all checks pass, rename complete

Author: dajmcdon

.Rbuildignore

@@ -12,3 +12,4 @@
 ^musings$
 ^data-raw$
 ^vignettes/articles$
+^.git-blame-ignore-revs$

R/arx_classifier.R

@@ -250,7 +250,8 @@ arx_class_args_list <- function(
     method = c("rel_change", "linear_reg", "smooth_spline", "trend_filter"),
     log_scale = FALSE,
     additional_gr_args = list(),
-    nafill_buffer = Inf) {
+    nafill_buffer = Inf,
+    ...) {
   .lags <- lags
   if (is.list(lags)) lags <- unlist(lags)
   method <- match.arg(method)

R/dist_quantiles.R

@@ -53,7 +53,6 @@ format.dist_quantiles <- function(x, digits = 2, ...) {
 #' nested_quantiles(dstn[1])[[1]]
 #'
 #' dist_quantiles(1:4, 1:4 / 5)
-#' dist_quantiles(1:4, c(1, 3, 2, 4) / 5)
 #' @importFrom vctrs as_list_of vec_recycle_common new_vctr
 dist_quantiles <- function(values, quantile_values) {
   if (!is.list(values)) values <- list(values)

R/flatline_forecaster.R

@@ -107,7 +107,7 @@ flatline_args_list <- function(
     n_training = Inf,
     forecast_date = NULL,
     target_date = NULL,
-    levels = c(0.05, 0.95),
+    quantile_values = c(0.05, 0.95),
     symmetrize = TRUE,
     nonneg = TRUE,
     quantile_by_key = character(0L),

R/make_quantile_reg.R

@@ -104,7 +104,7 @@ make_quantile_reg <- function() {
       rq = dist_quantiles(unname(as.list(x)), object$quantile_values), # one quantile
       rqs = {
         x <- lapply(unname(split(x, seq(nrow(x)))), function(q) sort(q))
-        dist_quantiles(x, list(object$quantile_values))
+        dist_quantiles(x, list(object$tau))
       },
       cli_abort(c(
         "Prediction is not implemented for this `rq` type.",

R/make_smooth_quantile_reg.R

@@ -175,7 +175,7 @@ make_smooth_quantile_reg <- function() {
       x <- lapply(unname(split(
         p, seq(nrow(p))
       )), function(q) unname(sort(q, na.last = TRUE)))
-      dist_quantiles(x, list(object$quantile_values))
+      dist_quantiles(x, list(object$tau))
     })
     n_preds <- length(list_of_pred_distns[[1]])
     nout <- length(list_of_pred_distns)

man/arx_class_args_list.Rd

@@ -214,7 +214,7 @@ out_gb <- arx_forecaster(
 Or quantile regression, using our custom forecasting engine `quantile_reg()`:
 
 ```{r quantreg, warning = FALSE}
-out_gb <- arx_forecaster(
+out_qr <- arx_forecaster(
   jhu, "death_rate", c("case_rate", "death_rate"),
   quantile_reg()
 )