* Update README.md, fix broken link
Fixes a broken link to Pystan documentation about Windows installation instructions
* Update README.md with link to pystan2 windows docs
* 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>
This commit adds the model_to_dict and model_from_dict functions, using
all of the logic that previously lived in model_to_json and
model_from_json, and converting those functions to simply reuse the new
ones.
This is useful because sometimes the user may want to serialize the dict
in some other way (e.g. another JSON serialization library such as ujson
or orjson, or something entirely different).
* cmdstan variable extraction update
* add backwards compatibility
* Fix bug
* Upgrade stan version in requirements and in CI testing
Co-authored-by: Ben Letham <bletham@gmail.com>
I did as PyStanBackend. And now when we use the method fit of Prophet, we can do like in the documentation:
https://facebook.github.io/prophet/docs/additional_topics.html#updating-fitted-models
def stan_init(m):
"""Retrieve parameters from a trained model.
Retrieve parameters from a trained model in the format
used to initialize a new Stan model.
Parameters
----------
m: A trained model of the Prophet class.
Returns
-------
A Dictionary containing retrieved parameters of m.
"""
res = {}
for pname in ['k', 'm', 'sigma_obs']:
res[pname] = m.params[pname][0][0]
for pname in ['delta', 'beta']:
res[pname] = m.params[pname][0]
return res
df = pd.read_csv('../examples/example_wp_log_peyton_manning.csv')
df1 = df.loc[df['ds'] < '2016-01-19', :] # All data except the last day
m1 = Prophet().fit(df1) # A model fit to all data except the last day
%timeit m2 = Prophet().fit(df) # Adding the last day, fitting from scratch
%timeit m2 = Prophet().fit(df, init=stan_init(m1)) # Adding the last day, warm-starting from m1
Update models.py
Update models.py
Update models.py
Update models.py
Update models.py
Update models.py
Update models.py
Test
Test2
Test4
Test4
Test are fixed
