Release v0.7.0

* Spending models * Rcpp expectation * Fix pnbd LL * Fix invalid covariate names Co-authored-by: Patrik Schilter <[email protected]> Co-authored-by: Niels Kübler <[email protected]> Co-authored-by: Patrick Bachmann <[email protected]>
bachmannpatrick · Oct 7, 2020 · 590c074 · 590c074
2 parents 2ffe72f + 57628d2
commit 590c074
Show file tree

Hide file tree

Showing 212 changed files with 6,815 additions and 3,051 deletions.
diff --git a/.Rbuildignore b/.Rbuildignore
@@ -6,7 +6,7 @@
 ^Walkthrough\.rmd$
 ^bibliography\.bib$
 ^man-roxygen$
-^thoughts_parameterhandling\.rtf$
+^vignettes/internal_docu/internal_docu.Rmd$
 ^\.github$
 ^cran-comments\.md$
 ^_pkgdown\.yml$

diff --git a/.gitignore b/.gitignore
@@ -10,3 +10,4 @@ src/*.gcno
 src/*.o.tmp
 inst/doc
 .DS_Store
+check
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,7 +1,7 @@
 Package: CLVTools
 Title: Tools for Customer Lifetime Value Estimation
-Version: 0.6.0
-Date: 2020-06-22
+Version: 0.7.0
+Date: 2020-08-26
 Authors@R: c(
     person(given="Patrick", family="Bachmann",    email = "[email protected]", role = c("cre","aut")),
     person(given="Jeffrey", family="Naef",        email = "[email protected]",role = "aut"),
@@ -31,7 +31,6 @@ Imports:
     stats,
     utils
 Suggests:
-    BTYD,
     covr,
     doFuture, 
     doParallel,
@@ -55,18 +54,24 @@ Collate:
     'class_clv_data.R'
     'class_clv_model.R'
     'class_clv_fitted.R'
+    'class_clv_fitted_transactions.R'
+    'class_clv_model_nocorrelation.R'
     'class_clv_model_bgnbd.R'
     'class_clv_bgnbd.R'
-    'class_clv_fitted_staticcov.R'
+    'class_clv_fitted_transactions_staticcov.R'
     'class_clv_data_staticcovariates.R'
     'class_clv_model_bgnbd_staticcov.R'
     'class_clv_bgnbd_staticcov.R'
     'class_clv_data_dynamiccovariates.R'
-    'class_clv_fitted_dynamiccov.R'
+    'class_clv_fitted_spending.R'
+    'class_clv_fitted_transactions_dynamiccov.R'
+    'class_clv_model_gg.R'
+    'class_clv_gg.R'
     'class_clv_model_ggomnbd_nocov.R'
     'class_clv_ggomnbd.R'
     'class_clv_model_ggomnbd_staticcov.R'
     'class_clv_ggomnbd_staticcov.R'
+    'class_clv_model_withcorrelation.R'
     'class_clv_model_pnbd.R'
     'class_clv_model_pnbd_staticcov.R'
     'class_clv_model_pnbd_dynamiccov.R'
@@ -88,24 +93,30 @@ Collate:
     'f_generics_clvdata.R'
     'f_generics_clvfitted.R'
     'f_generics_clvfitted_estimate.R'
-    'f_generics_clvfitteddyncov.R'
-    'f_generics_clvfittedstaticcov.R'
-    'f_generics_clvfittedstaticcov_estimate.R'
+    'f_generics_clvfittedspending.R'
+    'f_generics_clvfittedtransactions.R'
+    'f_generics_clvfittedtransactionsdyncov.R'
+    'f_generics_clvfittedtransactionsstaticcov.R'
+    'f_generics_clvfittedtransactionsstaticcov_estimate.R'
     'f_generics_clvpnbddyncov.R'
     'f_interface_bgbb.R'
     'f_interface_bgnbd.R'
     'f_interface_clvdata.R'
+    'f_interface_gg.R'
     'f_interface_ggomnbd.R'
     'f_interface_pnbd.R'
+    'f_interface_predict_clvfittedspending.R'
+    'f_interface_predict_clvfittedtransactions.R'
     'f_interface_setdynamiccovariates.R'
     'f_interface_setstaticcovariates.R'
     'f_s3generics_clvdata.R'
     'f_s3generics_clvdata_dynamiccov.R'
     'f_s3generics_clvdata_plot.R'
     'f_s3generics_clvdata_staticcov.R'
     'f_s3generics_clvfitted.R'
-    'f_s3generics_clvfitted_plot.R'
-    'f_s3generics_clvfitted_staticcov.R'
+    'f_s3generics_clvfittedspending_plot.R'
+    'f_s3generics_clvfittedtransactions_plot.R'
+    'f_s3generics_clvfittedtransactions_staticcov.R'
     'f_s3generics_clvtime.R'
     'interlayer_callLL.R'
     'interlayer_callnextinterlayer.R'
@@ -124,5 +135,5 @@ Collate:
     'pnbd_dyncov_expectation.R'
     'pnbd_dyncov_makewalks.R'
     'pnbd_dyncov_palive.R'
-RoxygenNote: 7.1.0
+RoxygenNote: 7.1.1
 VignetteBuilder: knitr
diff --git a/NAMESPACE b/NAMESPACE
@@ -1,21 +1,23 @@
 # Generated by roxygen2: do not edit by hand
 
 S3method(coef,clv.fitted)
-S3method(coef,clv.fitted.static.cov)
+S3method(coef,clv.fitted.transactions.static.cov)
 S3method(coef,summary.clv.fitted)
 S3method(confint,clv.fitted)
 S3method(fitted,clv.fitted)
 S3method(logLik,clv.fitted)
 S3method(nobs,clv.data)
 S3method(nobs,clv.fitted)
 S3method(plot,clv.data)
-S3method(plot,clv.fitted)
-S3method(predict,clv.fitted)
+S3method(plot,clv.fitted.spending)
+S3method(plot,clv.fitted.transactions)
+S3method(predict,clv.fitted.spending)
+S3method(predict,clv.fitted.transactions)
 S3method(print,clv.data)
 S3method(print,clv.data.dynamic.covariates)
 S3method(print,clv.data.static.covariates)
 S3method(print,clv.fitted)
-S3method(print,clv.fitted.static.cov)
+S3method(print,clv.fitted.transactions.static.cov)
 S3method(print,clv.time)
 S3method(print,summary.clv.data)
 S3method(print,summary.clv.data.dynamic.covariates)
@@ -26,7 +28,7 @@ S3method(summary,clv.data)
 S3method(summary,clv.data.dynamic.covariates)
 S3method(summary,clv.data.static.covariates)
 S3method(summary,clv.fitted)
-S3method(summary,clv.fitted.static.cov)
+S3method(summary,clv.fitted.transactions.static.cov)
 S3method(summary,clv.time)
 S3method(vcov,clv.fitted)
 S3method(vcov,summary.clv.fitted)
@@ -35,6 +37,7 @@ export(SetStaticCovariates)
 export(clvdata)
 exportMethods(bgbb)
 exportMethods(bgnbd)
+exportMethods(gg)
 exportMethods(ggomnbd)
 exportMethods(plot)
 exportMethods(pnbd)
@@ -57,7 +60,9 @@ importFrom(ggplot2,ggplot)
 importFrom(ggplot2,guide_legend)
 importFrom(ggplot2,labs)
 importFrom(ggplot2,rel)
+importFrom(ggplot2,scale_colour_manual)
 importFrom(ggplot2,scale_fill_manual)
+importFrom(ggplot2,stat_density)
 importFrom(ggplot2,theme)
 importFrom(graphics,plot)
 importFrom(lubridate,ceiling_date)

diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,16 @@
+# CLVTools 0.7.0
+
+### NEW FEATURES
+* Refactor the Gamma-Gamma (GG) model to predict mean spending per transaction into an independent model
+* The prediction for transaction models can now be combined with separately fit spending models
+* Write the unconditional expectation functions in Rcpp for faster plotting (Pareto/NBD and Beta-Geometric/NBD)
+* Improved documentation and walkthrough
+
+### BUG FIXES
+* Pareto/NBD LogLikelihood: For the case Tcal = t.x and for the case alpha == beta
+* Static or dynamic covariates with syntactically invalid names (spaces, start with numbers, etc) could not be fit
+
+
 # CLVTools 0.6.0
 
 ### NEW FEATURES

diff --git a/R/RcppExports.R b/R/RcppExports.R
@@ -69,6 +69,18 @@ bgnbd_staticcov_LL_sum <- function(vParams, vX, vT_x, vT_cal, mCov_life, mCov_tr
     .Call(`_CLVTools_bgnbd_staticcov_LL_sum`, vParams, vX, vT_x, vT_cal, mCov_life, mCov_trans)
 }
 
+bgnbd_staticcov_alpha_i <- function(alpha_0, vCovParams_trans, mCov_trans) {
+    .Call(`_CLVTools_bgnbd_staticcov_alpha_i`, alpha_0, vCovParams_trans, mCov_trans)
+}
+
+bgnbd_staticcov_a_i <- function(a_0, vCovParams_life, mCov_life) {
+    .Call(`_CLVTools_bgnbd_staticcov_a_i`, a_0, vCovParams_life, mCov_life)
+}
+
+bgnbd_staticcov_b_i <- function(b_0, vCovParams_life, mCov_life) {
+    .Call(`_CLVTools_bgnbd_staticcov_b_i`, b_0, vCovParams_life, mCov_life)
+}
+
 #' @name bgnbd_PAlive
 #'
 #' @templateVar name_model_full BG/NBD
@@ -98,6 +110,33 @@ bgnbd_staticcov_PAlive <- function(r, alpha, a, b, vX, vT_x, vT_cal, vCovParams_
     .Call(`_CLVTools_bgnbd_staticcov_PAlive`, r, alpha, a, b, vX, vT_x, vT_cal, vCovParams_trans, vCovParams_life, mCov_trans, mCov_life)
 }
 
+#' @name bgnbd_expectation
+#' @title BG/NBD: Unconditional Expectation
+#'
+#' @template template_expectation_description
+#'
+#' @template template_params_bgnbd
+#' @template template_expectation_params
+#' @param vAlpha_i Vector of individual parameters alpha
+#' @param vA_i Vector of individual parameters a
+#' @param vB_i Vector of individual parameters b
+#'
+#' @template template_references_bgnbd
+#'
+#' @template template_expectation_return
+#'
+NULL
+
+#' @rdname bgnbd_expectation
+bgnbd_nocov_expectation <- function(r, alpha, a, b, vT_i) {
+    .Call(`_CLVTools_bgnbd_nocov_expectation`, r, alpha, a, b, vT_i)
+}
+
+#' @rdname bgnbd_expectation
+bgnbd_staticcov_expectation <- function(r, vAlpha_i, vA_i, vB_i, vT_i) {
+    .Call(`_CLVTools_bgnbd_staticcov_expectation`, r, vAlpha_i, vA_i, vB_i, vT_i)
+}
+
 #' @title GSL Hypergeom 2f0 for equal length vectors
 #'
 #' @param vA Vector of values for parameter a
@@ -218,6 +257,14 @@ ggomnbd_staticcov_LL_sum <- function(vParams, vX, vT_x, vT_cal, mCov_life, mCov_
     .Call(`_CLVTools_ggomnbd_staticcov_LL_sum`, vParams, vX, vT_x, vT_cal, mCov_life, mCov_trans)
 }
 
+ggomnbd_staticcov_alpha_i <- function(alpha_0, vCovParams_trans, mCov_trans) {
+    .Call(`_CLVTools_ggomnbd_staticcov_alpha_i`, alpha_0, vCovParams_trans, mCov_trans)
+}
+
+ggomnbd_staticcov_beta_i <- function(beta_0, vCovParams_life, mCov_life) {
+    .Call(`_CLVTools_ggomnbd_staticcov_beta_i`, beta_0, vCovParams_life, mCov_life)
+}
+
 #' @name ggomnbd_PAlive
 #'
 #' @templateVar name_model_full GGompertz/NBD
@@ -250,20 +297,17 @@ ggomnbd_nocov_PAlive <- function(r, alpha_0, b, s, beta_0, vX, vT_x, vT_cal) {
 #' @name ggomnbd_expectation
 #' @title GGompertz/NBD: Unconditional Expectation
 #'
-#' @description Computes the expected number of repeat transactions in the interval (0, vT_i]
-#' for a randomly selected customer, where 0 is defined as the point when the customer came alive.
+#' @template template_expectation_description
 #'
 #' @template template_params_ggomnbd
-#' @param vT_i Number of periods since the customer came alive
-#' @template template_params_rcppcovmatrix
-#' @template template_params_rcppvcovparams
-#'
-#' @templateVar name_params_cov_life vCovParams_life
-#' @templateVar name_params_cov_trans vCovParams_trans
-#' @template template_details_rcppcovmatrix
+#' @template template_expectation_params
+#' @param vAlpha_i Vector of individual parameters alpha
+#' @param vBeta_i Vector of individual parameters beta
 #'
 #' @template template_references_ggomnbd
 #'
+#' @template template_expectation_return
+#'
 NULL
 
 #' @rdname ggomnbd_expectation
@@ -272,8 +316,8 @@ ggomnbd_nocov_expectation <- function(r, alpha_0, b, s, beta_0, vT_i) {
 }
 
 #' @rdname ggomnbd_expectation
-ggomnbd_staticcov_expectation <- function(r, alpha_0, b, s, beta_0, vT_i, vCovParams_trans, vCovParams_life, mCov_life, mCov_trans) {
-    .Call(`_CLVTools_ggomnbd_staticcov_expectation`, r, alpha_0, b, s, beta_0, vT_i, vCovParams_trans, vCovParams_life, mCov_life, mCov_trans)
+ggomnbd_staticcov_expectation <- function(r, b, s, vAlpha_i, vBeta_i, vT_i) {
+    .Call(`_CLVTools_ggomnbd_staticcov_expectation`, r, b, s, vAlpha_i, vBeta_i, vT_i)
 }
 
 #' @name pnbd_CET
@@ -385,6 +429,14 @@ pnbd_staticcov_LL_sum <- function(vParams, vX, vT_x, vT_cal, mCov_life, mCov_tra
     .Call(`_CLVTools_pnbd_staticcov_LL_sum`, vParams, vX, vT_x, vT_cal, mCov_life, mCov_trans)
 }
 
+pnbd_staticcov_alpha_i <- function(alpha_0, vCovParams_trans, mCov_trans) {
+    .Call(`_CLVTools_pnbd_staticcov_alpha_i`, alpha_0, vCovParams_trans, mCov_trans)
+}
+
+pnbd_staticcov_beta_i <- function(beta_0, vCovParams_life, mCov_life) {
+    .Call(`_CLVTools_pnbd_staticcov_beta_i`, beta_0, vCovParams_life, mCov_life)
+}
+
 #' @name pnbd_PAlive
 #'
 #' @templateVar name_model_full Pareto/NBD
@@ -414,3 +466,30 @@ pnbd_staticcov_PAlive <- function(r, alpha_0, s, beta_0, vX, vT_x, vT_cal, vCovP
     .Call(`_CLVTools_pnbd_staticcov_PAlive`, r, alpha_0, s, beta_0, vX, vT_x, vT_cal, vCovParams_trans, vCovParams_life, mCov_trans, mCov_life)
 }
 
+#' @name pnbd_expectation
+#' @title Pareto/NBD: Unconditional Expectation
+#'
+#' @template template_expectation_description
+#'
+#' @template template_params_pnbd
+#' @template template_expectation_params
+#' @param vAlpha_i Vector of individual parameters alpha
+#' @param vBeta_i Vector of individual parameters beta
+#'
+#'
+#' @template template_references_pnbd
+#'
+#' @template template_expectation_return
+#'
+NULL
+
+#' @rdname pnbd_expectation
+pnbd_nocov_expectation <- function(r, s, alpha_0, beta_0, vT_i) {
+    .Call(`_CLVTools_pnbd_nocov_expectation`, r, s, alpha_0, beta_0, vT_i)
+}
+
+#' @rdname pnbd_expectation
+pnbd_staticcov_expectation <- function(r, s, vAlpha_i, vBeta_i, vT_i) {
+    .Call(`_CLVTools_pnbd_staticcov_expectation`, r, s, vAlpha_i, vBeta_i, vT_i)
+}
+