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[Stable] Estimates the relationship between a primary and secondary observation, for example hospital admissions and deaths or hospital admissions and bed occupancy. See secondary_opts() for model structure options. See parameter documentation for model defaults and options. See the examples for case studies using synthetic data and here for an example of forecasting Covid-19 deaths from Covid-19 cases. See here for a prototype function that may be used to estimate and forecast a secondary observation from a primary across multiple regions and here # nolint for an application forecasting Covid-19 deaths in Germany and Poland.

Usage

estimate_secondary(
  data,
  secondary = secondary_opts(),
  delays = delay_opts(LogNormal(meanlog = Normal(2.5, 0.5), sdlog = Normal(0.47, 0.25),
    max = 30), weight_prior = FALSE),
  truncation = trunc_opts(),
  obs = obs_opts(),
  stan = stan_opts(),
  burn_in = 14,
  CrIs = c(0.2, 0.5, 0.9),
  filter_leading_zeros = FALSE,
  zero_threshold = Inf,
  priors = NULL,
  model = NULL,
  weigh_delay_priors = FALSE,
  verbose = interactive(),
  ...,
  reports
)

Arguments

data

A <data.frame> containing the date of report and both primary and secondary reports.

secondary

A call to secondary_opts() or a list containing the following binary variables: cumulative, historic, primary_hist_additive, current, primary_current_additive. These parameters control the structure of the secondary model, see secondary_opts() for details.

delays

A call to delay_opts() defining delay distributions between primary and secondary observations See the documentation of delay_opts() for details. By default a diffuse prior is assumed with a mean of 14 days and standard deviation of 7 days (with a standard deviation of 0.5 and 0.25 respectively on the log scale).

truncation

A call to trunc_opts() defining the truncation of the observed data. Defaults to trunc_opts(), i.e. no truncation. See the estimate_truncation() help file for an approach to estimating this from data where the dist list element returned by estimate_truncation() is used as the truncation argument here, thereby propagating the uncertainty in the estimate.

obs

A list of options as generated by obs_opts() defining the observation model. Defaults to obs_opts().

stan

A list of stan options as generated by stan_opts(). Defaults to stan_opts(). Can be used to override data, init, and verbose settings if desired.

burn_in

Integer, defaults to 14 days. The number of data points to use for estimation but not to fit to at the beginning of the time series. This must be less than the number of observations.

CrIs

Numeric vector of credible intervals to calculate.

filter_leading_zeros

Logical, defaults to TRUE. Should zeros at the start of the time series be filtered out.

zero_threshold

[Experimental] Numeric defaults to Inf. Indicates if detected zero cases are meaningful by using a threshold number of cases based on the 7-day average. If the average is above this threshold then the zero is replaced using fill.

priors

A <data.frame> of named priors to be used in model fitting rather than the defaults supplied from other arguments. This is typically useful if wanting to inform an estimate from the posterior of another model fit.

model

A compiled stan model to override the default model. May be useful for package developers or those developing extensions.

weigh_delay_priors

Logical. If TRUE, all delay distribution priors will be weighted by the number of observation data points, in doing so approximately placing an independent prior at each time step and usually preventing the posteriors from shifting. If FALSE (default), no weight will be applied, i.e. delay distributions will be treated as a single parameters.

verbose

Logical, should model fitting progress be returned. Defaults to interactive().

...

Additional parameters to pass to stan_opts().

reports

Deprecated; use data instead.

Value

A list containing: predictions (a <data.frame> ordered by date with the primary, and secondary observations, and a summary of the model estimated secondary observations), posterior which contains a summary of the entire model posterior, data (a list of data used to fit the model), and fit (the stanfit object).

Examples

# \donttest{
# set number of cores to use
old_opts <- options()
options(mc.cores = ifelse(interactive(), 4, 1))

# load data.table for manipulation
library(data.table)

#### Incidence data example ####

# make some example secondary incidence data
cases <- example_confirmed
cases <- as.data.table(cases)[, primary := confirm]
# Assume that only 40 percent of cases are reported
cases[, scaling := 0.4]
#>            date confirm primary scaling
#>          <Date>   <num>   <num>   <num>
#>   1: 2020-02-22      14      14     0.4
#>   2: 2020-02-23      62      62     0.4
#>   3: 2020-02-24      53      53     0.4
#>   4: 2020-02-25      97      97     0.4
#>   5: 2020-02-26      93      93     0.4
#>  ---                                   
#> 126: 2020-06-26     296     296     0.4
#> 127: 2020-06-27     255     255     0.4
#> 128: 2020-06-28     175     175     0.4
#> 129: 2020-06-29     174     174     0.4
#> 130: 2020-06-30     126     126     0.4
# Parameters of the assumed log normal delay distribution
cases[, meanlog := 1.8][, sdlog := 0.5]
#>            date confirm primary scaling meanlog sdlog
#>          <Date>   <num>   <num>   <num>   <num> <num>
#>   1: 2020-02-22      14      14     0.4     1.8   0.5
#>   2: 2020-02-23      62      62     0.4     1.8   0.5
#>   3: 2020-02-24      53      53     0.4     1.8   0.5
#>   4: 2020-02-25      97      97     0.4     1.8   0.5
#>   5: 2020-02-26      93      93     0.4     1.8   0.5
#>  ---                                                 
#> 126: 2020-06-26     296     296     0.4     1.8   0.5
#> 127: 2020-06-27     255     255     0.4     1.8   0.5
#> 128: 2020-06-28     175     175     0.4     1.8   0.5
#> 129: 2020-06-29     174     174     0.4     1.8   0.5
#> 130: 2020-06-30     126     126     0.4     1.8   0.5

# Simulate secondary cases
cases <- convolve_and_scale(cases, type = "incidence")
#
# fit model to example data specifying a weak prior for fraction reported
# with a secondary case
inc <- estimate_secondary(cases[1:60],
  obs = obs_opts(scale = list(mean = 0.2, sd = 0.2), week_effect = FALSE)
)
plot(inc, primary = TRUE)


# forecast future secondary cases from primary
inc_preds <- forecast_secondary(
  inc, cases[seq(61, .N)][, value := primary]
)
plot(inc_preds, new_obs = cases, from = "2020-05-01")
#> Warning: no non-missing arguments to max; returning -Inf
#> Warning: no non-missing arguments to max; returning -Inf
#> Warning: no non-missing arguments to max; returning -Inf


#### Prevalence data example ####

# make some example prevalence data
cases <- example_confirmed
cases <- as.data.table(cases)[, primary := confirm]
# Assume that only 30 percent of cases are reported
cases[, scaling := 0.3]
#>            date confirm primary scaling
#>          <Date>   <num>   <num>   <num>
#>   1: 2020-02-22      14      14     0.3
#>   2: 2020-02-23      62      62     0.3
#>   3: 2020-02-24      53      53     0.3
#>   4: 2020-02-25      97      97     0.3
#>   5: 2020-02-26      93      93     0.3
#>  ---                                   
#> 126: 2020-06-26     296     296     0.3
#> 127: 2020-06-27     255     255     0.3
#> 128: 2020-06-28     175     175     0.3
#> 129: 2020-06-29     174     174     0.3
#> 130: 2020-06-30     126     126     0.3
# Parameters of the assumed log normal delay distribution
cases[, meanlog := 1.6][, sdlog := 0.8]
#>            date confirm primary scaling meanlog sdlog
#>          <Date>   <num>   <num>   <num>   <num> <num>
#>   1: 2020-02-22      14      14     0.3     1.6   0.8
#>   2: 2020-02-23      62      62     0.3     1.6   0.8
#>   3: 2020-02-24      53      53     0.3     1.6   0.8
#>   4: 2020-02-25      97      97     0.3     1.6   0.8
#>   5: 2020-02-26      93      93     0.3     1.6   0.8
#>  ---                                                 
#> 126: 2020-06-26     296     296     0.3     1.6   0.8
#> 127: 2020-06-27     255     255     0.3     1.6   0.8
#> 128: 2020-06-28     175     175     0.3     1.6   0.8
#> 129: 2020-06-29     174     174     0.3     1.6   0.8
#> 130: 2020-06-30     126     126     0.3     1.6   0.8

# Simulate secondary cases
cases <- convolve_and_scale(cases, type = "prevalence")

# fit model to example prevalence data
prev <- estimate_secondary(cases[1:100],
  secondary = secondary_opts(type = "prevalence"),
  obs = obs_opts(
    week_effect = FALSE,
    scale = list(mean = 0.4, sd = 0.1)
  )
)
#> WARN [2024-06-07 13:01:41] estimate_secondary (chain: 1): There were 1 divergent transitions after warmup. See
#> https://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
#> to find out why this is a problem and how to eliminate them. - 
#> WARN [2024-06-07 13:01:41] estimate_secondary (chain: 1): Examine the pairs() plot to diagnose sampling problems
#>  - 
plot(prev, primary = TRUE)


# forecast future secondary cases from primary
prev_preds <- forecast_secondary(
 prev, cases[seq(101, .N)][, value := primary]
)
plot(prev_preds, new_obs = cases, from = "2020-06-01")
#> Warning: no non-missing arguments to max; returning -Inf
#> Warning: no non-missing arguments to max; returning -Inf
#> Warning: no non-missing arguments to max; returning -Inf


options(old_opts)
# }