"Fossies" - the Fresh Open Source Software Archive  

Source code changes of the file "R/inst/stan/prophet.stan" between
prophet-1.0.tar.gz and prophet-1.1.tar.gz

About: Prophet is a tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

prophet.stan  (prophet-1.0)	:	prophet.stan  (prophet-1.1)
skipping to change at line 101		skipping to change at line 101
vector[S] t_change; // Times of trend changepoints		vector[S] t_change; // Times of trend changepoints
matrix[T,K] X; // Regressors		matrix[T,K] X; // Regressors
vector[K] sigmas; // Scale on seasonality prior		vector[K] sigmas; // Scale on seasonality prior
real<lower=0> tau; // Scale on changepoints prior		real<lower=0> tau; // Scale on changepoints prior
int trend_indicator; // 0 for linear, 1 for logistic, 2 for flat		int trend_indicator; // 0 for linear, 1 for logistic, 2 for flat
vector[K] s_a; // Indicator of additive features		vector[K] s_a; // Indicator of additive features
vector[K] s_m; // Indicator of multiplicative features		vector[K] s_m; // Indicator of multiplicative features
}		}
transformed data {		transformed data {
matrix[T, S] A;		matrix[T, S] A = get_changepoint_matrix(t, t_change, T, S);
A = get_changepoint_matrix(t, t_change, T, S);		matrix[T, K] X_sa = X .* rep_matrix(s_a', T);
		matrix[T, K] X_sm = X .* rep_matrix(s_m', T);
}		}
parameters {		parameters {
real k; // Base trend growth rate		real k; // Base trend growth rate
real m; // Trend offset		real m; // Trend offset
vector[S] delta; // Trend rate adjustments		vector[S] delta; // Trend rate adjustments
real<lower=0> sigma_obs; // Observation noise		real<lower=0> sigma_obs; // Observation noise
vector[K] beta; // Regressor coefficients		vector[K] beta; // Regressor coefficients
}		}
skipping to change at line 133		skipping to change at line 134
model {		model {
//priors		//priors
k ~ normal(0, 5);		k ~ normal(0, 5);
m ~ normal(0, 5);		m ~ normal(0, 5);
delta ~ double_exponential(0, tau);		delta ~ double_exponential(0, tau);
sigma_obs ~ normal(0, 0.5);		sigma_obs ~ normal(0, 0.5);
beta ~ normal(0, sigmas);		beta ~ normal(0, sigmas);
// Likelihood		// Likelihood
y ~ normal(		y ~ normal_id_glm(
trend		X_sa,
.* (1 + X * (beta .* s_m))		trend .* (1 + X_sm * beta),
+ X * (beta .* s_a),		beta,
sigma_obs		sigma_obs
);		);
}		}
End of changes. 2 change blocks.
8 lines changed or deleted		9 lines changed or added

---