-07-28 22:03:27 -07:00
Ben Letham
ff1dbcf38d Alternative formulation for logistic growth initialization 2017-07-17 11:13:22 -07:00