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Get a draw of only the predicted elements of the nowcast vector

Usage

get_nowcast_pred_draw(
  point_nowcast_matrix,
  reporting_triangle,
  dispersion,
  fun_to_aggregate = sum,
  k = 1
)

Arguments

point_nowcast_matrix

Matrix of point nowcast predictions and observations, with rows representing the reference times and columns representing the delays.

reporting_triangle

Matrix of the reporting triangle, with rows representing the time points of reference and columns representing the delays. Can be a reporting matrix or incomplete reporting matrix. Can also be a ragged reporting triangle, where multiple columns are reported for the same row. (e.g. weekly reporting of daily data).

dispersion

Vector of dispersion parameters indexed by horizon from minus one to the maximum delay.

fun_to_aggregate

Function that will operate along the nowcast vectors after summing across delays. Eventually, we can add things like mean, but for now since we are only providing a negative binomial observation model, we can only allow sum. Currently supported functions: sum.

k

Integer indicating the number of reference times to apply the fun_to_aggregate over to create target used to compute the nowcast errors.

Value

Vector of predicted draws at each reference time, for all reference times in the input point_nowcast_matrix.

Examples

point_nowcast_matrix <- matrix(
  c(
    80, 50, 25, 10,
    100, 50, 30, 20,
    90, 45, 25, 16.8,
    80, 40, 21.2, 19.5,
    70, 34.5, 15.4, 9.1
  ),
  nrow = 5,
  byrow = TRUE
)
reporting_triangle <- generate_triangle(point_nowcast_matrix)
disp <- c(0.8, 12.4, 9.1)
nowcast_pred_draw <- get_nowcast_pred_draw(
  point_nowcast_matrix,
  reporting_triangle,
  disp
)
nowcast_pred_draw
#> [1]  0  0 34 46  1

# Get draws on the rolling sum
nowcast_pred_draw_agg <- get_nowcast_pred_draw(
  point_nowcast_matrix,
  reporting_triangle,
  disp,
  fun_to_aggregate = sum,
  k = 2
)
nowcast_pred_draw_agg
#> [1]  0  0 12 59  0