Commit graph

22 commits

Author SHA1 Message Date
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
Cuong Duong
fae1ac1f9a
add mdape and smape to performance metrics tests (#1804) 2021-03-02 08:30:23 -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
Ben Letham
a88f6458ad Fix test issues 2020-08-17 18:36:29 -07:00
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
Ben Letham
be25372090 improvements in docstrings and testing for disabling uncertainty 2020-02-04 13:22:08 -08:00
Ben Letham
8d0f23f8be Add unit tests for disabling uncertainty estimation in R 2020-02-04 13:05:28 -08:00
Ben Letham
4fcecdb3df Fix bugs that were introduced into R cross validation 2020-02-03 16:18:46 -08:00
ben-schwen
bbadf65e3b added test case for valid_metrics 2020-01-27 13:53:11 -08:00
Ben Letham
7ff33137eb Change to MIT license 2019-05-21 11:40:04 -07:00
Ben Letham
269133c133 Change cross validation performance metrics to first aggregate over horizon before computing rolling average (#839, #863) 2019-05-08 10:47:26 -07:00
Olof Höjvall
0092638abe Added conditional seasonality for R (#894) 2019-03-22 10:43:52 -07:00
Ben Letham
c9f1ccaa63 Version bump; test fixes; R build 2018-12-03 22:21:37 -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
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
cb0b47994b Validation and tests for setting range for automatic changepoints 2018-05-25 16:45:24 -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
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
bletham
3c09448018 Add cross-validation functions in R 2017-08-26 14:31:33 -07:00