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Merged
YuminosukeSato merged 2 commits into from
Mar 22, 2026
Merged

docs: mark seasonal/dynamic regression/local linear trend as Planned #5

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a83083f
docs: mark seasonal, dynamic regression, local linear trend as Planned
YuminosukeSato Mar 22, 2026
51e2ddd
fix(ci): bump R version 4.4 → 4.5 for Boom >= 0.9.16 compatibility
YuminosukeSato Mar 22, 2026
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4 changes: 2 additions & 2 deletions .github/workflows/numerical-equivalence.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -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(
Expand Down Expand Up @@ -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(
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10 changes: 5 additions & 5 deletions README.md
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Expand Up @@ -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) |
Expand Down Expand Up @@ -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.
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