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Convert EpiNow2 model output to a forecast_sample object

Source: R/as_forecast_sample.R
as_forecast_sample.Rd

[Experimental] Convert outputs of EpiNow2 fitting and forecasting functions to forecast_sample objects via scoringutils::as_forecast_sample() for evaluating predictive performance. Methods are provided for objects returned by epinow(), estimate_infections(), forecast_secondary(), and estimate_truncation().

These methods extract sample-level posterior predictions via get_predictions() with format = "sample", merge them with the supplied observations on date, and pass the result to scoringutils::as_forecast_sample().

scoringutils is an optional dependency; calling these methods without it installed gives an informative error.

Usage

# S3 method for class 'estimate_infections'
as_forecast_sample(data, observations, horizon = 0, ...)

# S3 method for class 'epinow'
as_forecast_sample(data, observations, horizon = 0, ...)

# S3 method for class 'forecast_secondary'
as_forecast_sample(data, observations, horizon = 0, ...)

# S3 method for class 'estimate_truncation'
as_forecast_sample(data, observations, horizon = -Inf, ...)

Arguments

data

Output of epinow(), estimate_infections(), forecast_secondary(), or estimate_truncation().

observations

A <data.frame> of observed values to score against. Must contain a date column. For epinow() and estimate_infections() objects must also contain a confirm column; for forecast_secondary() objects a secondary column; for estimate_truncation() objects a confirm column representing the latest, least-truncated observations.

horizon

Numeric scalar lower bound on the horizon column of get_predictions() output. Predictions with a horizon value at or above this bound are retained. Defaults to 0 for epinow(), estimate_infections() and forecast_secondary() (i.e. forecast period only) and to -Inf for estimate_truncation() (keep all reconstructed horizons). Pass horizon = -Inf to disable filtering.

...

Additional arguments passed to scoringutils::as_forecast_sample(). forecast_unit is set automatically from the object class (forecast_date, date, horizon, plus dataset for estimate_truncation()) and cannot be overridden.

Value

A forecast_sample object as returned by scoringutils::as_forecast_sample(). Rows for which observations does not provide a value on the corresponding date are dropped.

See also

get_predictions() for the underlying sample extraction.

Examples

# \donttest{
library(scoringutils)

# samples and calculation time have been reduced for this example
# for real analyses, use at least samples = 2000
fit <- estimate_infections(example_confirmed[1:40],
  generation_time = gt_opts(example_generation_time),
  delays = delay_opts(example_incubation_period + example_reporting_delay),
  rt = rt_opts(prior = LogNormal(mean = 2, sd = 0.2)),
  stan = stan_opts(samples = 100, warmup = 200)
)
#> Returning NA: this distribution has uncertain parameters.
#> ℹ Resolve the uncertainty first with `fix_parameters()`.
#> This message is displayed once every 8 hours.
#> Warning: The largest R-hat is 1.17, indicating chains have not mixed.
#> Running the chains for more iterations may help. See
#> https://mc-stan.org/misc/warnings.html#r-hat
#> Warning: Bulk Effective Samples Size (ESS) is too low, indicating posterior means and medians may be unreliable.
#> Running the chains for more iterations may help. See
#> https://mc-stan.org/misc/warnings.html#bulk-ess
#> Warning: Tail Effective Samples Size (ESS) is too low, indicating posterior variances and tail quantiles may be unreliable.
#> Running the chains for more iterations may help. See
#> https://mc-stan.org/misc/warnings.html#tail-ess

forecast_obj <- as_forecast_sample(fit, observations = example_confirmed)
score(forecast_obj)
#> Warning: Predictions appear to be integer-valued.
#> ! The log score uses kernel density estimation, which may not be appropriate
#>   for integer-valued forecasts.
#> ℹ See the scoringRules package for alternatives for discrete probability
#>   distributions.
#>    forecast_date       date horizon  bias      dss     crps overprediction
#>           <Date>     <Date>   <num> <num>    <num>    <num>          <num>
#> 1:    2020-04-01 2020-04-01       0 -0.14 13.70748 217.7092           0.00
#> 2:    2020-04-01 2020-04-02       1 -0.40 14.25039 439.9640           0.00
#> 3:    2020-04-01 2020-04-03       2  0.42 15.03750 525.1318         190.62
#> 4:    2020-04-01 2020-04-04       3 -0.08 14.48573 337.5262           0.00
#> 5:    2020-04-01 2020-04-05       4 -0.08 14.60299 328.1803           0.00
#> 6:    2020-04-01 2020-04-06       5 -0.14 14.47275 328.9017           0.00
#> 7:    2020-04-01 2020-04-07       6 -0.08 14.25124 264.9818           0.00
#> 8:    2020-04-01 2020-04-08       7 -0.26 13.93948 268.7900           0.00
#>    underprediction dispersion log_score       mad ae_median    se_mean
#>              <num>      <num>     <num>     <num>     <num>      <num>
#> 1:           10.10   207.6092  7.758018  765.0216     157.5    767.290
#> 2:          167.86   272.1040  8.458758 1263.1752     670.5 221389.070
#> 3:            0.00   334.5118  8.373207 1468.5153     876.0 887703.152
#> 4:           11.20   326.3262  8.255625 1363.9920     199.5  20477.610
#> 5:            4.60   323.5803  8.229767 1411.4352     106.0   1280.924
#> 6:           19.12   309.7817  8.231758 1171.2540     270.0   2531.096
#> 7:            1.62   263.3618  8.002279 1097.1240      51.0  14844.986
#> 8:           53.96   214.8300  7.964603  919.9533     346.5  20039.234
# }