add_regressor with continuous variable warning: longer object length is not a multiple of shorter object length

Hi,

I really love your package and happy that add_regressor feature was added. However I faced a strange warning and felt not very comfortable adding several regressors with multiple calls to add_regressor.

1. Let’s start with the warning:

Here are two reproducible examples.

The first one is based on tutorial example data

df <- read.csv("https://raw.githubusercontent.com/facebookincubator/prophet/master/examples/example_wp_peyton_manning.csv")

set.seed(42)
# Add random zeros and ones (code from original add_regressors example somehow returns only zeros)
df$nfl_sunday <- sample(c(0, 1), 2905, replace = TRUE)

# Fit model
m <- prophet()
m <- add_regressor(m, 'nfl_sunday')
m <- fit.prophet(m, df)

# Make future data.frame
future <- make_future_dataframe(m, periods = 365)
# Yep I know that is not correct way to add future values in case of randomly generated data
future$nfl_sunday <- sample(c(0, 1), 3270, replace = TRUE)`

In the end I get no trouble. The model is fitted correctly:

Disabling daily seasonality. Run prophet with daily.seasonality=TRUE to override this.
Initial log joint probability = -4.27118
Optimization terminated normally: 
  Convergence detected: relative gradient magnitude is below tolerance

Now let me try an example with continuous regressor:

df <-
read.csv("https://raw.githubusercontent.com/facebookincubator/prophet/master/examples/example_wp_peyton_manning.csv")

set.seed(42)
# Add random normal
df$nfl_sunday <- rnorm(2905)

# Fit model
m <- prophet()
m <- add_regressor(m, 'nfl_sunday')
m <- fit.prophet(m, df)

# Make future data.frame
future <- make_future_dataframe(m, periods = 365)
# Yep I know that is not correct way to add future values in case of randomly generated data
future$nfl_sunday <- rnorm(3270)

After this I get a warning message, though the model seems to have been fitted:

Optimization terminated normally: 
  Convergence detected: relative gradient magnitude is below tolerance
Warning message:
In sort(unique(df[[name]])) == c(0, 1) :
  longer object length is not a multiple of shorter object length

1. Also it would be cool to add several regressors with one call to add_regressor().

Thanks in advance!

[bletham]

Thanks for pointing this out, and for the really clean repro steps. You can safely ignore this warning message. It is in some code checking whether the regressor should be standardized or not, and despite the warning it is doing the right thing. It should however be fixed to not raise the warning 😃

Adding multiple regressors at a time seems nice but the interface might be challenging, since then we’d have to potentially specify the other inputs to add_regressor (prior_scale and standardize) separately for each regressor.

[bletham]

The fix has been pushed to CRAN in v0.2.1