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Merge pull request #8 from YuminosukeSato/feat/github-pages-docs
Add GitHub Pages documentation site
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‎.github/workflows/docs.yml‎

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name: Deploy Docs
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on:
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push:
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branches: [main]
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pull_request:
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paths:
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- "docs/**"
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- "mkdocs.yml"
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- ".github/workflows/docs.yml"
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permissions:
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contents: write
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jobs:
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deploy:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v4
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- uses: dtolnay/rust-toolchain@stable
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- uses: Swatinem/rust-cache@v2
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- uses: actions/setup-python@v5
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with:
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python-version: "3.12"
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- name: Install dependencies
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run: |
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pip install uv
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uv sync --all-extras
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- name: Generate docs assets
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run: .venv/bin/python scripts/generate_docs_assets.py
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- name: Verify generated assets
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run: |
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test -f docs/images/causal_impact_plot.png
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echo "PNG asset verified."
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- name: Build docs (strict mode)
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run: .venv/bin/mkdocs build --strict
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- name: Verify HTML output
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run: |
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grep -q "Getting Started" site/index.html
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echo "HTML content verified."
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- name: Deploy to GitHub Pages
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if: github.ref == 'refs/heads/main'
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run: .venv/bin/mkdocs gh-deploy --force

‎.gitignore‎

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z-ai/
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.claude/
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*.DS_Store
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site/
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docs/images/*.png

‎docs/api.md‎

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# API Reference
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## `CausalImpact`
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```python
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from causal_impact import CausalImpact
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ci = CausalImpact(data, pre_period, post_period, model_args=None, alpha=0.05)
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```
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### Constructor Parameters
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| Parameter | Type | Description |
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|---|---|---|
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| `data` | `DataFrame` or `ndarray` | First column is the response variable, remaining columns are covariates |
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| `pre_period` | `list[str \| int]` | `[start, end]` of the pre-intervention period |
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| `post_period` | `list[str \| int]` | `[start, end]` of the post-intervention period |
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| `model_args` | `dict` or `ModelOptions` | MCMC parameters (see below) |
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| `alpha` | `float` | Significance level for credible intervals (default: 0.05) |
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### Methods
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| Method | Returns | Description |
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|---|---|---|
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| `summary(output="summary", digits=2)` | `str` | Tabular summary of causal effects. Set `output="report"` for narrative form. |
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| `report()` | `str` | Narrative interpretation of results (shortcut for `summary(output="report")`) |
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| `plot(metrics=None)` | `Figure` | Matplotlib figure with original/pointwise/cumulative panels. Pass a list like `["original", "cumulative"]` to select panels. |
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### Properties
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| Property | Type | Description |
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|---|---|---|
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| `inferences` | `DataFrame` | Per-timestep effects, predictions, and credible intervals |
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| `summary_stats` | `dict` | Aggregate statistics (effect mean, CI, p-value, etc.) |
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| `posterior_inclusion_probs` | `ndarray \| None` | Posterior inclusion probability per covariate (requires covariates) |
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## `ModelOptions`
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```python
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from causal_impact import ModelOptions
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opts = ModelOptions(niter=5000, seed=123)
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ci = CausalImpact(data, pre_period, post_period, model_args=opts)
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```
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### Parameters
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| Parameter | Type | Default | Description |
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|---|---|---|---|
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| `niter` | `int` | 1000 | Total MCMC iterations |
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| `nwarmup` | `int` | 500 | Burn-in iterations to discard |
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| `nchains` | `int` | 1 | Number of MCMC chains |
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| `seed` | `int` | 0 | Random seed for reproducibility |
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| `prior_level_sd` | `float` | 0.01 | Prior standard deviation for the local level |
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| `standardize_data` | `bool` | `True` | Standardize data before fitting |
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| `expected_model_size` | `int` | 1 | Expected number of active covariates for spike-and-slab prior |
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| `nseasons` | `int \| None` | `None` | Seasonal cycle count |
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| `season_duration` | `int \| None` | `None` | Duration of each seasonal block; defaults to 1 when `nseasons` is set |
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!!! note "expected_model_size defaults"
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`CausalImpact` sets `expected_model_size=2` by default (matching R).
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`ModelOptions` keeps `expected_model_size=1` as the explicit default.
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When passing a `ModelOptions` instance, the `ModelOptions` value takes precedence.
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## `CausalImpactResults`
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Returned by `ci._results`. A frozen dataclass containing all computed quantities.
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### Fields
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| Field | Type | Description |
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|---|---|---|
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| `actual` | `ndarray` | Observed y values in the post period |
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| `point_effects` | `ndarray` | Mean effect per time point |
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| `point_effect_lower` | `ndarray` | Lower 95% CI per time point |
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| `point_effect_upper` | `ndarray` | Upper 95% CI per time point |
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| `point_effect_mean` | `float` | Mean of point effects across time |
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| `ci_lower` | `float` | Lower CI bound on average effect |
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| `ci_upper` | `float` | Upper CI bound on average effect |
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| `cumulative_effect_total` | `float` | Total cumulative effect |
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| `relative_effect_mean` | `float` | Relative effect (effect / predicted) |
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| `p_value` | `float` | Bayesian one-sided tail probability |
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| `predictions_mean` | `ndarray` | Mean counterfactual prediction |
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| `predictions_lower` | `ndarray` | Lower CI on counterfactual |
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| `predictions_upper` | `ndarray` | Upper CI on counterfactual |

‎docs/images/.gitkeep‎

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‎docs/index.md‎

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# bsts-causalimpact
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Bayesian structural time series for causal inference in Python.
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A faithful port of Google's [CausalImpact](https://google.github.io/CausalImpact/) R package, with the Gibbs sampler implemented in Rust via PyO3.
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No TensorFlow required. 10-30x faster than R.
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## Installation
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```bash
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pip install bsts-causalimpact
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```
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Requires Python 3.10+ and a Rust toolchain (only for building from source).
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## Example: Measuring the Effect of an Intervention
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This walkthrough mirrors the [R CausalImpact tutorial](https://google.github.io/CausalImpact/CausalImpact.html).
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### 1. Create Example Data
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Construct a synthetic dataset: a response variable `y` driven by a covariate `x`,
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with a known intervention effect of +5 units injected after time point 100.
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```python
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import numpy as np
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import pandas as pd
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from causal_impact import CausalImpact
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rng = np.random.default_rng(42)
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n_pre, n_post = 100, 30
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n = n_pre + n_post
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x = rng.normal(0, 1, size=n).cumsum() + 100
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y = 1.2 * x + rng.normal(0, 1, size=n)
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y[n_pre:] += 5.0 # inject intervention effect
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dates = pd.date_range("2020-01-01", periods=n, freq="D")
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data = pd.DataFrame({"y": y, "x": x}, index=dates)
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pre_period = ["2020-01-01", "2020-04-09"]
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post_period = ["2020-04-10", "2020-05-09"]
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```
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The first column (`y`) is the response variable. Remaining columns are covariates
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that the model uses to build a counterfactual prediction.
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### 2. Run the Analysis
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```python
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ci = CausalImpact(data, pre_period, post_period, model_args={"seed": 42})
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```
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`CausalImpact` fits a Bayesian structural time series model on the pre-intervention
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data, then generates counterfactual predictions for the post-intervention period.
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### 3. Visualize the Results
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```python
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fig = ci.plot()
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fig.savefig("causal_impact_plot.png", dpi=150, bbox_inches="tight")
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```
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![CausalImpact Plot](images/causal_impact_plot.png)
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The plot has three panels:
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- Top panel: observed data (solid) vs. counterfactual prediction (dashed) with 95% credible interval
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- Middle panel: pointwise causal effect (observed minus predicted)
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- Bottom panel: cumulative causal effect over the post-intervention period
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### 4. Summary Statistics
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```python
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print(ci.summary())
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```
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```
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Posterior inference {CausalImpact}
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Average Cumulative
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Actual 117.11 3513.26
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Prediction (s.d.) 112.66 (0.49) 3379.75 (14.79)
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95% CI [111.63, 113.61] [3348.81, 3408.33]
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Absolute effect (s.d.) 4.45 (0.49) 133.51 (14.79)
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95% CI [3.50, 5.48] [104.93, 164.45]
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Relative effect (s.d.) 3.95% (0.46%) 3.95% (0.46%)
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95% CI [3.08%, 4.91%] [3.08%, 4.91%]
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Posterior tail-area probability p: 0.001
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Posterior prob. of a causal effect: 99.90%
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```
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The summary table shows the average and cumulative causal effect, along with
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credible intervals and a Bayesian p-value.
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### 5. Narrative Report
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```python
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print(ci.report())
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```
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```
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Analysis report {CausalImpact}
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During the post-intervention period, the response variable showed a increase
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compared to what would have been expected without the intervention.
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The average causal effect was 4.45 (95% CI [3.50, 5.48]).
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The cumulative effect over the entire post-period was 133.51.
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The relative effect was 4.0%.
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This effect is statistically significant (p = 0.0010). The probability of
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obtaining an effect of this magnitude by chance is very small. Hence, the
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causal effect can be considered statistically significant.
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```
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### 6. Access Raw Inferences
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```python
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# Per-timestep effects, predictions, and credible intervals
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df = ci.inferences
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print(df.head())
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# Aggregate statistics as a dict
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stats = ci.summary_stats
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print(stats["point_effect_mean"])
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print(stats["p_value"])
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```
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## Working with Covariates
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The model treats the first column as the response and all remaining columns
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as covariates. Covariates must not be affected by the intervention.
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```python
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data = pd.DataFrame({
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"y": response,
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"x1": covariate_1,
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"x2": covariate_2,
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}, index=dates)
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ci = CausalImpact(data, pre_period, post_period)
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```
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When covariates are present, the model uses spike-and-slab variable selection
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to determine which covariates are informative. Check posterior inclusion
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probabilities:
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```python
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print(ci.posterior_inclusion_probs)
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# array([0.98, 0.12]) — x1 is strongly included, x2 is not
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```
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## Model Parameters
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| Parameter | Default | Description |
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|---|---|---|
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| `niter` | 1000 | Total MCMC iterations |
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| `nwarmup` | 500 | Burn-in iterations to discard |
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| `nchains` | 1 | Number of MCMC chains |
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| `seed` | 0 | Random seed for reproducibility |
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| `prior_level_sd` | 0.01 | Prior standard deviation for the local level |
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| `standardize_data` | `True` | Standardize data before fitting |
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| `expected_model_size` | 2 | Expected number of active covariates (spike-and-slab prior) |
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| `nseasons` | `None` | Seasonal cycle count |
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| `season_duration` | `None` | Duration of each seasonal block (defaults to 1 when `nseasons` is set) |
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Pass parameters via `model_args`:
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```python
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ci = CausalImpact(
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data, pre_period, post_period,
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model_args={"niter": 5000, "seed": 123, "prior_level_sd": 0.05}
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)
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```
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## When This Method Is Valid
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This method produces reliable estimates only when all of the following hold:
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- Control series are not contaminated by the intervention
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- The relationship between treated and control series is stable across the pre- and post-intervention periods
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- The pre-intervention period is sufficiently long (rule of thumb: at least 3x the post-intervention period)
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If any of these assumptions are violated, consider a difference-in-differences or
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synthetic control approach instead.

‎mkdocs.yml‎

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site_name: bsts-causalimpact
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site_url: https://yuminosukesato.github.io/bsts-causalimpact/
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repo_url: https://github.com/YuminosukeSato/bsts-causalimpact
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repo_name: YuminosukeSato/bsts-causalimpact
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theme:
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name: material
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palette:
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- scheme: default
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primary: indigo
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accent: indigo
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features:
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- navigation.tabs
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- content.code.copy
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nav:
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- Getting Started: index.md
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- API Reference: api.md
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- Migration from R: migration-from-r.md
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- Migration from tfp: migration-from-tfp.md
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- Compatibility Matrix: compatibility-matrix.md
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plugins:
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- search
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markdown_extensions:
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- pymdownx.highlight:
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anchor_linenums: true
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- pymdownx.inlinehilite
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- pymdownx.snippets
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- pymdownx.superfences
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- admonition
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- pymdownx.details
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- tables

‎pyproject.toml‎

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"pytest-cov",
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"ruff",
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]
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docs = [
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"mkdocs-material>=9.0",
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"pymdown-extensions>=10.0",
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]
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[tool.maturin]
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features = ["pyo3/extension-module"]

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