I\'m looking for two specific help point in this request 1) how to create a list of list given my data base (all.df) below 2) how to vectorise a function over this list of
Here is how I would do what you're asking with purrr
:
library(tidyverse)
library(lubridate)
library(prophet)
res <-
all.df %>%
split(.$Customer) %>%
map(~ split(.x, .x$Product)) %>%
at_depth(2, select, ds = Date, y = Revenue) %>%
at_depth(2, daily_forecast)
str(res)
# List of 2
# $ a:List of 2
# ..$ xxx:'data.frame': 1095 obs. of 3 variables:
# .. ..$ Date : Date[1:1095], format: "2017-01-01" ...
# .. ..$ Actual.Revenue: int [1:1095] 76 87 87 56 83 17 19 72 92 35 ...
# .. ..$ fcast.daily : num [1:1095] 55.9 57.9 51.9 51.9 54 ...
# ..$ yyy:'data.frame': 1095 obs. of 3 variables:
# .. ..$ Date : Date[1:1095], format: "2017-01-01" ...
# .. ..$ Actual.Revenue: int [1:1095] 62 87 175 186 168 190 30 192 119 170 ...
# .. ..$ fcast.daily : num [1:1095] 121 121 119 119 116 ...
# $ b:List of 2
# ..$ xxx:'data.frame': 1095 obs. of 3 variables:
# .. ..$ Date : Date[1:1095], format: "2017-01-01" ...
# .. ..$ Actual.Revenue: int [1:1095] 71 94 81 32 85 59 59 55 50 50 ...
# .. ..$ fcast.daily : num [1:1095] 51.9 54.2 54.5 53.1 51.9 ...
# ..$ yyy:'data.frame': 1095 obs. of 3 variables:
# .. ..$ Date : Date[1:1095], format: "2017-01-01" ...
# .. ..$ Actual.Revenue: int [1:1095] 105 46 153 136 59 59 34 72 70 85 ...
# .. ..$ fcast.daily : num [1:1095] 103.3 103.3 103.1 103.1 91.5 ...
But the following would be more natural to me (keeping everything in a dataframe):
res_2 <-
all.df %>%
rename(ds = Date, y = Revenue) %>%
nest(ds, y) %>%
transmute(Customer, Product, res = map(data, daily_forecast)) %>%
unnest()
# # A tibble: 4,380 × 5
# Customer Product Date Actual.Revenue fcast.daily
# <fctr> <fctr> <date> <int> <dbl>
# 1 a xxx 2017-01-01 76 55.93109
# 2 a xxx 2017-01-02 87 57.92577
# 3 a xxx 2017-01-03 87 51.92263
# 4 a xxx 2017-01-04 56 51.86267
# 5 a xxx 2017-01-05 83 54.04588
# 6 a xxx 2017-01-06 17 52.75289
# 7 a xxx 2017-01-07 19 52.35083
# 8 a xxx 2017-01-08 72 53.91887
# 9 a xxx 2017-01-09 92 55.81202
# 10 a xxx 2017-01-10 35 49.78302
# # ... with 4,370 more rows