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https://github.com/saymrwulf/prophet.git
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2d56e71fed
* 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
48 lines
1.6 KiB
R
48 lines
1.6 KiB
R
# Copyright (c) Facebook, Inc. and its affiliates.
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# This source code is licensed under the MIT license found in the
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# LICENSE file in the root directory of this source tree.
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library(prophet)
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context("Prophet utilities tests")
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DATA <- read.csv('data.csv')
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DATA$ds <- as.Date(DATA$ds)
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build_model_with_regressors <- function(data, mcmc.samples = 0) {
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m <- prophet(mcmc.samples = mcmc.samples)
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m <- add_regressor(m, 'binary_feature', prior.scale=0.2)
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m <- add_regressor(m, 'numeric_feature', prior.scale=0.5)
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m <- add_regressor(
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m, 'numeric_feature2', prior.scale=0.5, mode = 'multiplicative')
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m <- add_regressor(m, 'binary_feature2', standardize=TRUE)
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df <- data
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df$binary_feature <- c(rep(0, 255), rep(1, 255))
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df$numeric_feature <- 0:509
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df$numeric_feature2 <- 0:509
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df$binary_feature2 <- c(rep(1, 100), rep(0, 410))
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m <- fit.prophet(m, df)
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return(m)
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}
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test_that("regressor_coefficients_no_uncertainty", {
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skip_if_not(Sys.getenv('R_ARCH') != '/i386')
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m <- build_model_with_regressors(DATA, mcmc.samples = 0)
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coefs <- regressor_coefficients(m)
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expect_equal(dim(coefs), c(4, 6))
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expect_equal(coefs[, "coef_lower"], coefs[, "coef"])
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expect_equal(coefs[, "coef_upper"], coefs[, "coef"])
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})
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test_that("regressor_coefficients_with_uncertainty", {
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skip_if_not(Sys.getenv('R_ARCH') != '/i386')
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suppressWarnings(m <- build_model_with_regressors(DATA, mcmc.samples = 100))
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coefs <- regressor_coefficients(m)
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expect_equal(dim(coefs), c(4, 6))
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expect_true(all(coefs[, "coef_lower"] < coefs[, "coef"]))
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expect_true(all(coefs[, "coef_upper"] > coefs[, "coef"]))
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})
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