tidyverts / fable

Tidy time series forecasting
https://fable.tidyverts.org
GNU General Public License v3.0
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THETA seems not to be working #303

Closed sdcharle closed 4 years ago

sdcharle commented 4 years ago

From this:

google_fit <- google_2015 %>% model( Mean = MEAN(Close), Naïve = NAIVE(Close), Drift = NAIVE(Close ~ drift()), RWDrift = RW(Close ~ drift()), Theta = THETA(Close) )

I get this error:

Warning message: 1 error encountered for Theta [1] object 'dcmp' not found

I feel like this has worked in the past.

sessionInfo() R version 3.6.3 (2020-02-29) Platform: x86_64-apple-darwin15.6.0 (64-bit) Running under: macOS Catalina 10.15.6

Matrix products: default BLAS: /System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/Versions/A/libBLAS.dylib LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib

locale: [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages: [1] stats graphics grDevices datasets utils methods base

other attached packages: [1] tsibble_0.9.2 fpp3_0.3 fable_0.2.1 tsibbledata_0.2.0 forecast_8.12
[6] feasts_0.1.4 fabletools_0.2.0 scales_1.1.0 tictoc_1.0 odbc_1.2.3
[11] lubridate_1.7.9 forcats_0.5.0 stringr_1.4.0 dplyr_1.0.1 purrr_0.3.4
[16] readr_1.3.1 tidyr_1.1.1 tibble_3.0.3 ggplot2_3.3.2 tidyverse_1.3.0

loaded via a namespace (and not attached): [1] tseries_0.10-47 httr_1.4.1 pkgload_1.1.0 bit64_0.9-7 jsonlite_1.6.1
[6] modelr_0.1.5 assertthat_0.2.1 distributional_0.2.0 TTR_0.23-6 blob_1.2.1
[11] renv_0.9.3 cellranger_1.1.0 pillar_1.4.6 backports_1.1.5 lattice_0.20-38
[16] glue_1.4.1 quadprog_1.5-8 digest_0.6.25 rvest_0.3.5 colorspace_1.4-1
[21] timeDate_3043.102 pkgconfig_2.0.3 broom_0.7.0 haven_2.2.0 generics_0.0.2
[26] farver_2.0.3 ellipsis_0.3.1 withr_2.1.2 urca_1.3-0 nnet_7.3-12
[31] cli_2.0.2 quantmod_0.4.17 magrittr_1.5 crayon_1.3.4 readxl_1.3.1
[36] fs_1.3.1 fansi_0.4.1 nlme_3.1-142 anytime_0.3.8 xts_0.12-0
[41] xml2_1.2.2 progressr_0.6.0 tools_3.6.3 hms_0.5.3 lifecycle_0.2.0
[46] munsell_0.5.0 reprex_0.3.0 packrat_0.5.0 compiler_3.6.3 rlang_0.4.7
[51] grid_3.6.3 rstudioapi_0.11 labeling_0.3 testthat_2.3.2 gtable_0.3.0
[56] fracdiff_1.5-1 DBI_1.1.0 curl_4.3 R6_2.4.1 zoo_1.8-7
[61] bit_1.1-15.2 utf8_1.1.4 rprojroot_1.3-2 desc_1.2.0 stringi_1.4.5
[66] parallel_3.6.3 Rcpp_1.0.3 vctrs_0.3.2 dbplyr_1.4.2 tidyselect_1.1.0
[71] lmtest_0.9-37

mitchelloharawild commented 4 years ago

This has been fixed in the development version of the package: https://github.com/tidyverts/fable/commit/2c0d12d8788e1fc74172e21b3e88d6ce3c3a6083

It will be submitted to CRAN soon.

sdcharle commented 4 years ago

Thanks Mitchell! I will be on the lookout for that.

Thanks for all your great work on this stuff.