prophet-rb 0.3.2 → 0.4.2

data/vendor/x86_64-linux/licenses/sundials-license.txt

@@ -1,67 +1,29 @@
-Copyright (c) 2002-2016, Lawrence Livermore National Security. 
-Produced at the Lawrence Livermore National Laboratory.
-Written by A.C. Hindmarsh, D.R. Reynolds, R. Serban, C.S. Woodward,
-S.D. Cohen, A.G. Taylor, S. Peles, L.E. Banks, and D. Shumaker.
-LLNL-CODE-667205    (ARKODE)
-UCRL-CODE-155951    (CVODE)
-UCRL-CODE-155950    (CVODES)
-UCRL-CODE-155952    (IDA)
-UCRL-CODE-237203    (IDAS)
-LLNL-CODE-665877    (KINSOL)
-All rights reserved. 
+BSD 3-Clause License
 
-This file is part of SUNDIALS.  For details, 
-see http://computation.llnl.gov/projects/sundials
+Copyright (c) 2002-2022, Lawrence Livermore National Security and Southern Methodist University.
+All rights reserved.
 
 Redistribution and use in source and binary forms, with or without
-modification, are permitted provided that the following conditions
-are met:
-
-1. Redistributions of source code must retain the above copyright
-notice, this list of conditions and the disclaimer below.
-
-2. Redistributions in binary form must reproduce the above copyright
-notice, this list of conditions and the disclaimer (as noted below)
-in the documentation and/or other materials provided with the
-distribution.
-
-3. Neither the name of the LLNS/LLNL nor the names of its contributors
-may be used to endorse or promote products derived from this software
-without specific prior written permission.
-
-THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 
-"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 
-LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS 
-FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL 
-LAWRENCE LIVERMORE NATIONAL SECURITY, LLC, THE U.S. DEPARTMENT OF 
-ENERGY OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 
-SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED 
-TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 
-DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 
-THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 
-(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 
+modification, are permitted provided that the following conditions are met:
+
+* Redistributions of source code must retain the above copyright notice, this
+  list of conditions and the following disclaimer.
+
+* Redistributions in binary form must reproduce the above copyright notice,
+  this list of conditions and the following disclaimer in the documentation
+  and/or other materials provided with the distribution.
+
+* Neither the name of the copyright holder nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
 OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
-
-Additional BSD Notice
----------------------
-1. This notice is required to be provided under our contract with
-the U.S. Department of Energy (DOE). This work was produced at
-Lawrence Livermore National Laboratory under Contract 
-No. DE-AC52-07NA27344 with the DOE.
-
-2. Neither the United States Government nor Lawrence Livermore 
-National Security, LLC nor any of their employees, makes any warranty, 
-express or implied, or assumes any liability or responsibility for the
-accuracy, completeness, or usefulness of any information, apparatus,
-product, or process disclosed, or represents that its use would not
-infringe privately-owned rights.
-
-3. Also, reference herein to any specific commercial products, process, 
-or services by trade name, trademark, manufacturer or otherwise does 
-not necessarily constitute or imply its endorsement, recommendation, 
-or favoring by the United States Government or Lawrence Livermore 
-National Security, LLC. The views and opinions of authors expressed 
-herein do not necessarily state or reflect those of the United States 
-Government or Lawrence Livermore National Security, LLC, and shall 
-not be used for advertising or product endorsement purposes.
-

data/vendor/x86_64-linux/licenses/sundials-notice.txt

@@ -0,0 +1,21 @@
+This work was produced under the auspices of the U.S. Department of
+Energy by Lawrence Livermore National Laboratory under Contract
+DE-AC52-07NA27344.
+
+This work was prepared as an account of work sponsored by an agency of
+the United States Government. Neither the United States Government nor
+Lawrence Livermore National Security, LLC, nor any of their employees
+makes any warranty, expressed or implied, or assumes any legal liability
+or responsibility for the accuracy, completeness, or usefulness of any
+information, apparatus, product, or process disclosed, or represents that
+its use would not infringe privately owned rights.
+
+Reference herein to any specific commercial product, process, or service
+by trade name, trademark, manufacturer, or otherwise does not necessarily
+constitute or imply its endorsement, recommendation, or favoring by the
+United States Government or Lawrence Livermore National Security, LLC.
+
+The views and opinions of authors expressed herein do not necessarily
+state or reflect those of the United States Government or Lawrence
+Livermore National Security, LLC, and shall not be used for advertising
+or product endorsement purposes.

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: prophet-rb
 version: !ruby/object:Gem::Version
-  version: 0.3.2
+  version: 0.4.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-05-15 00:00:00.000000000 Z
+date: 2022-07-12 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: cmdstan
@@ -61,16 +61,18 @@ files:
 - CHANGELOG.md
 - LICENSE.txt
 - README.md
+- data-raw/LICENSE-holidays.txt
+- data-raw/README.md
 - data-raw/generated_holidays.csv
 - lib/prophet-rb.rb
 - lib/prophet.rb
+- lib/prophet/diagnostics.rb
 - lib/prophet/forecaster.rb
 - lib/prophet/holidays.rb
 - lib/prophet/plot.rb
 - lib/prophet/stan_backend.rb
 - lib/prophet/version.rb
-- stan/unix/prophet.stan
-- stan/win/prophet.stan
+- stan/prophet.stan
 - vendor/aarch64-linux/bin/prophet
 - vendor/aarch64-linux/lib/libtbb.so
 - vendor/aarch64-linux/lib/libtbb.so.2
@@ -88,6 +90,7 @@ files:
 - vendor/aarch64-linux/licenses/stan-license.txt
 - vendor/aarch64-linux/licenses/stan-math-license.txt
 - vendor/aarch64-linux/licenses/sundials-license.txt
+- vendor/aarch64-linux/licenses/sundials-notice.txt
 - vendor/aarch64-linux/licenses/tbb-license.txt
 - vendor/aarch64-linux/licenses/tbb-third-party-programs.txt
 - vendor/arm64-darwin/bin/prophet
@@ -104,6 +107,7 @@ files:
 - vendor/arm64-darwin/licenses/stan-license.txt
 - vendor/arm64-darwin/licenses/stan-math-license.txt
 - vendor/arm64-darwin/licenses/sundials-license.txt
+- vendor/arm64-darwin/licenses/sundials-notice.txt
 - vendor/arm64-darwin/licenses/tbb-license.txt
 - vendor/arm64-darwin/licenses/tbb-third-party-programs.txt
 - vendor/x86_64-darwin/bin/prophet
@@ -120,6 +124,7 @@ files:
 - vendor/x86_64-darwin/licenses/stan-license.txt
 - vendor/x86_64-darwin/licenses/stan-math-license.txt
 - vendor/x86_64-darwin/licenses/sundials-license.txt
+- vendor/x86_64-darwin/licenses/sundials-notice.txt
 - vendor/x86_64-darwin/licenses/tbb-license.txt
 - vendor/x86_64-darwin/licenses/tbb-third-party-programs.txt
 - vendor/x86_64-linux/bin/prophet
@@ -139,6 +144,7 @@ files:
 - vendor/x86_64-linux/licenses/stan-license.txt
 - vendor/x86_64-linux/licenses/stan-math-license.txt
 - vendor/x86_64-linux/licenses/sundials-license.txt
+- vendor/x86_64-linux/licenses/sundials-notice.txt
 - vendor/x86_64-linux/licenses/tbb-license.txt
 - vendor/x86_64-linux/licenses/tbb-third-party-programs.txt
 homepage: https://github.com/ankane/prophet-ruby

data/stan/win/prophet.stan

@@ -1,175 +0,0 @@
-// Copyright (c) Facebook, Inc. and its affiliates.
-
-// This source code is licensed under the MIT license found in the
-// LICENSE file in the root directory of this source tree.
-
-functions {
-  real[ , ] get_changepoint_matrix(real[] t, real[] t_change, int T, int S) {
-    // Assumes t and t_change are sorted.
-    real A[T, S];
-    real a_row[S];
-    int cp_idx;
-
-    // Start with an empty matrix.
-    A = rep_array(0, T, S);
-    a_row = rep_array(0, S);
-    cp_idx = 1;
-
-    // Fill in each row of A.
-    for (i in 1:T) {
-      while ((cp_idx <= S) && (t[i] >= t_change[cp_idx])) {
-        a_row[cp_idx] = 1;
-        cp_idx = cp_idx + 1;
-      }
-      A[i] = a_row;
-    }
-    return A;
-  }
-
-  // Logistic trend functions
-
-  real[] logistic_gamma(real k, real m, real[] delta, real[] t_change, int S) {
-    real gamma[S];  // adjusted offsets, for piecewise continuity
-    real k_s[S + 1];  // actual rate in each segment
-    real m_pr;
-
-    // Compute the rate in each segment
-    k_s[1] = k;
-    for (i in 1:S) {
-      k_s[i + 1] = k_s[i] + delta[i];
-    }
-
-    // Piecewise offsets
-    m_pr = m; // The offset in the previous segment
-    for (i in 1:S) {
-      gamma[i] = (t_change[i] - m_pr) * (1 - k_s[i] / k_s[i + 1]);
-      m_pr = m_pr + gamma[i];  // update for the next segment
-    }
-    return gamma;
-  }
-
-  real[] logistic_trend(
-    real k,
-    real m,
-    real[] delta,
-    real[] t,
-    real[] cap,
-    real[ , ] A,
-    real[] t_change,
-    int S,
-    int T
-  ) {
-    real gamma[S];
-    real Y[T];
-
-    gamma = logistic_gamma(k, m, delta, t_change, S);
-    for (i in 1:T) {
-      Y[i] = cap[i] / (1 + exp(-(k + dot_product(A[i], delta))
-        * (t[i] - (m + dot_product(A[i], gamma)))));
-    }
-    return Y;
-  }
-
-  // Linear trend function
-
-  real[] linear_trend(
-    real k,
-    real m,
-    real[] delta,
-    real[] t,
-    real[ , ] A,
-    real[] t_change,
-    int S,
-    int T
-  ) {
-    real gamma[S];
-    real Y[T];
-
-    for (i in 1:S) {
-      gamma[i] = -t_change[i] * delta[i];
-    }
-    for (i in 1:T) {
-      Y[i] = (k + dot_product(A[i], delta)) * t[i] + (
-        m + dot_product(A[i], gamma));
-    }
-    return Y;
-  }
-
-   // Flat trend function
-
-    real[] flat_trend(
-    real m,
-    int T
-  ) {
-    return rep_array(m, T);
-  }
-
-
-}
-
-data {
-  int T;                // Number of time periods
-  int<lower=1> K;       // Number of regressors
-  real t[T];            // Time
-  real cap[T];          // Capacities for logistic trend
-  real y[T];            // Time series
-  int S;                // Number of changepoints
-  real t_change[S];     // Times of trend changepoints
-  real X[T,K];         // Regressors
-  vector[K] sigmas;     // Scale on seasonality prior
-  real<lower=0> tau;    // Scale on changepoints prior
-  int trend_indicator;  // 0 for linear, 1 for logistic, 2 for flat
-  real s_a[K];          // Indicator of additive features
-  real s_m[K];          // Indicator of multiplicative features
-}
-
-transformed data {
-  real A[T, S];
-  A = get_changepoint_matrix(t, t_change, T, S);
-}
-
-parameters {
-  real k;                   // Base trend growth rate
-  real m;                   // Trend offset
-  real delta[S];            // Trend rate adjustments
-  real<lower=0> sigma_obs;  // Observation noise
-  real beta[K];             // Regressor coefficients
-}
-
-transformed parameters {
-  real trend[T];
-  real Y[T];
-  real beta_m[K];
-  real beta_a[K];
-
-  if (trend_indicator == 0) {
-    trend = linear_trend(k, m, delta, t, A, t_change, S, T);
-  } else if (trend_indicator == 1) {
-    trend = logistic_trend(k, m, delta, t, cap, A, t_change, S, T);
-  } else if (trend_indicator == 2){
-    trend = flat_trend(m, T);
-  }
-
-  for (i in 1:K) {
-    beta_m[i] = beta[i] * s_m[i];
-    beta_a[i] = beta[i] * s_a[i];
-  }
-
-  for (i in 1:T) {
-    Y[i] = (
-      trend[i] * (1 + dot_product(X[i], beta_m)) + dot_product(X[i], beta_a)
-    );
-  }
-}
-
-model {
-  //priors
-  k ~ normal(0, 5);
-  m ~ normal(0, 5);
-  delta ~ double_exponential(0, tau);
-  sigma_obs ~ normal(0, 0.5);
-  beta ~ normal(0, sigmas);
-
-  // Likelihood
-  y ~ normal(Y, sigma_obs);
-}