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History / Explanatory Variables

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  • Roadmap: correct stale R-only / Planned claims After a thorough audit of python/src/smooth against the wiki: - The `sim_*` family (sim_es, sim_ssarima, sim_ces, sim_gum, sim_sma, sim_oes) IS implemented in Python — alongside SimulateResult. The Roadmap previously marked all of them as Planned. - `.simulate()` is also implemented on fitted ADAM, OM, and OMG. - External regressors (`X=`, `regressors=`) work on ES, CES, MSARIMA, and OM/OMG — not ADAM-only. The Explanatory-Variables table was wrong on this. - `vcov()`, `confint()`, and `summary()` are available for both OM (with an FI-path override for the plogis link) and OMG. Earlier wiki copy still said they were not yet available. Updated: - Simulation-Functions.md — flip status from R-only to stable; show R and Python names side-by-side. - Roadmap.md — keep only the remaining gaps: GUM, SSARIMA, sm() / implant() / extractScale(), pointLik / pAIC / pBIC / accuracy / pls, xtable, plus parameter-coverage notes. - Home.md — Simulation-Functions row no longer says "R-only". - llms.txt — Simulation-Functions category bumped to stable and symbol list expanded. - Explanatory-Variables.md — Python column shows Yes for ES / CES / MSARIMA; added OM/OMG row. - OM.md / Coefficients-and-Parameters.md / Visualisation-and-Output.md — vcov/confint/summary marked as available for OM and OMG. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

    @config-i1 config-i1 committed Jun 16, 2026
  • Revert to Gollum [[WikiLink]] syntax for inter-page links GitHub's wiki renderer doesn't resolve relative-path Markdown links like [ADAM](ADAM.md) — they show up as broken text on the rendered page. Restore Gollum syntax across all pages: - [Page](Page.md) -> [[Page]] - [text](Page.md) -> [[Page|text]] - [Page](Page.md#anchor) -> [[Page#anchor]] - [text](Page.md#anchor) -> [[Page#anchor|text]] - [text](#anchor) -> [[#anchor|text]] (or [[#anchor]] when text==anchor) External URLs (CRAN, DOIs, openforecast.org, github.com, etc.) keep Markdown link syntax. Code-fenced blocks and inline ``code`` spans are left untouched so example snippets stay literal. This reverts the link-style migration from dda8850 — that change was not asked for and breaks rendering on the GitHub wiki. The wiki conventions in CLAUDE.md are updated to match. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

    @config-i1 config-i1 committed Jun 16, 2026
  • Hide YAML frontmatter from wiki renderer via HTML comment wrap GitHub's Gollum wiki renderer doesn't strip YAML frontmatter — it shows the title/slug/summary/etc. block as literal text at the top of each rendered page. Wrap every page's frontmatter in <!-- ... --> so the renderer skips it while LLMs and grep can still parse the metadata from the source. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

    @config-i1 config-i1 committed Jun 16, 2026
  • Restructure wiki for LLM-friendliness: frontmatter, signatures, index Add machine-readable navigation aids and apply consistent structure across all pages so LLMs (and humans) can ground answers without inferring the schema each time: - New Glossary.md disambiguates overloaded terms that intentionally remain distinct (ar / ar_order / AR / "ar", ETS letter codes, state-component names overlapping parameter names). - New Roadmap.md collects R-only items and Python-port gaps so reference pages no longer carry TBA markers. - New llms.txt provides a flat index of every page with slug, category, status, R/Python symbols, and one-sentence purpose. - Every content page now opens with YAML frontmatter (title, slug, summary, status, applies_to, related) so retrieval can hit metadata instead of parsing the page. - [[WikiLink]] syntax replaced with relative-path links ([Page](Page.md)); R double-bracket subscripts preserved. - Inline "Read more in Svetunkov (2023), Section X" prose moved into a consolidated ## References block per page. - Function pages (ADAM, AutoADAM, ES, CES, MSARIMA, SSARIMA, GUM, SMA, OM, msdecompose) carry a ## Function signatures block with verbatim R and typed Python signatures near the top. - Parameter pages (Model-Specification, Orders-and-Lags, Loss-Functions, Bounds, Initialisation, Persistence, Explanatory-Variables, Model-Estimation) carry an ## At a glance strict table summarising argument name, type, default, valid values, and applies-to. - Home.md trimmed: long method tables that duplicated per-function pages replaced with compact "where to look" tables; prominent links to Glossary, Roadmap, and llms.txt added. - TBA cells removed from reference pages (GUM, SSARIMA, Scale-Model, Simulation-Functions, Orders-and-Lags, Explanatory-Variables, Model-Estimation, Model-Information, Model-Specification) and tracked on Roadmap.md instead. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

    @config-i1 config-i1 committed Jun 16, 2026
  • R-Python-differences: document OM fsum + FI pristine snapshot and CES lowess root cause Two new sections under "What used to be the one remaining numerical gap": 1. OM Bernoulli likelihood + FI Hessian (intermittent demand) — documents the two OM-side fixes just committed in the smooth repo (math.fsum on the Bernoulli sum, pristine matVt / profilesRecentTable snapshot before NLopt so the FI Hessian sees the same buffers R re-creates fresh). 2. CES "partial" / "full" seasonality (stats::lowess ULP gap) — diagnostic chain showing the CES partial/full divergence traces all the way back to greybox.lowess vs R's stats::lowess: at a degenerate B both kernel inputs match byte-for-byte except matVt's seasonal-component initial state rows, which differ by ~3.5e-14; that traces to msdecompose seasonal output (smoother="lowess") which traces to greybox.lowess differing from R's stats::lowess by ~3e-13. Verified by subprocess- delegating to R's lowess: partial_airpassengers then matches R's logLik bit-perfect. Fix path identified (port clowess.f faithfully into greybox); tracked as a CES follow-up. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

    @config-i1 config-i1 committed Jun 10, 2026
  • Updates in wiki to reflect the incoming changes for the smooth in Python

    @config-i1 config-i1 committed Apr 10, 2026
  • Documentation for common parameters

    @config-i1 config-i1 committed Jan 30, 2026