R/refit.R

In tidyverts/fabletools: Core Tools for Packages in the 'fable' Framework

#' Refit a mable to a new dataset
#' 
#' Applies a fitted model to a new dataset. For most methods this can be done
#' with or without re-estimation of the parameters.
#' 
#' @param object A mable.
#' @param new_data A tsibble dataset used to refit the model.
#' @param ... Additional optional arguments for refit methods.
#' 
#' @examplesIf requireNamespace("fable", quietly = TRUE)
#' library(fable)
#' 
#' fit <- as_tsibble(mdeaths) %>% 
#'   model(ETS(value ~ error("M") + trend("A") + season("A")))
#' fit %>% report()
#'
#' fit %>% 
#'   refit(as_tsibble(fdeaths)) %>% 
#'   report(reinitialise = TRUE)
#' 
#' @rdname refit
#' @export
refit.mdl_df <- function(object, new_data, ...){
  mdls <- mable_vars(object)
  object <- bind_new_data(object, new_data)
  new_data <- object[["new_data"]]
  object[["new_data"]] <- NULL
  dplyr::mutate_at(object, vars(!!!mdls), refit, new_data, ...)
}

#' @export
refit.lst_mdl <- function(object, new_data, ...){
  attrb <- attributes(object)
  object <- map2(object, new_data, refit, ...)
  attributes(object) <- attrb
  object
}

#' @rdname refit
#' @export
refit.mdl_ts <- function(object, new_data, ...){
  # Compute specials with new_data
  object$model$stage <- "refit"
  object$model$add_data(new_data)
  specials <- parse_model_rhs(object$model)
  object$model$remove_data()
  object$model$stage <- NULL
  
  resp <- map2(seq_along(object$response), object$response, function(i, resp){
    expr(object$transformation[[!!i]](!!resp))
  }) %>% 
    set_names(map_chr(object$response, as_string))
  
  new_data <- transmute(new_data, !!!resp)
  object$fit <- refit(object[["fit"]], new_data, specials = specials, ...)
  object$data <- new_data
  object
}