Commit graph

145 commits

Author SHA1 Message Date
Ben Letham
dd9a6a4161 resolve R check note 2020-08-18 19:14:16 -07:00
Ben Letham
a519043f1b Fix bug in changepoint handling in prophet_copy (#1529) 2020-08-17 16:24:34 -07:00
Ben Letham
fb6552137c Deduplicate history dates for make_future_dataframe 2020-08-17 14:51:06 -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
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
Mitchell O'Hara-Wild
578b78a8f3
Use system.file() to obtain package installation path (#1435) 2020-04-23 13:06:36 -07:00
Sean Taylor
6bbac0c47b Store compiled model in platform specific location 2020-03-02 13:20:12 -08:00
Sean Taylor
83e2479699 Replace deprecated functions 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
398d220743 Merge branch 'master' of https://github.com/facebookincubator/prophet 2020-02-04 14:34:05 -08:00
Ben Letham
b372feb31f avoid warning when using tibble (#1128) 2020-02-04 14:33:39 -08:00
Adriano Fantini
187bf06bf7
pass ... from dyplot.prophet to dygraph::dygraph, addresses #1158 (#1177)
* Pass ... from dyplot.prophet to dygraph to be able to set additional parameters

* Add documentation for ... in dyplot.prophet

Co-authored-by: Ben Letham <bletham@gmail.com>
2020-02-04 13:39:17 -08:00
Ben Letham
be25372090 improvements in docstrings and testing for disabling uncertainty 2020-02-04 13:22:08 -08:00
Ben Letham
6e51130f28 Use fit kwargs in cross validation (#1040) 2020-02-03 17:02:23 -08:00
Ben Letham
4fcecdb3df Fix bugs that were introduced into R cross validation 2020-02-03 16:18:46 -08:00
ben-schwen
5b58ad13cb fix output of valid metrics in performance_metrics 2020-01-27 13:53:11 -08:00
Ben Letham
83f66dadfd Typo fix 2019-11-06 15:34:14 -08:00
Maxim Grishin
a3ae4715bb Make Python version consistent with R 2019-10-22 17:28:27 -07:00
bl
c7a150312a Bugfix for R uncertainty sample handling 2019-10-18 17:06:58 -07:00
Mitchell
f4d997e0ac Fix usage of uncertainty.samples 2019-10-16 16:48:49 -07:00
Ryan Nazareth
a2a0df904e Disabling plotting uncertainties if m.samples is False or 0 2019-10-07 14:17:54 -07:00
Ryan Nazareth
36f3ddc436 Correct syntax issues 2019-10-07 14:17:54 -07:00
Ryan Nazareth
c95eb0dcd9 Disabling calculation of uncertainties if uncertainty.samples is not True 2019-10-07 14:17:54 -07:00
Ryan Nazareth
eb797eefaa Adapt model cv with 0 uncertainty samples and fix performance metrics 2019-10-07 14:17:54 -07:00
Jireh Tan
e8ddded4fe [BUG] Ensure regressor/seasonality names are valid; fixes #996
Ensures that `add_regressor` and `add_seasonality` are valid column names
to R, to ensure that the generated columns are then used downstream to fit
the model.

Why not put it in `validate_column_names`? Because `validate_column_names` is
also used to validate if holiday names (which can be scalar values in columns) are
valid. We want to allow `c('seans-bday', 'Xmas')` as a valid holiday input, so we
cannot then put it there.

Tested these changes by using devtools::testthat().

Resolves: #996
2019-06-25 09:39:14 -07:00
Jireh Tan
a554873a38 [BUG/TST] Add validation to prevent fourier.order <= 0; addresses #980
In reverse order of importance, this change addresses:
  - #980, by adding validation to ensure that `fourier.order` > 0
  - changes all the tests that `expect_error` using the argument
    `fourier_order`, as the argument is named `fourier.order`, so
    the intent of the test is to validate the holiday names rather
    than to check the use of the correct argument name

Resolves: #980
2019-06-21 15:27:31 -07:00
Ben Letham
7ff33137eb Change to MIT license 2019-05-21 11:40:04 -07:00
Ben Letham
28cd55241f Verify that cap > floor (#807) 2019-05-13 13:11:07 -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
Ben Letham
e9c017ba01 Default to Newton optimizer if less than 100 datapoints (#842, #870, #888) 2019-05-07 11:47:36 -07:00
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
Olof Höjvall
0092638abe Added conditional seasonality for R (#894) 2019-03-22 10:43:52 -07:00
Sean J. Taylor
151c476030 Fixing bug on development version of R 2018-12-20 12:38:17 -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
Ben Letham
13d96cff8f Fix type casting for extra regressors, and a shape issue 2018-12-03 15:22:19 -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
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
Ben Letham
107f74f0f2 Allow constant extra regressors 2018-06-01 14:53:45 -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