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Merge pull request #5 from YuminosukeSato/docs/readme-planned-features
docs: mark seasonal/dynamic regression/local linear trend as Planned
2 parents a7bd2da + 51e2ddd commit f13db9f

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.github/workflows/numerical-equivalence.yml

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- uses: actions/checkout@v4
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- uses: r-lib/actions/setup-r@v2
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with:
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r-version: "4.4"
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r-version: "4.5"
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- name: Install R packages
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run: |
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Rscript -e "install.packages(
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token: ${{ secrets.GITHUB_TOKEN }}
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- uses: r-lib/actions/setup-r@v2
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with:
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r-version: "4.4"
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r-version: "4.5"
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- name: Install R packages
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run: |
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Rscript -e "install.packages(

README.md

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| Algorithm | Gibbs (bsts/C++) | Gibbs (Rust) | TFP-based | VI default / HMC | MLE (statsmodels) |
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| Dependencies | R, bsts | numpy, pandas, matplotlib | TF, TFP (3 GB+) | TF, TFP (3 GB+) | statsmodels |
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| Spike-and-slab | Yes | Yes | Unknown | No | No |
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| Seasonal component | Yes | No (planned) | Unknown | Yes (TFP STS) | No |
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| Dynamic regression | Yes | No (planned) | Unknown | No | No |
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| Seasonal component | Yes | Planned | Unknown | Yes (TFP STS) | No |
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| Dynamic regression | Yes | Planned | Unknown | No | No |
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| R numerical test | Reference | CI-enforced (±1.5%) | Not published | Visual comparison | Not tested |
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| Speed (T=1000) | 2.1 s | 0.07 s (30x) | Seconds | Minutes (HMC: hours) | Sub-second |
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| Python version | N/A (R) | 3.10+ | 3.8+ | 3.7-3.11 | 3.6-3.8 (stale) |
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| Spike-and-slab variable selection | Partial | Coordinate-wise sampling works; prior parameters (expected.r2, prior.df) not yet matched |
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| expected.model.size = 3 (R default) | Partial | Implemented but defaults to 1; R defaults to 3 |
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| expected.r2 = 0.8, prior.df = 50 | Not yet | Slab variance uses g-prior instead of R's R2-based prior |
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| Seasonal component (nseasons) | Not yet | R supports AddSeasonal; not implemented here |
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| Dynamic regression | Not yet | R supports dynamic.regression=TRUE; not implemented |
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| Local linear trend | Not yet | R uses AddLocalLevel only by default; trend option exists but not ported |
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| Seasonal component (nseasons) | Planned | R supports AddSeasonal; not yet implemented |
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| Dynamic regression | Planned | R supports dynamic.regression=TRUE; not yet implemented |
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| Local linear trend | Planned | R uses AddLocalLevel only by default; trend option exists but not ported |
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The ±10% gap in the covariates scenario comes from the missing R2-based slab prior (expected.r2=0.8, prior.df=50).
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This is tracked as Phase 2 work.

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