From a83083f659ba9890a6a46338b02c7844513b4d17 Mon Sep 17 00:00:00 2001 From: YuminosukeSato Date: Mon, 23 Mar 2026 00:17:09 +0900 Subject: [PATCH 1/2] docs: mark seasonal, dynamic regression, local linear trend as Planned --- README.md | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/README.md b/README.md index da418c0..fb075ff 100644 --- a/README.md +++ b/README.md @@ -71,8 +71,8 @@ fig.savefig("causal_impact.png") | Algorithm | Gibbs (bsts/C++) | Gibbs (Rust) | TFP-based | VI default / HMC | MLE (statsmodels) | | Dependencies | R, bsts | numpy, pandas, matplotlib | TF, TFP (3 GB+) | TF, TFP (3 GB+) | statsmodels | | Spike-and-slab | Yes | Yes | Unknown | No | No | -| Seasonal component | Yes | No (planned) | Unknown | Yes (TFP STS) | No | -| Dynamic regression | Yes | No (planned) | Unknown | No | No | +| Seasonal component | Yes | Planned | Unknown | Yes (TFP STS) | No | +| Dynamic regression | Yes | Planned | Unknown | No | No | | R numerical test | Reference | CI-enforced (±1.5%) | Not published | Visual comparison | Not tested | | Speed (T=1000) | 2.1 s | 0.07 s (30x) | Seconds | Minutes (HMC: hours) | Sub-second | | Python version | N/A (R) | 3.10+ | 3.8+ | 3.7-3.11 | 3.6-3.8 (stale) | @@ -115,9 +115,9 @@ Tests run on every commit with seed-fixed MCMC for deterministic reproduction. | Spike-and-slab variable selection | Partial | Coordinate-wise sampling works; prior parameters (expected.r2, prior.df) not yet matched | | expected.model.size = 3 (R default) | Partial | Implemented but defaults to 1; R defaults to 3 | | expected.r2 = 0.8, prior.df = 50 | Not yet | Slab variance uses g-prior instead of R's R2-based prior | -| Seasonal component (nseasons) | Not yet | R supports AddSeasonal; not implemented here | -| Dynamic regression | Not yet | R supports dynamic.regression=TRUE; not implemented | -| Local linear trend | Not yet | R uses AddLocalLevel only by default; trend option exists but not ported | +| Seasonal component (nseasons) | Planned | R supports AddSeasonal; not yet implemented | +| Dynamic regression | Planned | R supports dynamic.regression=TRUE; not yet implemented | +| Local linear trend | Planned | R uses AddLocalLevel only by default; trend option exists but not ported | The ±10% gap in the covariates scenario comes from the missing R2-based slab prior (expected.r2=0.8, prior.df=50). This is tracked as Phase 2 work. From 51e2ddd1f39308978ca936019569f88060676f13 Mon Sep 17 00:00:00 2001 From: YuminosukeSato Date: Mon, 23 Mar 2026 00:24:20 +0900 Subject: [PATCH 2/2] =?UTF-8?q?fix(ci):=20bump=20R=20version=204.4=20?= =?UTF-8?q?=E2=86=92=204.5=20for=20Boom=20>=3D=200.9.16=20compatibility?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Boom 0.9.16 (2025-09-02) requires R >= 4.5.0. R 4.4 causes "dependencies 'bsts', 'Boom' are not available" error because CRAN filters out incompatible package versions. --- .github/workflows/numerical-equivalence.yml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.github/workflows/numerical-equivalence.yml b/.github/workflows/numerical-equivalence.yml index de87d38..4a1ab64 100644 --- a/.github/workflows/numerical-equivalence.yml +++ b/.github/workflows/numerical-equivalence.yml @@ -17,7 +17,7 @@ jobs: - uses: actions/checkout@v4 - uses: r-lib/actions/setup-r@v2 with: - r-version: "4.4" + r-version: "4.5" - name: Install R packages run: | Rscript -e "install.packages( @@ -50,7 +50,7 @@ jobs: token: ${{ secrets.GITHUB_TOKEN }} - uses: r-lib/actions/setup-r@v2 with: - r-version: "4.4" + r-version: "4.5" - name: Install R packages run: | Rscript -e "install.packages(