Package 'epinowcast'

Title: Flexible Hierarchical Nowcasting
Description: Tools to enable flexible and efficient hierarchical nowcasting of right-truncated epidemiological time-series using a semi-mechanistic Bayesian model with support for a range of reporting and generative processes. Nowcasting, in this context, is gaining situational awareness using currently available observations and the reporting patterns of historical observations. This can be useful when tracking the spread of infectious disease in real-time: without nowcasting, changes in trends can be obfuscated by partial reporting or their detection may be delayed due to the use of simpler methods like truncation. While the package has been designed with epidemiological applications in mind, it could be applied to any set of right-truncated time-series count data.
Authors: Sam Abbott [aut, cre] , Adrian Lison [aut] , Sebastian Funk [aut], Carl Pearson [aut] , Hugo Gruson [aut] , Felix Guenther [aut] , Michael DeWitt [aut] , Hannah Choi [ctb], Pratik Gupte [ctb] , Joel Hellewell [ctb] , Luis Rivas [ctb], Sang Woo Park [ctb] , Nathan McIntosh [ctb], James Mba Azam [ctb] , Kath Sherratt [ctb] , Nikos Bosse [ctb]
Maintainer: Sam Abbott <[email protected]>
License: MIT + file LICENSE
Version: 0.3.0
Built: 2024-08-10 05:03:18 UTC
Source: https://github.com/epinowcast/epinowcast

Help Index


Add maximum observed delay

Description

This function calculates and adds the maximum observed delay for each group and reference date in the provided dataset. It first checks the validity of the observation indicator and then computes the maximum delay. If an observation indicator is provided, it further adjusts the maximum observed delay for unobserved data to be negative 1 (indicating no maximum observed).

Usage

add_max_observed_delay(new_confirm, observation_indicator = NULL)

Arguments

new_confirm

A data.table containing the columns: "reference_date", "delay", ".group", "new_confirm", and "max_obs_delay". As produced by enw_preprocess_data() in the new_confirm output with the addition of the "max_obs_delay" column as produced by add_max_observed_delay().

observation_indicator

A character string specifying the column name in new_confirm that indicates whether an observation is observed or not. This column should be a logical vector. If NULL (default), all observations are considered observed.

Value

A data.table with the original columns of new_confirm and an additional "max_obs_delay" column representing the maximum observed delay for each group and reference date. If an observation indicator is provided, unobserved data will have a "max_obs_delay" value of -1.

See Also

Helper functions for model modules add_pmfs(), convolution_matrix(), enw_reference_by_report(), enw_reps_with_complete_refs(), extract_obs_metadata(), extract_sparse_matrix(), latest_obs_as_matrix(), simulate_double_censored_pmf()


Add probability mass functions

Description

This function allows the addition of probability mass functions (PMFs) to produce a new PMF. This is useful for example in the context of reporting delays where the PMF of the sum of two Poisson distributions is the convolution of the PMFs.

Usage

add_pmfs(pmfs)

Arguments

pmfs

A list of vectors describing the probability mass functions to

Value

A vector describing the probability mass function of the sum of the

See Also

Helper functions for model modules add_max_observed_delay(), convolution_matrix(), enw_reference_by_report(), enw_reps_with_complete_refs(), extract_obs_metadata(), extract_sparse_matrix(), latest_obs_as_matrix(), simulate_double_censored_pmf()

Examples

# Sample and analytical PMFs for two Poisson distributions
x <- rpois(10000, 5)
xpmf <- dpois(0:20, 5)
y <- rpois(10000, 7)
ypmf <- dpois(0:20, 7)
# Add sampled Poisson distributions up to get combined distribution
z <- x + y
# Analytical convolution of PMFs
conv_pmf <- add_pmfs(list(xpmf, ypmf))
conv_cdf <- cumsum(conv_pmf)
# Empirical convolution of PMFs
cdf <- ecdf(z)(0:42)
# Compare sampled and analytical CDFs
plot(conv_cdf)
lines(cdf, col = "black")

Internal function to perform rolling sum aggregation

Description

This function takes a data.table and applies a rolling sum over a given timestep, aggregating by specified columns. It's particularly useful for aggregating observations over certain periods.

Usage

aggregate_rolling_sum(dt, internal_timestep, by = NULL)

Arguments

dt

A data.table to be aggregated.

internal_timestep

An integer indicating the period over which to aggregate.

by

A character vector specifying the columns to aggregate by.

Value

A modified data.table with aggregated observations.

See Also

Utility functions coerce_date(), coerce_dt(), date_to_numeric_modulus(), get_internal_timestep(), is.Date(), stan_fns_as_string()


Converts formulas to strings

Description

Converts formulas to strings

Usage

as_string_formula(formula)

Arguments

formula

A model formula that may use standard fixed effects, random effects using lme4 syntax (see re()), and random walks defined using the rw() helper function.

Value

A character string of the supplied formula

See Also

Functions used to help convert formulas into model designs construct_re(), construct_rw(), enw_formula(), enw_manual_formula(), parse_formula(), remove_rw_terms(), re(), rw_terms(), rw(), split_formula_to_terms()

Examples

epinowcast:::as_string_formula(~ 1 + age_group)

Check calendar timestep

Description

This function verifies if the difference in calendar dates in the provided observations corresponds to the provided timestep of "month".

Usage

check_calendar_timestep(dates, date_var, exact = TRUE)

Arguments

dates

Vector of Date class representing dates.

date_var

The variable in obs representing dates.

exact

Logical, if ⁠TRUE``, checks if all differences exactly match the timestep. If ⁠FALSE“, checks if the sum of the differences modulo the timestep equals zero. Default is TRUE.

Value

This function is used for its side effect of stopping if the check fails. If the check passes, the function returns invisibly.

See Also

Functions used for checking inputs check_group_date_unique(), check_group(), check_max_delay(), check_modules_compatible(), check_module(), check_numeric_timestep(), check_observation_indicator(), check_quantiles(), check_timestep_by_date(), check_timestep_by_group(), check_timestep()


Check observations for reserved grouping variables

Description

Check observations for reserved grouping variables

Usage

check_group(obs)

Arguments

obs

An object that will be coerce_dtd in place, that does not contain .group, .old_group, or .new_group. These are reserved names.

Value

The obs object, which will be modifiable in place.

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_max_delay(), check_modules_compatible(), check_module(), check_numeric_timestep(), check_observation_indicator(), check_quantiles(), check_timestep_by_date(), check_timestep_by_group(), check_timestep()


Check observations for uniqueness of grouping variables with respect to reference_date and report_date

Description

This function checks that the input data is stratified by reference_date, report_date, and .group. It does this by counting the number of observations for each combination of these variables, and throwing a warning if any combination has more than one observation.

Usage

check_group_date_unique(obs)

Arguments

obs

An object that will be coerce_dtd in place, that contains .group, reference_date, and report_date columns.

See Also

Functions used for checking inputs check_calendar_timestep(), check_group(), check_max_delay(), check_modules_compatible(), check_module(), check_numeric_timestep(), check_observation_indicator(), check_quantiles(), check_timestep_by_date(), check_timestep_by_group(), check_timestep()


Check appropriateness of maximum delay

Description

Check if maximum delay specified by the user is long enough and raise potential warnings. This is achieved by computing the share of reference dates where the cumulative case count is below some aspired coverage.

Usage

check_max_delay(
  data,
  max_delay = data$max_delay,
  cum_coverage = 0.8,
  maxdelay_quantile_outlier = 0.97,
  warn = TRUE,
  warn_internal = FALSE
)

Arguments

data

Output from enw_preprocess_data().

max_delay

The maximum number of days to model in the delay distribution. Must be an integer greater than or equal to 1. Observations with delays larger then the maximum delay will be dropped. If the specified maximum delay is too short, nowcasts can be biased as important parts of the true delay distribution are cut off. At the same time, computational cost scales non-linearly with this setting, so you want the maximum delay to be as long as necessary, but not much longer. Consider what delays are realistic for your application, and when in doubt, check if increasing the maximum delay noticeably changes the delay distribution or nowcasts as estimated by epinowcast. If it does, your maximum delay may still be too short. Note that delays are zero indexed and so include the reference date and max_delay - 1 other days (i.e. a max_delay of 1 corresponds to no delay). You can use check_max_delay() to check the coverage of a delay distribution for different maximum delays.

cum_coverage

The aspired percentage of cases that the maximum delay should cover. Defaults to 0.8 (80%).

maxdelay_quantile_outlier

Only reference dates sufficiently far in the past, determined based on the maximum observed delay, are included (see details). Instead of the overall maximum observed delay, a quantile of the maximum observed delay over all reference dates is used. This is more robust against outliers. Defaults to 0.97 (97%).

warn

Should a warning be issued if the cumulative case count is below cum_coverage for the majority of reference dates?

warn_internal

Should only be TRUE if this function is called internally by another epinowcast function. Then, warnings are adjusted to avoid confusing the user.

Details

The coverage is with respect to the maximum observed case count for the corresponding reference date. As the maximum observed case count is likely smaller than the true overall case count for not yet fully observed reference dates (due to right truncation), only reference dates that are more than the maximum observed delay ago are included. Still, because we can only use the maximum observed delay, not the unknown true maximum delay, the computed coverage values should be interpreted with care, as they are only proxies for the true coverage.

Value

A data.table with the share of reference dates where the cumulative case count is below cum_coverage, stratified by group.

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_group(), check_modules_compatible(), check_module(), check_numeric_timestep(), check_observation_indicator(), check_quantiles(), check_timestep_by_date(), check_timestep_by_group(), check_timestep()

Examples

pobs <- enw_example(type = "preprocessed_observations")
check_max_delay(pobs, max_delay = 20, cum_coverage = 0.8)

Check a model module contains the required components

Description

Check a model module contains the required components

Usage

check_module(module)

Arguments

module

A model module. For example enw_expectation().

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_group(), check_max_delay(), check_modules_compatible(), check_numeric_timestep(), check_observation_indicator(), check_quantiles(), check_timestep_by_date(), check_timestep_by_group(), check_timestep()


Check that model modules have compatible specifications

Description

Check that model modules have compatible specifications

Usage

check_modules_compatible(modules)

Arguments

modules

A list of model modules.

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_group(), check_max_delay(), check_module(), check_numeric_timestep(), check_observation_indicator(), check_quantiles(), check_timestep_by_date(), check_timestep_by_group(), check_timestep()


Check Numeric Timestep

Description

This function verifies if the difference in numeric dates in the provided observations corresponds to the provided timestep.

Usage

check_numeric_timestep(dates, date_var, timestep, exact = TRUE)

Arguments

dates

Vector of Date class representing dates.

date_var

The variable in obs representing dates.

timestep

Numeric timestep for date difference.

exact

Logical, if ⁠TRUE``, checks if all differences exactly match the timestep. If ⁠FALSE“, checks if the sum of the differences modulo the timestep equals zero. Default is TRUE.

Value

This function is used for its side effect of stopping if the check fails. If the check passes, the function returns invisibly.

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_group(), check_max_delay(), check_modules_compatible(), check_module(), check_observation_indicator(), check_quantiles(), check_timestep_by_date(), check_timestep_by_group(), check_timestep()


Check observation indicator

Description

This function verifies if the observation_indicator within the provided new_confirm observations is logical. The check is performed to ensure that the observation_indicator is of the correct type.

Usage

check_observation_indicator(new_confirm, observation_indicator = NULL)

Arguments

new_confirm

A data frame containing the observations to be checked.

observation_indicator

A character string specifying the column name in new_confirm that represents the observation indicator. This column should be of logical type. If NULL, no check is performed.

Value

This function is used for its side effect of checking the observation indicator in new_confirm. If the check passes, the function returns invisibly. Otherwise, it stops and returns an error message.

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_group(), check_max_delay(), check_modules_compatible(), check_module(), check_numeric_timestep(), check_quantiles(), check_timestep_by_date(), check_timestep_by_group(), check_timestep()


Check required quantiles are present

Description

Check required quantiles are present

Usage

check_quantiles(posterior, req_probs = c(0.5, 0.95, 0.2, 0.8))

Arguments

posterior

A data.table that will be coerce_dt()d in place; must contain quantiles identified using the q5 naming scheme.

req_probs

A numeric vector of required probabilities. Default: c(0.5, 0.95, 0.2, 0.8).

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_group(), check_max_delay(), check_modules_compatible(), check_module(), check_numeric_timestep(), check_observation_indicator(), check_timestep_by_date(), check_timestep_by_group(), check_timestep()


Check timestep

Description

This function verifies if the difference in dates in the provided observations corresponds to the provided timestep. If the exact argument is set to TRUE, the function checks if all differences exactly match the timestep; otherwise, it checks if the sum of the differences modulo the timestep equals zero. If the check fails, the function stops and returns an error message.

Usage

check_timestep(
  obs,
  date_var,
  timestep = "day",
  exact = TRUE,
  check_nrow = TRUE
)

Arguments

obs

Any of the types supported by data.table::as.data.table().

date_var

The variable in obs representing dates.

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

exact

Logical, if ⁠TRUE``, checks if all differences exactly match the timestep. If ⁠FALSE“, checks if the sum of the differences modulo the timestep equals zero. Default is TRUE.

check_nrow

Logical, if TRUE, checks if there are at least two observations. Default is TRUE. If FALSE, the function returns invisibly if there is only one observation.

Value

This function is used for its side effect of stopping if the check fails. If the check passes, the function returns invisibly.

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_group(), check_max_delay(), check_modules_compatible(), check_module(), check_numeric_timestep(), check_observation_indicator(), check_quantiles(), check_timestep_by_date(), check_timestep_by_group()


Check timestep by date

Description

This function verifies if the difference in dates within each date in the provided observations corresponds to the provided timestep. This check is performed for both report_date and reference_date and for each group in obs.

Usage

check_timestep_by_date(obs, timestep = "day", exact = TRUE)

Arguments

obs

Any of the types supported by data.table::as.data.table().

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

exact

Logical, if ⁠TRUE``, checks if all differences exactly match the timestep. If ⁠FALSE“, checks if the sum of the differences modulo the timestep equals zero. Default is TRUE.

Value

This function is used for its side effect of checking the timestep by date in obs. If the check passes for all dates, the function returns invisibly. Otherwise, it stops and returns an error message.

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_group(), check_max_delay(), check_modules_compatible(), check_module(), check_numeric_timestep(), check_observation_indicator(), check_quantiles(), check_timestep_by_group(), check_timestep()


Check timestep by group

Description

This function verifies if the difference in dates within each group in the provided observations corresponds to the provided timestep. This check is performed for the specified date_var and for each group in obs.

Usage

check_timestep_by_group(obs, date_var, timestep = "day", exact = TRUE)

Arguments

obs

Any of the types supported by data.table::as.data.table().

date_var

The variable in obs representing dates.

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

exact

Logical, if ⁠TRUE``, checks if all differences exactly match the timestep. If ⁠FALSE“, checks if the sum of the differences modulo the timestep equals zero. Default is TRUE.

Value

This function is used for its side effect of checking the timestep by group in obs. If the check passes for all groups, the function returns invisibly. Otherwise, it stops and returns an error message.

See Also

Functions used for checking inputs check_calendar_timestep(), check_group_date_unique(), check_group(), check_max_delay(), check_modules_compatible(), check_module(), check_numeric_timestep(), check_observation_indicator(), check_quantiles(), check_timestep_by_date(), check_timestep()


Coerce Dates

Description

Provides consistent coercion of inputs to IDate with error handling

Usage

coerce_date(dates = NULL)

Arguments

dates

A vector-like input, which the function attempts to coerce via data.table::as.IDate(). Defaults to NULL.

Details

If any of the elements of dates cannot be coerced, this function will result in an error, indicating all indices which cannot be coerced to IDate.

Internal methods of epinowcast assume dates are represented as IDate.

Value

An IDate vector.

See Also

Utility functions aggregate_rolling_sum(), coerce_dt(), date_to_numeric_modulus(), get_internal_timestep(), is.Date(), stan_fns_as_string()

Examples

# works
coerce_date(c("2020-05-28", "2020-05-29"))
# does not, indicates index 2 is problem
tryCatch(
  coerce_date(c("2020-05-28", "2020-o5-29")),
  error = function(e) {
    print(e)
  }
)

Coerce data.tables

Description

Provides consistent coercion of inputs to data.table with error handling, column checking, and optional selection.

Usage

coerce_dt(
  data,
  select = NULL,
  required_cols = select,
  forbidden_cols = NULL,
  group = FALSE,
  dates = FALSE,
  copy = TRUE,
  msg_required = "The following columns are required: ",
  msg_forbidden = "The following columns are forbidden: "
)

Arguments

data

Any of the types supported by data.table::as.data.table()

select

An optional character vector of columns to return; unchecked n.b. it is an error to include ".group"; use group argument for that

required_cols

An optional character vector of required columns

forbidden_cols

An optional character vector of forbidden columns

group

A logical; ensure the presence of a .group column?

dates

A logical; ensure the presence of report_date and reference_date? If TRUE (default), those columns will be coerced with data.table::as.IDate().

copy

A logical; if TRUE (default), a new data.table is returned

msg_required

A character string; for required_cols-related error message

msg_forbidden

A character string; for forbidden_cols-related error message

Details

This function provides a single-point function for getting a "local" version of data provided by the user, in the internally used data.table format. It also enables selectively copying versus not, as well as checking for the presence and/or absence of various columns.

While it is intended to address garbage in from the user, it does not generally attempt to address garbage in from the developer - e.g. if asking for overlapping required and forbidden columns (though that will lead to an always-error condition).

Value

A data.table; the returned object will be a copy, unless copy = FALSE, in which case modifications are made in-place

See Also

Utility functions aggregate_rolling_sum(), coerce_date(), date_to_numeric_modulus(), get_internal_timestep(), is.Date(), stan_fns_as_string()


Constructs random effect terms

Description

Constructs random effect terms

Usage

construct_re(re, data)

Arguments

re

A random effect as defined using re() which itself takes random effects specified in a model formula using the lme4 syntax.

data

A data.frame of observations used to define the random effects. Must contain the variables specified in the re() term.

Value

A list containing the transformed data ("data"), fixed effects terms ("terms") and a data.frame specifying the random effect structure between these terms (effects). Note that if the specified random effect was not a factor it will have been converted into one.

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_rw(), enw_formula(), enw_manual_formula(), parse_formula(), remove_rw_terms(), re(), rw_terms(), rw(), split_formula_to_terms()

Examples

# Simple examples
form <- epinowcast:::parse_formula(~ 1 + (1 | day_of_week))
data <- enw_example("prepr")$metareference[[1]]
random_effect <- re(form$random[[1]])
epinowcast:::construct_re(random_effect, data)

# A more complex example
form <- epinowcast:::parse_formula(
  ~ 1 + disp + (1 + gear | cyl) + (0 + wt | am)
)
random_effect <- re(form$random[[1]])
epinowcast:::construct_re(random_effect, mtcars)

random_effect2 <- re(form$random[[2]])
epinowcast:::construct_re(random_effect2, mtcars)

Constructs random walk terms

Description

This function takes random walks as defined by rw(), produces the required additional variables (denoted using a "c" prefix and constructed using enw_add_cumulative_membership()), and then returns the extended data.frame along with the new fixed effects and the random effect structure.

Usage

construct_rw(rw, data)

Arguments

rw

A random walk term as defined by rw().

data

A data.frame of observations used to define the random walk term. Must contain the time and grouping variables defined in the rw() term specified.

Value

A list containing the following:

  • data: The input data.frame with the addition of the new variables required by the specified random walk. These are added using enw_add_cumulative_membership(). -terms: A character vector of new fixed effects terms to add to a model formula.

  • effects: A data.frame describing the random effect structure of the new effects.

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_re(), enw_formula(), enw_manual_formula(), parse_formula(), remove_rw_terms(), re(), rw_terms(), rw(), split_formula_to_terms()

Examples

data <- enw_example("preproc")$metareference[[1]]

epinowcast:::construct_rw(rw(week), data)

epinowcast:::construct_rw(rw(week, day_of_week), data)

Construct a convolution matrix

Description

This function allows the construction of convolution matrices which can be be combined with a vector of primary events to produce a vector of secondary events for example in the form of a renewal equation or to simulate reporting delays. Time-varying delays are supported as well as distribution padding (to allow for use in renewal equation like approaches).

Usage

convolution_matrix(dist, t, include_partial = FALSE)

Arguments

dist

A vector of list of vectors describing the distribution to be convolved as a probability mass function.

t

Integer value indicating the number of time steps to convolve over.

include_partial

Logical, defaults to FALSE. If TRUE, the convolution include partially complete secondary events.

Value

A matrix with each column indicating a primary event and each row indicating a secondary event.

See Also

Helper functions for model modules add_max_observed_delay(), add_pmfs(), enw_reference_by_report(), enw_reps_with_complete_refs(), extract_obs_metadata(), extract_sparse_matrix(), latest_obs_as_matrix(), simulate_double_censored_pmf()

Examples

# Simple convolution matrix with a static distribution
convolution_matrix(c(1, 2, 3), 10)
# Include partially reported convolutions
convolution_matrix(c(1, 2, 3), 10, include_partial = TRUE)
# Use a list of distributions
convolution_matrix(rep(list(c(1, 2, 3)), 10), 10)
# Use a time-varying list of distributions
convolution_matrix(c(rep(list(c(1, 2, 3)), 10), list(c(4, 5, 6))), 11)

Convert date column to numeric and calculate its modulus with given timestep.

Description

This function processes a date column in a data.table, converting it to a numeric representation and then computing the modulus with the provided timestep.

Usage

date_to_numeric_modulus(dt, date_column, timestep)

Arguments

dt

A data.table.

date_column

A character string representing the name of the date column in dt.

timestep

An integer representing the internal timestep.

Value

A modified data.table with two new columns: one for the numeric representation of the date minus the minimum date and another for its modulus with the timestep.

See Also

Utility functions aggregate_rolling_sum(), coerce_date(), coerce_dt(), get_internal_timestep(), is.Date(), stan_fns_as_string()


Calculate cumulative reported cases from incidence of new reports

Description

Calculate cumulative reported cases from incidence of new reports

Usage

enw_add_cumulative(obs, by = NULL, copy = TRUE)

Arguments

obs

A data.frame containing at least the following variables: ⁠reference date⁠ (index date of interest), report_date (report date for observations), and new_confirm (incident observations by reference and report date).

by

A character vector describing the stratification of observations. This defaults to no grouping. This should be used when modelling multiple time series in order to identify them for downstream modelling

copy

Should obs be copied (default) or modified in place?

Value

The input data.frame with a new variable confirm.

See Also

Data converters enw_add_incidence(), enw_aggregate_cumulative(), enw_cumulative_to_incidence(), enw_incidence_to_cumulative(), enw_incidence_to_linelist(), enw_linelist_to_incidence()

Examples

# Default reconstruct incidence
dt <- germany_covid19_hosp[location == "DE"][age_group == "00+"]
dt <- enw_add_incidence(dt)
dt <- dt[, confirm := NULL]
enw_add_cumulative(dt)

# Make use of maximum reported to calculate empirical daily reporting
enw_add_cumulative(dt)

Add a cumulative membership effect to a data.frame

Description

This function adds a cumulative membership effect to a data frame. This is useful for specifying models such as random walks (using rw()) where these features can be used in the design matrix with the appropriate formula. Supports grouping via the optional .group column. Note that cumulative membership is indexed to start with zero (i.e. the first observation is assigned a cumulative membership of zero).

Usage

enw_add_cumulative_membership(metaobs, feature, copy = TRUE)

Arguments

metaobs

A data.frame with a column named feature that contains a numeric vector of values.

feature

The name of the column in metaobs that contains the numeric vector of values.

copy

Should metaobs be copied (default) or modified in place?

Value

A data.frame with a new columns ⁠cfeature$⁠ that contain the cumulative membership effect for each value of feature. For example if the original feature was week (with numeric entries ⁠1, 2, 3⁠) then the new columns will be cweek1, cweek2, and cweek3.

See Also

Functions used to formulate models enw_add_pooling_effect(), enw_design(), enw_effects_metadata(), enw_one_hot_encode_feature()

Examples

metaobs <- data.frame(week = 1:2)
enw_add_cumulative_membership(metaobs, "week")

metaobs <- data.frame(week = 1:3, .group = c(1,1,2))
enw_add_cumulative_membership(metaobs, "week")

Add a delay variable to the observations

Description

This helper function takes a data.frame or data.table of observations and adds the delay (numeric, in days) between reference_date and report_date for each observation.

Usage

enw_add_delay(obs, timestep = "day", copy = TRUE)

Arguments

obs

A data.frame containing at least the following variables: ⁠reference date⁠ (index date of interest), report_date (report date for observations), and confirm (cumulative observations by reference and report date).

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

copy

Should obs be copied (default) or modified in place?

Value

A data.table of observations with a new column delay.

See Also

Preprocessing functions enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

obs <- data.frame(report_date = as.Date("2021-01-01") + -2:0)
obs$reference_date <- as.Date("2021-01-01")
enw_add_delay(obs)

Calculate incidence of new reports from cumulative reports

Description

Calculate incidence of new reports from cumulative reports

Usage

enw_add_incidence(obs, set_negatives_to_zero = TRUE, by = NULL, copy = TRUE)

Arguments

obs

A data.frame containing at least the following variables: ⁠reference date⁠ (index date of interest), report_date (report date for observations), and confirm (cumulative observations by reference and report date).

set_negatives_to_zero

Logical, defaults to TRUE. Should negative counts (for calculated incidence of observations) be set to zero? Currently downstream modelling does not support negative counts and so setting must be TRUE if intending to use epinowcast().

by

A character vector describing the stratification of observations. This defaults to no grouping. This should be used when modelling multiple time series in order to identify them for downstream modelling

copy

Should obs be copied (default) or modified in place?

Value

The input data.frame with a new variable new_confirm. If max_confirm is present in the data.frame, then the proportion reported on each day (prop_reported) will also be added.

See Also

Data converters enw_add_cumulative(), enw_aggregate_cumulative(), enw_cumulative_to_incidence(), enw_incidence_to_cumulative(), enw_incidence_to_linelist(), enw_linelist_to_incidence()

Examples

# Default reconstruct incidence
dt <- germany_covid19_hosp[location == "DE"][age_group == "00+"]
enw_add_incidence(dt)

# Make use of maximum reported to calculate empirical daily reporting
dt <- enw_add_max_reported(dt)
enw_add_incidence(dt)

Add latest observations to nowcast output

Description

Add the latest observations to the nowcast output. This is useful for plotting the nowcast against the latest observations.

Usage

enw_add_latest_obs_to_nowcast(nowcast, obs)

Arguments

nowcast

A data.frame of nowcast output from enw_nowcast_summary().

obs

An observation data.frame containing reference_date columns of the same length as the number of rows in the posterior and the most up to date observation for each date. This is used to align the posterior with the observations. The easiest source of this data is the output of latest output of enw_preprocess_data() or enw_latest_data().

Value

A data.frame of nowcast output with the latest observations added.

See Also

Functions used for postprocessing of model fits enw_nowcast_samples(), enw_nowcast_summary(), enw_posterior(), enw_pp_summary(), enw_quantiles_to_long(), enw_summarise_samples()

Examples

fit <- enw_example("nowcast")
obs <- enw_example("obs")
nowcast <- summary(fit, type = "nowcast")
enw_add_latest_obs_to_nowcast(nowcast, obs)

Add the maximum number of reported cases for each reference_date

Description

This is a helper function which adds the maximum (in the sense of latest observed) number of reported cases for each reference_date and computes the proportion of already reported cases for each combination of reference_date and report_date.

Usage

enw_add_max_reported(obs, copy = TRUE)

Arguments

obs

A data.frame containing at least the following variables: ⁠reference date⁠ (index date of interest), report_date (report date for observations), and confirm (cumulative observations by reference and report date).

copy

Should obs be copied (default) or modified in place?

Value

A data.table with new columns max_confirm and cum_prop_reported. max_confirm is the maximum number of cases reported for a certain reference_date. cum_prop_reported is the proportion of cases for a certain reference_date that are reported until a given report_day, relative to all cases so far observed for this reference_date.

See Also

Preprocessing functions enw_add_delay(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

obs <- data.frame(report_date = as.Date("2021-01-01") + 0:2)
obs$reference_date <- as.Date("2021-01-01")
obs$confirm <- 1:3
enw_add_max_reported(obs)

Add common metadata variables

Description

If not already present, annotates time series data with metadata commonly used in models: day of week, and days, weeks, and months since start of time series.

Usage

enw_add_metaobs_features(
  metaobs,
  holidays = NULL,
  holidays_to = "Sunday",
  datecol = "date"
)

Arguments

metaobs

Raw data, coercible via data.table::as.data.table(). Coerced object must have Dates column corresponding to datecol name.

holidays

a (potentially empty) vector of dates (or input coercible to such; see coerce_date()). The day_of_week column will be set to holidays_to for these dates.

holidays_to

A character string to assign to holidays, when holidays argument non-empty. Replaces the day_of_week column value

datecol

The column in metaobs corresponding to pertinent dates.

Details

Effects models often need to include covariates for time-based features, such as day of the week (e.g. to reflect different care-seeking and/or reporting behaviour).

This function is called from within enw_preprocess_data() to systematically annotate metaobs with these commonly used metadata, if not already present.

However, it can also be used directly on other data.

Value

A copy of the metaobs input, with additional columns:

  • day_of_week, a factor of values as output from weekdays() and possibly as holiday_to if distinct from weekdays values

  • day, numeric, 0 based from start of time series

  • week, numeric, 0 based from start of time series

  • month, numeric, 0 based from start of time series

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

# make some example date
nat_germany_hosp <- subset(
  germany_covid19_hosp,
  location == "DE" & age_group == "80+"
)[1:40]

basemeta <- enw_add_metaobs_features(
  nat_germany_hosp,
  datecol = "report_date"
)
basemeta

# with holidays - n.b.: holidays not found are silently ignored
holidaymeta <- enw_add_metaobs_features(
  nat_germany_hosp,
  datecol = "report_date",
  holidays = c(
    "2021-04-04", "2021-04-05",
    "2021-05-01", "2021-05-13",
    "2021-05-24"
  ),
  holidays_to = "Holiday"
)
holidaymeta
subset(holidaymeta, day_of_week == "Holiday")

Add a pooling effect to model design metadata

Description

This function adds a pooling effect to the metadata returned by enw_effects_metadata(). It does this updating the fixed column to 0 for the effects that match the string argument and adding a new column var_name that is 1 for the effects that match the string argument and 0 otherwise.

Usage

enw_add_pooling_effect(effects, var_name = "sd", finder_fn = startsWith, ...)

Arguments

effects

A data.table with the following columns:

  • effects: the name of the effect

  • fixed: a logical indicating whether the effect is fixed (1) or random (0).

This is the output of enw_effects_metadata().

var_name

The name of the new column that will be added to the effects data.table. This column will be 1 for the effects that match the string and 0 otherwise. Defaults to 'sd'.

finder_fn

A function that will be used to find the effects that match the string. Defaults to startsWith(). This can be any function that takes a character as it's first argument (the effects$effects column) and then any other other arguments in ... and returns a logical vector indicating whether the effects were matched.

...

Additional arguments to finder_fn. E.g. for the finder_fn = startsWith default, this should be prefix = "somestring".

Value

A data.table with the following columns:

  • effects: the name of the effect

  • fixed: a logical indicating whether the effect is fixed (1) or random (0).

  • Argument supplied to var_name: a logical indicating whether the effect should be pooled (1) or not (0).

See Also

Functions used to formulate models enw_add_cumulative_membership(), enw_design(), enw_effects_metadata(), enw_one_hot_encode_feature()

Examples

data <- data.frame(a = 1:3, b = as.character(1:3), c = c(1,1,2))
design <- enw_design(a ~ b + c, data)$design
effects <- enw_effects_metadata(design)
enw_add_pooling_effect(effects, prefix = "b")

Aggregate observations over a given timestep for both report and reference dates.

Description

This function aggregates observations over a specified timestep, ensuring alignment on the same day of week for report and reference dates. It is useful for aggregating data to a weekly timestep, for example which may be desirable if testing using a weekly timestep or if you are very concerned about runtime. Note that the start of the timestep will be determined by min_date + a single timestep (i.e. the first timestep will be "2022-10-23" if the minimum reference date is "2022-10-16").

Usage

enw_aggregate_cumulative(
  obs,
  timestep = "day",
  by = NULL,
  min_reference_date = min(obs$reference_date, na.rm = TRUE),
  copy = TRUE
)

Arguments

obs

An object coercible to a data.table (such as a data.frame) which must have a new_confirm numeric column, and report_date and reference_date date columns. The input must have a timestep of a day and be complete. See enw_complete_dates() for more information. If NA values are present in the confirm column then these will be set to zero before aggregation this may not be desirable if this missingness is meaningful.

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

by

A character vector of variables to also aggregate by (i.e. as well as using the reference_date and report_date). If not supplied then the function will aggregate by just the reference_date and report_date.

min_reference_date

The minimum reference date to start the aggregation from. Note that the timestep will start from the minimum reference date + a single time step (i.e. the first timestep will be "2022-10-23" if the minimum reference date is "2022-10-16"). The default is the minimum reference date in the obs object. Other sensible values would be the minimum report date in the obs object + 1 day if reporting is already weekly and you wish to ensure that the timestep of the output matches the reporting timestep.

copy

Should obs be copied (default) or modified in place?

Value

A data.table with aggregated observations.

See Also

Data converters enw_add_cumulative(), enw_add_incidence(), enw_cumulative_to_incidence(), enw_incidence_to_cumulative(), enw_incidence_to_linelist(), enw_linelist_to_incidence()

Examples

nat_hosp <- germany_covid19_hosp[location == "DE"][age_group == "00+"]
enw_aggregate_cumulative(nat_hosp, timestep = "week")

Assign a group to each row of a data.table

Description

Assign a group to each row of a data.table. If by is specified, then each unique combination of the columns in by will be assigned a unique group. If by is not specified, then all rows will be assigned to the same group.

Usage

enw_assign_group(obs, by = NULL, copy = TRUE)

Arguments

obs

A data.table or data.frame without a .group column.

by

A character vector of column names to group by. Defaults to an empty vector.

copy

A logical; make a copy (default) of obs or modify it in place?

Value

A data.table with a .group column added ordered by .group and the existing key of obs.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

obs <- data.frame(x = 1:3, y = 1:3)
enw_assign_group(obs)
enw_assign_group(obs, by = "x")

Complete missing reference and report dates

Description

Ensures that all reference and report dates are present for all groups based on the maximum and minimum dates found in the data. This function may be of use to users when preprocessing their data. In general all features that you may consider using as grouping variables or as covariates need to be included in the by variable.

Usage

enw_complete_dates(
  obs,
  by = NULL,
  max_delay,
  min_date = min(obs$reference_date, na.rm = TRUE),
  max_date = max(obs$report_date, na.rm = TRUE),
  timestep = "day",
  missing_reference = TRUE,
  completion_beyond_max_report = FALSE,
  flag_observation = FALSE
)

Arguments

obs

A data.frame containing at least the following variables: ⁠reference date⁠ (index date of interest), report_date (report date for observations), and confirm (cumulative observations by reference and report date).

by

A character vector describing the stratification of observations. This defaults to no grouping. This should be used when modelling multiple time series in order to identify them for downstream modelling

max_delay

The maximum number of days to model in the delay distribution. Must be an integer greater than or equal to 1. Observations with delays larger then the maximum delay will be dropped. If the specified maximum delay is too short, nowcasts can be biased as important parts of the true delay distribution are cut off. At the same time, computational cost scales non-linearly with this setting, so you want the maximum delay to be as long as necessary, but not much longer. Consider what delays are realistic for your application, and when in doubt, check if increasing the maximum delay noticeably changes the delay distribution or nowcasts as estimated by epinowcast. If it does, your maximum delay may still be too short. Note that delays are zero indexed and so include the reference date and max_delay - 1 other days (i.e. a max_delay of 1 corresponds to no delay). You can use check_max_delay() to check the coverage of a delay distribution for different maximum delays.

min_date

The minimum date to include in the data. Defaults to the minimum reference date found in the data.

max_date

The maximum date to include in the data. Defaults to the maximum report date found in the data.

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

missing_reference

Logical, should entries for cases with missing reference date be completed as well?, Default: TRUE

completion_beyond_max_report

Logical, should entries be completed beyond the maximum date found in the data? Default: FALSE

flag_observation

Logical, should observations that have been imputed as missing be flagged as not observed?. Makes use of enw_flag_observed_observations() to add a .observed logical vector which indicates if observations have been imputed. This vector can then be passed to the observation_indicator argument of enw_obs() to control if these observations are used in the likelihood. Default: FALSE

Value

A data.table with completed entries for all combinations of reference dates, groups and possible report dates.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

obs <- data.frame(
  report_date = c("2021-10-01", "2021-10-03"), reference_date = "2021-10-01",
  confirm = 1
)
enw_complete_dates(obs)

# Allow completion beyond the maximum date found in the data
enw_complete_dates(obs, completion_beyond_max_report = TRUE, max_delay = 10)

Construct preprocessed data

Description

This function is used internally by enw_preprocess_data() to combine various pieces of processed observed data into a single object. It is exposed to the user in order to allow for modular data preprocessing though this is not currently recommended. See documentation and code of enw_preprocess_data() for more on the expected inputs.

Usage

enw_construct_data(
  obs,
  new_confirm,
  latest,
  missing_reference,
  reporting_triangle,
  metareport,
  metareference,
  metadelay,
  max_delay,
  timestep,
  by
)

Arguments

obs

Observations with the addition of empirical reporting proportions and and restricted to the specified maximum delay.

new_confirm

Incidence of notifications by reference and report date. Empirical reporting distributions are also added.

latest

The latest available observations.

missing_reference

A data.frame of reported observations that are missing the reference date.

reporting_triangle

Incident observations by report and reference date in the standard reporting triangle matrix format.

metareport

Metadata for report dates.

metareference

Metadata reference dates derived from observations.

metadelay

Metadata for reporting delays produced using enw_metadata_delay().

max_delay

Maximum delay to be modelled by epinowcast.

timestep

The timestep to used in the process model (i.e. the reference date model). This can be a string ("day", "week", "month") or a numeric whole number representing the number of days. If your data does not have this timestep then you may wish to make use of enw_aggregate_cumulative() to aggregate your data to the desired timestep.

by

A character vector describing the stratification of observations. This defaults to no grouping. This should be used when modelling multiple time series in order to identify them for downstream modelling

Value

A data.table containing processed observations as a series of nested data.frames as well as variables containing metadata. These are:

  • obs: (observations with the addition of empirical reporting proportions and restricted to the specified maximum delay).

  • new_confirm: Incidence of notifications by reference and report date. Empirical reporting distributions are also added.

  • latest: The latest available observations.

  • missing_reference: Observations missing reference dates.

  • reporting_triangle: Incident observations by report and reference date in the standard reporting triangle matrix format.

  • metareference: Metadata reference dates derived from observations.

  • metrareport: Metadata for report dates.

  • metadelay: Metadata for reporting delays produced using enw_metadata_delay().

  • max_delay: Maximum delay to be modelled by epinowcast.

  • time: Numeric, number of timepoints in the data.

  • snapshots: Numeric, number of available data snapshots to use for nowcasting.

  • groups: Numeric, Number of groups/strata in the supplied observations (set using by).

  • max_date: The maximum available report date.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

pobs <- enw_example("preprocessed")
enw_construct_data(
  obs = pobs$obs[[1]],
  new_confirm = pobs$new_confirm[[1]],
  latest = pobs$latest[[1]],
  missing_reference = pobs$missing_reference[[1]],
  reporting_triangle = pobs$reporting_triangle[[1]],
  metareport = pobs$metareport[[1]],
  metareference = pobs$metareference[[1]],
  metadelay = pobs$metadelay[[1]],
  max_delay = pobs$max_delay,
  timestep = pobs$timestep[[1]],
  by = c()
)

A helper function to construct a design matrix from a formula

Description

This function is a wrapper around stats::model.matrix() that can optionally return a sparse design matrix defined as the unique number of rows in the design matrix and an index vector that allows the full design matrix to be reconstructed. This is useful for models that have many repeated rows in the design matrix and that are computationally expensive to fit. This function also allows for the specification of contrasts for categorical variables.

Usage

enw_design(formula, data, no_contrasts = FALSE, sparse = TRUE, ...)

Arguments

formula

An R formula.

data

A data.frame containing the variables in the formula.

no_contrasts

A vector of variable names that should not be converted to contrasts. If no_contrasts = FALSE then all categorical variables will use contrasts. If no_contrasts = TRUE then no categorical variables will use contrasts.

sparse

Logical, if TRUE return a sparse design matrix. Defaults to TRUE.

...

Arguments passed on to stats::model.matrix

object

an object of an appropriate class. For the default method, a model formula or a terms object.

Value

A list containing the formula, the design matrix, and the index.

See Also

Functions used to formulate models enw_add_cumulative_membership(), enw_add_pooling_effect(), enw_effects_metadata(), enw_one_hot_encode_feature()

Examples

data <- data.frame(a = 1:3, b = as.character(1:3), c = c(1,1,2))
enw_design(a ~ b + c, data)
enw_design(a ~ b + c, data, no_contrasts = TRUE)
enw_design(a ~ b + c, data, no_contrasts = c("b"))
enw_design(a ~ c, data, sparse = TRUE)
enw_design(a ~ c, data, sparse = FALSE)

Extracts metadata from a design matrix

Description

This function extracts metadata from a design matrix and returns a data.table with the following columns:

  • effects: the name of the effect

  • fixed: a logical indicating whether the effect is fixed (1) or random (0).

It automatically drops the intercept (defined as "(Intercept)").

This function is useful for constructing a model design object for random effects when used in combination with ewn_add_pooling_effect.

Usage

enw_effects_metadata(design)

Arguments

design

A design matrix as returned by stats::model.matrix().

Value

A data.table with the following columns:

  • effects: the name of the effect

  • fixed: a logical indicating whether the effect is fixed (1) or random (0)

See Also

Functions used to formulate models enw_add_cumulative_membership(), enw_add_pooling_effect(), enw_design(), enw_one_hot_encode_feature()

Examples

data <- data.frame(a = 1:3, b = as.character(1:3), c = c(1,1,2))
design <- enw_design(a ~ b + c, data)$design
enw_effects_metadata(design)

Load a package example

Description

Loads examples of nowcasts produced using example scripts. Used to streamline examples, in package tests and to enable users to explore package functionality without needing to install cmdstanr.

Usage

enw_example(
  type = c("nowcast", "preprocessed_observations", "observations", "script")
)

Arguments

type

A character string indicating the example to load. Supported options are

Value

Depending on type, a data.table of the requested output OR the file name(s) to generate these outputs (type = "script")

See Also

Package data sets germany_covid19_hosp

Examples

# Load the nowcast
enw_example(type = "nowcast")

# Load the preprocessed observations
enw_example(type = "preprocessed_observations")

# Load the latest observations
enw_example(type = "observations")

# Load the script used to generate these examples
# Optionally source this script to regenerate the example
readLines(enw_example(type = "script"))

Expectation model module

Description

Expectation model module

Usage

enw_expectation(
  r = ~0 + (1 | day:.group),
  generation_time = 1,
  observation = ~1,
  latent_reporting_delay = 1,
  data,
  ...
)

Arguments

r

A formula (as implemented in enw_formula()) describing the generative process used for expected incidence. This can use features defined by reference date as defined in metareference as produced by enw_preprocess_data(). By default this is set to use a daily random effect by group. This parameterisation is highly flexible and so may not be the most appropriate choice when data is sparsely reported or reporting delays are substantially. These settings an alternative could be a group specific weekly random walk (specified as ⁠rw(week, by = .group⁠).

generation_time

A numeric vector that sums to 1 and defaults to 1. Describes the weighting to apply to previous generations (i.e as part of a renewal equation). When set to 1 (the default) this corresponds to modelling the daily growth rate.

observation

A formula (as implemented in enw_formula()) describing the modifiers used to adjust expected observations. This can use features defined by reference date as defined in metareference as produced by enw_preprocess_data(). By default no modifiers are used but a common choice might be to adjust for the day of the week. Note as the baseline is no modification an intercept is always used and it is set to 0.

latent_reporting_delay

A numeric vector that defaults to 1. Describes the weighting to apply to past and current latent expected observations (from most recent to least). This can be used both to convolve based on some assumed reporting delay and to rescale observations (by multiplying a probability mass function by some fraction) to account ascertainment etc. A list of PMFs can be provided to allow for time-varying PMFs. This should be the same length as the modelled time period plus the length of the generation time if supplied.

data

Output from enw_preprocess_data().

...

Additional parameters passed to enw_add_metaobs_features(). The same arguments as passed to enw_preprocess_data() should be used here.

Value

A list containing the supplied formulas, data passed into a list describing the models, a data.frame describing the priors used, and a function that takes the output data and priors and returns a function that can be used to sample from a tightened version of the prior distribution.

See Also

Model modules enw_fit_opts(), enw_missing(), enw_obs(), enw_reference(), enw_report()

Examples

enw_expectation(data = enw_example("preprocessed"))

Extend a time series with additional dates

Description

Extend a time series with additional dates. This is useful when extending the report dates of a time series to include future dates for nowcasting purposes or to include additional dates for backcasting when using a renewal process as the expectation model.

Usage

enw_extend_date(
  metaobs,
  days = 20,
  direction = c("end", "start"),
  timestep = "day"
)

Arguments

metaobs

A data.frame with a date column.

days

Number of days to add to the time series. Defaults to 20.

direction

Should new dates be added at the beginning or end of the data. Default is "end" with "start" also available.

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

Value

A data.table with the same columns as metaobs but with additional rows for each date in the range of date to date + days (or date - days if direction = "start"). An additional variable observed is added with a value of FALSE for all new dates and TRUE for all existing dates.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

metaobs <- data.frame(date = as.Date("2021-01-01") + 0:4)
enw_extend_date(metaobs, days = 2)
enw_extend_date(metaobs, days = 2, direction = "start")

Filter by reference dates

Description

This is a helper function which allows users to filter datasets by reference date. This is useful, for example, when evaluating nowcast performance against fully observed data. Users may wish to combine this function with enw_filter_report_dates(). Note that by definition it is assumed that report dates must be equal or greater than the corresponding reference date (i.e a report cannot happen before the event being reported occurs). This means that this function will also filter out any report dates that are earlier than their corresponding reference date.

Usage

enw_filter_reference_dates(
  obs,
  earliest_date,
  include_days,
  latest_date,
  remove_days
)

Arguments

obs

A data.frame; must have report_date and reference_date columns.

earliest_date

earliest reference date to include in the data set

include_days

if earliest_date is not given, the number of reference dates to include, ending with the latest reference date included (determined by latest_date or remove_days).

latest_date

Date, the latest reference date to include in the returned dataset.

remove_days

Integer, if latest_date is not given, the number of reference dates to remove, starting from the latest date included.

Value

A data.table filtered by report date

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

# Filter by date
enw_filter_reference_dates(
  germany_covid19_hosp,
  earliest_date = "2021-09-01",
  latest_date = "2021-10-01"
)
#
# Filter by days
enw_filter_reference_dates(
  germany_covid19_hosp,
  include_days = 10, remove_days = 10
)

Filter by report dates

Description

This is a helper function which allows users to create truncated data sets at past time points from a given larger data set. This is useful when evaluating nowcast performance against fully observed data. Users may wish to combine this function with enw_filter_reference_dates().

Usage

enw_filter_report_dates(obs, latest_date, remove_days)

Arguments

obs

A data.frame; must have report_date and reference_date columns.

latest_date

Date, the latest report date to include in the returned dataset.

remove_days

Integer, if latest_date is not given, the number of report dates to remove, starting from the latest date included.

Value

A data.table filtered by report date

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

# Filter by date
enw_filter_report_dates(germany_covid19_hosp, latest_date = "2021-09-01")

# Filter by days
enw_filter_report_dates(germany_covid19_hosp, remove_days = 10)

Format model fitting options for use with stan

Description

Format model fitting options for use with stan

Usage

enw_fit_opts(
  sampler = epinowcast::enw_sample,
  nowcast = TRUE,
  pp = FALSE,
  likelihood = TRUE,
  likelihood_aggregation = c("snapshots", "groups"),
  threads_per_chain = 1L,
  debug = FALSE,
  output_loglik = FALSE,
  ...
)

Arguments

sampler

A function that creates an object that be used to extract posterior samples from the specified model. By default this is enw_sample() which makes use of cmdstanr::sample().

nowcast

Logical, defaults to TRUE. Should a nowcast be made using posterior predictions of the unobserved future reported notifications.

pp

Logical, defaults to FALSE. Should posterior predictions be made for observed data. Useful for evaluating the performance of the model.

likelihood

Logical, defaults to TRUE. Should the likelihood be included in the model

likelihood_aggregation

Character string, aggregation over which stratify the likelihood when threads_per_chain is greater than 1; enforced by base::match.arg(). Currently supported options:

  • "snapshots" which aggregates over report dates and groups (i.e the lowest level that observations are reported at),

  • "groups" which aggregates across user defined groups.

Note that some model modules override this setting depending on model requirements. For example, the enw_missing() module model forces "groups" option. Generally, Users should typically want the default "snapshots" aggregation.

threads_per_chain

Integer, defaults to 1. The number of threads to use within each MCMC chain. If this is greater than 1 then components of the likelihood will be calculated in parallel within each chain.

debug

Logical, defaults to FALSE. Should within model debug information be returned.

output_loglik

Logical, defaults to FALSE. Should the log-likelihood be output. Disabling this will speed up fitting if evaluating the model fit is not required.

...

Additional arguments to pass to the fitting function being used by epinowcast(). By default this will be enw_sample() and so cmdstanr options should be used.

Value

A list containing the specified sampler function, data as a list specifying the fitting options to use, and additional arguments to pass to the sampler function when it is called.

See Also

Model modules enw_expectation(), enw_missing(), enw_obs(), enw_reference(), enw_report()

Examples

# Default options along with settings to pass to enw_sample
enw_fit_opts(iter_sampling = 1000, iter_warmup = 1000)

Flag observed observations

Description

Flags observations based on the 'confirm' column. If the '.observed' column does not exist, it is created. Observations are flagged as observed (TRUE) if 'confirm' is not NA.

Usage

enw_flag_observed_observations(obs, copy = TRUE)

Arguments

obs

A data.frame with at least a have confirm column.

copy

A logical; if TRUE (the default) creates a copy; otherwise, modifies obs in place.

Value

A data.table with an additional column '.observed' indicating observed observations.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

dt <- data.frame(id = 1:3, confirm = c(NA, 1, 2))
enw_flag_observed_observations(dt)

Define a model using a formula interface

Description

This function allows models to be defined using a flexible formula interface that supports fixed effects, random effects (using lme4 syntax). Note that the returned fixed effects design matrix is sparse and so the index supplied is required to link observations to the appropriate design matrix row.

Usage

enw_formula(formula, data, sparse = TRUE)

Arguments

formula

A model formula that may use standard fixed effects, random effects using lme4 syntax (see re()), and random walks defined using the rw() helper function.

data

A data.frame of observations. It must include all variables used in the supplied formula.

sparse

Logical, defaults to TRUE. Should the fixed effects design matrix be sparely defined.

Value

A list containing the following:

  • formula: The user supplied formula

  • parsed_formula: The formula as parsed by parse_formula()

  • extended_formula: The flattened version of the formula with both user supplied terms and terms added for the user supplied complex model components.

  • fixed: A list containing the fixed effect formula, sparse design matrix, and the index linking the design matrix with observations.

  • random: A list containing the random effect formula, sparse design matrix, and the index linking the design matrix with random effects.

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_re(), construct_rw(), enw_manual_formula(), parse_formula(), remove_rw_terms(), re(), rw_terms(), rw(), split_formula_to_terms()

Examples

# Use meta data for references dates from the Germany COVID-19
# hospitalisation data.
obs <- enw_filter_report_dates(
  germany_covid19_hosp[location == "DE"],
  remove_days = 40
)
obs <- enw_filter_reference_dates(obs, include_days = 40)
pobs <- enw_preprocess_data(
  obs, by = c("age_group", "location"), max_delay = 20
  )
data <- pobs$metareference[[1]]

# Model with fixed effects for age group
enw_formula(~ 1 + age_group, data)

# Model with random effects for age group
enw_formula(~ 1 + (1 | age_group), data)

# Model with a random effect for age group and a random walk
enw_formula(~ 1 + (1 | age_group) + rw(week), data)

# Model defined without a sparse fixed effects design matrix
enw_formula(~1, data[1:20, ])

# Model using an interaction in the right hand side of a random effect
# to specify an independent random effect per strata.
enw_formula(~ (1 + day | week:month), data = data)

Format formula data for use with stan

Description

Format formula data for use with stan

Usage

enw_formula_as_data_list(formula, prefix, drop_intercept = FALSE)

Arguments

formula

The output of enw_formula().

prefix

A character string indicating variable label to use as a prefix.

drop_intercept

Logical, defaults to FALSE. Should the intercept be included as a fixed effect or excluded. This is used internally in model modules where an intercept must be present/absent.

Value

A list defining the model formula. This includes:

  • ⁠prefix_fintercept:⁠ Is an intercept present for the fixed effects design matrix.

  • prefix_fdesign: The fixed effects design matrix

  • prefix_fnrow: The number of rows of the fixed design matrix

  • prefix_findex: The index linking design matrix rows to observations

  • prefix_fnindex: The length of the index

  • prefix_fncol: The number of columns (i.e effects) in the fixed effect design matrix (minus 1 if drop_intercept = TRUE).

  • prefix_rdesign: The random effects design matrix

  • prefix_rncol: The number of columns (i.e random effects) in the random effect design matrix (minus 1 as the intercept is dropped).

See Also

Functions used to help convert models into the format required for stan enw_get_cache(), enw_model(), enw_priors_as_data_list(), enw_replace_priors(), enw_sample(), enw_set_cache(), enw_stan_to_r(), enw_unset_cache(), remove_profiling(), write_stan_files_no_profile()

Examples

f <- enw_formula(~ 1 + (1 | cyl), mtcars)
enw_formula_as_data_list(f, "mtcars")

# A missing formula produces the default list
enw_formula_as_data_list(prefix = "missing")

Retrieve Stan cache location

Description

Retrieves the user set cache location for Stan models. This path can be set through the enw_cache_location function call. If no environmental variable is available the output from tempdir() will be returned.

Usage

enw_get_cache()

Value

A string representing the file path for the cache location

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_model(), enw_priors_as_data_list(), enw_replace_priors(), enw_sample(), enw_set_cache(), enw_stan_to_r(), enw_unset_cache(), remove_profiling(), write_stan_files_no_profile()


Impute NA observations

Description

Imputes NA values in the 'confirm' column. NA values are replaced with the last available observation or 0.

Usage

enw_impute_na_observations(obs, by = NULL, copy = TRUE)

Arguments

obs

A data.frame with at least 'confirm' and 'reference_date' columns.

by

A character vector of column names to group by. Defaults to an empty vector.

copy

A logical; if TRUE (the default) creates a copy; otherwise, modifies obs in place.

Value

A data.table with imputed 'confirm' column where NA values have been replaced with zero.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

dt <- data.frame(
 id = 1:3, confirm = c(NA, 1, 2),
 reference_date = as.Date("2021-01-01")
)
enw_impute_na_observations(dt)

Convert Aggregate Counts (Incidence) to a Line List

Description

This function takes a data.table of aggregate counts or something coercible to a data.table (such as a data.frame) and converts it to a line list where each row represents a case.

Usage

enw_incidence_to_linelist(
  obs,
  reference_date = "reference_date",
  report_date = "report_date"
)

Arguments

obs

An object coercible to a data.table (such as a data.frame) which must have a new_confirm column.

reference_date

A character string of the variable name to use for the reference_date in the line list. The default is "reference_date".

report_date

A character string of the variable name to use for the report_date in the line list. The default is "report_date".

Value

A data.table with the following variables: id, reference_date, report_date, and any other variables in the obs object. Rows in obs will be duplicated based on the new_confirm column. reference_date and report_date may be renamed if reference_date and report_date are supplied.

See Also

Data converters enw_add_cumulative(), enw_add_incidence(), enw_aggregate_cumulative(), enw_cumulative_to_incidence(), enw_incidence_to_cumulative(), enw_linelist_to_incidence()

Examples

incidence <- enw_add_incidence(germany_covid19_hosp)
incidence <- enw_filter_reference_dates(
  incidence[location == "DE"], include_days = 10
)
enw_incidence_to_linelist(incidence, reference_date = "onset_date")

Filter observations to the latest available reported

Description

Filter observations for the latest available reported data for each reference date. Note this is not the same as filtering for the maximum report date in all cases as data may only be updated up to some maximum number of days.

Usage

enw_latest_data(obs)

Arguments

obs

A data.frame; must have report_date and reference_date columns.

Value

A data.table of observations filtered for the latest available data for each reference date.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

# Filter for latest reported data
enw_latest_data(germany_covid19_hosp)

Convert a Line List to Aggregate Counts (Incidence)

Description

This function takes a line list (i.e. tabular data where each row represents a case) and aggregates to a count (new_confirm) of cases by user-specified reference_dates and report_dates. This is enables the use of enw_preprocess_data() and other epinowcast() preprocessing functions.

Usage

enw_linelist_to_incidence(
  linelist,
  reference_date = "reference_date",
  report_date = "report_date",
  by = NULL,
  max_delay,
  completion_beyond_max_report = FALSE,
  copy = TRUE
)

Arguments

linelist

An object coercible to a data.table (such as a data.frame) where each row represents a case. Must contain at least two date variables or variables that can be coerced to dates.

reference_date

A date or a variable that can be coerced to a date that represents the date of interest for the case. For example, if the reference_date is the date of symptom onset then the new_confirm will be the number of new cases reported (based on report_date) on each day that had onset on that day. The default is "reference_date".

report_date

A date or a variable that can be coerced to a date that represents the date the case was reported. The default is "report_date".

by

A character vector of variables to also aggregate by (i.e. as well as using the reference_date and report_date). If not supplied then the function will aggregate by just the reference_date and report_date.

max_delay

The maximum number of days between the reference_date and the report_date. If not supplied then the function will use the maximum number of days between the reference_date and the report_date in the linelist. If the max_delay is less than the maximum number of days between the reference_date and the report_date in the linelist then the function will use this value instead and inform the user.

completion_beyond_max_report

Logical, should entries be completed beyond the maximum date found in the data? Default: FALSE

copy

Should obs be copied (default) or modified in place?

Value

A data.table with the following variables: reference_date, report_date, new_confirm, confirm, delay, and any variables specified in by.

See Also

Data converters enw_add_cumulative(), enw_add_incidence(), enw_aggregate_cumulative(), enw_cumulative_to_incidence(), enw_incidence_to_cumulative(), enw_incidence_to_linelist()

Examples

linelist <- data.frame(
  onset_date = as.Date(c("2021-01-02", "2021-01-03", "2021-01-02")),
  report_date = as.Date(c("2021-01-03", "2021-01-05", "2021-01-04"))
)
enw_linelist_to_incidence(linelist, reference_date = "onset_date")

# Specify a custom maximum delay and allow completion beyond the maximum
# observed delay
enw_linelist_to_incidence(
 linelist, reference_date = "onset_date", max_delay = 5,
 completion_beyond_max_report = TRUE
)

Define a model manually using fixed and random effects

Description

For most typical use cases enw_formula() should provide sufficient flexibility to allow models to be defined. However, there may be some instances where more manual model specification is required. This function supports this by allowing the user to supply vectors of fixed, random, and customised random effects (where they are not first treated as fixed effect terms). Prior to ⁠1.0.0⁠ this was the main interface for specifying models and it is still used internally to handle some parts of the model specification process.

Usage

enw_manual_formula(
  data,
  fixed = NULL,
  random = NULL,
  custom_random = NULL,
  no_contrasts = FALSE,
  add_intercept = TRUE
)

Arguments

data

A data.frame of observations. It must include all variables used in the supplied formula.

fixed

A character vector of fixed effects.

random

A character vector of random effects. Random effects specified here will be added to the fixed effects.

custom_random

A vector of random effects. Random effects added here will not be added to the vector of fixed effects. This can be used to random effects for fixed effects that only have a partial name match.

no_contrasts

Logical, defaults to FALSE. TRUE means that no variable uses contrast. Alternatively a character vector of variables can be supplied indicating which variables should not have contrasts.

add_intercept

Logical, defaults to FALSE. Should an intercept be added to the fixed effects.

Value

A list specifying the fixed effects (formula, design matrix, and design matrix index), and random effects (formula and design matrix).

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_re(), construct_rw(), enw_formula(), parse_formula(), remove_rw_terms(), re(), rw_terms(), rw(), split_formula_to_terms()

Examples

data <- enw_example("prep")$metareference[[1]]
enw_manual_formula(data, fixed = "week", random = "day_of_week")

Extract metadata from raw data

Description

Extract metadata from raw data, either by reference or by report date. For the target date chosen (reference or report), confirm, ⁠max_confirm``, and ⁠cum_prop_reported' are dropped and the first observation for each group and date is retained.

Usage

enw_metadata(obs, target_date = c("reference_date", "report_date"))

Arguments

obs

A data.frame or data.table with columns: reference_date and / or report_date; at least one must be provided, .group, a grouping column and a date, a Date column.

target_date

A character string, either "reference_date" or "report_date". The column corresponding to this string will be used as the target date for metadata extraction.

Value

A data.table with columns:

  • date, a Date column

  • .group, a grouping column

and the first observation for each group and date. The data.table is sorted by .group and date.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

obs <- data.frame(
  reference_date = as.Date("2021-01-01"),
  report_date = as.Date("2022-01-01"), x = 1:10
)
enw_metadata(obs, target_date = "reference_date")

Calculate reporting delay metadata for a given maximum delay

Description

Calculate delay metadata based on the supplied maximum delay and independent of other metadata or date indexing. These data are meant to be used in conjunction with metadata on the date of reference. Users can build additional features with this data.frame or regenerate it using this function in the output of enw_preprocess_data().

Usage

enw_metadata_delay(max_delay = 20, breaks = 4, timestep = "day")

Arguments

max_delay

The maximum number of days to model in the delay distribution. Must be an integer greater than or equal to 1. Observations with delays larger then the maximum delay will be dropped. If the specified maximum delay is too short, nowcasts can be biased as important parts of the true delay distribution are cut off. At the same time, computational cost scales non-linearly with this setting, so you want the maximum delay to be as long as necessary, but not much longer. Consider what delays are realistic for your application, and when in doubt, check if increasing the maximum delay noticeably changes the delay distribution or nowcasts as estimated by epinowcast. If it does, your maximum delay may still be too short. Note that delays are zero indexed and so include the reference date and max_delay - 1 other days (i.e. a max_delay of 1 corresponds to no delay). You can use check_max_delay() to check the coverage of a delay distribution for different maximum delays.

breaks

Numeric, defaults to 4. The number of breaks to use when constructing a categorised version of numeric delays.

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

Value

A data.frame of delay metadata. This includes:

  • delay: The numeric delay from reference date to report.

  • delay_cat: The categorised delay. This may be useful for model building.

  • delay_week: The numeric week since the delay was reported. This again may be useful for model building.

  • delay_head: A logical variable defining if the delay is in the lower 25% of the potential delays. This may be particularly useful when building models that assume a parametric distribution in order to increase the weight of the head of the reporting distribution in a pragmatic way.

  • delay_tail: A logical variable defining if the delay is in the upper 75% of the potential delays. This may be particularly useful when building models that assume a parametric distribution in order to increase the weight of the tail of the reporting distribution in a pragmatic way.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

enw_metadata_delay(max_delay = 20, breaks = 4)

Missing reference data model module

Description

Missing reference data model module

Usage

enw_missing(formula = ~1, data)

Arguments

formula

A formula (as implemented in enw_formula()) describing the missing data proportion on the logit scale by reference date. This can use features defined by reference date as defined in metareference as produced by enw_preprocess_data(). "~0" implies no model is required. Otherwise an intercept is always needed

data

Output from enw_preprocess_data().

Value

A list containing the supplied formulas, data passed into a list describing the models, a data.frame describing the priors used, and a function that takes the output data and priors and returns a function that can be used to sample from a tightened version of the prior distribution.

See Also

Model modules enw_expectation(), enw_fit_opts(), enw_obs(), enw_reference(), enw_report()

Examples

# Missingness model with a fixed intercept only
enw_missing(data = enw_example("preprocessed"))

# No missingness model specified
enw_missing(~0, data = enw_example("preprocessed"))

Extract reports with missing reference dates

Description

Returns reports with missing reference dates as well as calculating the proportion of reports for a given reference date that were missing.

Usage

enw_missing_reference(obs)

Arguments

obs

A data.frame as produced by enw_add_incidence(). Must contain the following variables: report_date, reference_date, .group, and confirm, and new_confirm.

Value

A data.table of missing counts and proportions by report date and group.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_preprocess_data(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

obs <- data.frame(
  report_date = c("2021-10-01", "2021-10-03"), reference_date = "2021-10-01",
  confirm = 1
)
obs <- rbind(
  obs,
  data.frame(report_date = "2021-10-04", reference_date = NA, confirm = 4)
)
obs <- enw_complete_dates(obs)
obs <- enw_assign_group(obs)
obs <- enw_add_incidence(obs)
enw_missing_reference(obs)

Load and compile the nowcasting model

Description

Load and compile the nowcasting model

Usage

enw_model(
  model = system.file("stan", "epinowcast.stan", package = "epinowcast"),
  include = system.file("stan", package = "epinowcast"),
  compile = TRUE,
  threads = TRUE,
  profile = FALSE,
  target_dir = epinowcast::enw_get_cache(),
  stanc_options = list(),
  cpp_options = list(),
  verbose = TRUE,
  ...
)

Arguments

model

A character string indicating the path to the model. If not supplied the package default model is used.

include

A character string specifying the path to any stan files to include in the model. If missing the package default is used.

compile

Logical, defaults to TRUE. Should the model be loaded and compiled using cmdstanr::cmdstan_model().

threads

Logical, defaults to TRUE. Should the model compile with support for multi-thread support in chain. Note that setting this will produce a warning that threads_to_chain is set and ignored. Changing this to FALSE is not expected to yield any performance benefits even when not using multithreading and thus not recommended.

profile

Logical, defaults to FALSE. Should the model be profiled? For more on profiling see the cmdstanr documentation. # nolint

target_dir

The path to a directory in which the manipulated .stan files without profiling statements should be stored. To avoid overriding of the original .stan files, this should be different from the directory of the original model and the include_paths.

stanc_options

A list of options to pass to the stanc_options of cmdstanr::cmdstan_model(). By default nothing is passed but potentially users may wish to pass optimisation flags for example. See the documentation for cmdstanr::cmdstan_model() for further details.

cpp_options

A list of options to pass to the cpp_options of cmdstanr::cmdstan_model(). By default nothing is passed but potentially users may wish to pass optimisation flags for example. See the documentation for cmdstanr::cmdstan_model() for further details. Note that the threads argument replaces stan_threads.

verbose

Logical, defaults to TRUE. Should verbose messages be shown.

...

Additional arguments passed to cmdstanr::cmdstan_model().

Value

A cmdstanr model.

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_get_cache(), enw_priors_as_data_list(), enw_replace_priors(), enw_sample(), enw_set_cache(), enw_stan_to_r(), enw_unset_cache(), remove_profiling(), write_stan_files_no_profile()

Examples

mod <- enw_model()

Extract posterior samples for the nowcast prediction

Description

A generic wrapper around posterior::draws_df() with opinionated defaults to extract the posterior samples for the nowcast ("pp_inf_obs" from the stan code). The functionality of this function can be used directly on the output of epinowcast() using the supplied summary.epinowcast() method.

Usage

enw_nowcast_samples(fit, obs, max_delay = NULL, timestep = "day")

Arguments

fit

A cmdstanr fit object.

obs

An observation data.frame containing reference_date columns of the same length as the number of rows in the posterior and the most up to date observation for each date. This is used to align the posterior with the observations. The easiest source of this data is the output of latest output of enw_preprocess_data() or enw_latest_data().

max_delay

Maximum delay to which nowcasts should be summarised. Must be equal (default) or larger than the modelled maximum delay. If it is larger, then nowcasts for unmodelled dates are added by assuming that case counts beyond the modelled maximum delay are fully observed.

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

Value

A data.frame of posterior samples for the nowcast prediction. This uses observed data where available and the posterior prediction where not.

See Also

Functions used for postprocessing of model fits enw_add_latest_obs_to_nowcast(), enw_nowcast_summary(), enw_posterior(), enw_pp_summary(), enw_quantiles_to_long(), enw_summarise_samples()

Examples

fit <- enw_example("nowcast")
enw_nowcast_samples(
  fit$fit[[1]],
  fit$latest[[1]],
  fit$max_delay,
  "day"
  )

Summarise the posterior nowcast prediction

Description

A generic wrapper around enw_posterior() with opinionated defaults to extract the posterior prediction for the nowcast ("pp_inf_obs" from the stan code). The functionality of this function can be used directly on the output of epinowcast() using the supplied summary.epinowcast() method.

Usage

enw_nowcast_summary(
  fit,
  obs,
  max_delay = NULL,
  timestep = "day",
  probs = c(0.05, 0.2, 0.35, 0.5, 0.65, 0.8, 0.95)
)

Arguments

fit

A cmdstanr fit object.

obs

An observation data.frame containing reference_date columns of the same length as the number of rows in the posterior and the most up to date observation for each date. This is used to align the posterior with the observations. The easiest source of this data is the output of latest output of enw_preprocess_data() or enw_latest_data().

max_delay

Maximum delay to which nowcasts should be summarised. Must be equal (default) or larger than the modelled maximum delay. If it is larger, then nowcasts for unmodelled dates are added by assuming that case counts beyond the modelled maximum delay are fully observed.

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

probs

A vector of numeric probabilities to produce quantile summaries for. By default these are the 5%, 20%, 80%, and 95% quantiles which are also the minimum set required for plotting functions to work.

Value

A data.frame summarising the model posterior nowcast prediction. This uses observed data where available and the posterior prediction where not.

See Also

summary.epinowcast()

Functions used for postprocessing of model fits enw_add_latest_obs_to_nowcast(), enw_nowcast_samples(), enw_posterior(), enw_pp_summary(), enw_quantiles_to_long(), enw_summarise_samples()

Examples

fit <- enw_example("nowcast")
enw_nowcast_summary(
  fit$fit[[1]],
  fit$latest[[1]],
  fit$max_delay
  )

Setup observation model and data

Description

Setup observation model and data

Usage

enw_obs(family = c("negbin", "poisson"), observation_indicator = NULL, data)

Arguments

family

Character string, the observation model to use in the likelihood; enforced by base::match.arg(). By default this is a negative binomial ("negbin") with Poisson ("poisson") also being available. Support for additional observation models is planned, please open an issue with suggestions.

observation_indicator

A character string, the name of the column in the data that indicates whether an observation is observed or not (using a logical variable) and therefore whether or not it should be used in the likelihood. This variable should be present in the data input to enw_preprocess_data(). It can be generated using flag_observation in enw_complete_dates() or it can be created directly using enw_flag_observed_observations(). If either of these approaches are used then the variable will be name .observed. Default is NULL.

data

Output from enw_preprocess_data().

Value

A list as required by stan.

See Also

Model modules enw_expectation(), enw_fit_opts(), enw_missing(), enw_reference(), enw_report()

Examples

enw_obs(data = enw_example("preprocessed"))

One-hot encode a variable and column-bind it to the original data.table

Description

This function takes a data.frame and a categorical variable, performs one-hot encoding, and column-binds the encoded variables back to the data.frame.

Usage

enw_one_hot_encode_feature(metaobs, feature, contrasts = FALSE)

Arguments

metaobs

A data.frame containing the data to be encoded.

feature

The name of the categorical variable to one-hot encode as a character string.

contrasts

Logical. If TRUE, create one-hot encoded variables with contrasts; if FALSE, create them without contrasts. Defaults to FALSE.

See Also

Functions used to formulate models enw_add_cumulative_membership(), enw_add_pooling_effect(), enw_design(), enw_effects_metadata()

Examples

metaobs <- data.frame(week = 1:2)
enw_one_hot_encode_feature(metaobs, "week")
enw_one_hot_encode_feature(metaobs, "week", contrasts = TRUE)

metaobs <- data.frame(week = 1:6)
enw_one_hot_encode_feature(metaobs, "week")
enw_one_hot_encode_feature(metaobs, "week", contrasts = TRUE)

Plot nowcast quantiles

Description

Plot nowcast quantiles

Usage

enw_plot_nowcast_quantiles(nowcast, latest_obs = NULL, log = FALSE, ...)

Arguments

nowcast

A data.frame of summarised posterior nowcast estimates containing at least a confirm count column and a reference_date date variable.

latest_obs

A data.frame of observed data containing at least a confirm count variable and the same date variable as in the main data.frame used for plotting.

log

Logical, defaults to FALSE. Should counts be plot on the log scale.

...

Additional arguments passed to enw_plot_pp_quantiles().

Value

A ggplot2 plot.

See Also

Plotting functions enw_plot_obs(), enw_plot_pp_quantiles(), enw_plot_quantiles(), enw_plot_theme(), plot.epinowcast()

Examples

nowcast <- enw_example("nowcast")
nowcast <- summary(nowcast, probs = c(0.05, 0.2, 0.8, 0.95))
enw_plot_nowcast_quantiles(nowcast)

Generic quantile plot

Description

Generic quantile plot

Usage

enw_plot_obs(obs, latest_obs = NULL, log = TRUE, ...)

Arguments

obs

A data.frame of summarised posterior estimates containing at least a confirm count column and a date variable

latest_obs

A data.frame of observed data containing at least a confirm count variable and the same date variable as in the main data.frame used for plotting.

log

Logical, defaults to FALSE. Should counts be plot on the log scale.

...

Additional arguments passed to ggplot2::aes() must at least specify the x date variable.

Value

A ggplot2 plot.

See Also

Plotting functions enw_plot_nowcast_quantiles(), enw_plot_pp_quantiles(), enw_plot_quantiles(), enw_plot_theme(), plot.epinowcast()

Examples

nowcast <- enw_example("nowcast")
obs <- enw_example("obs")

# Plot observed data by reference date
enw_plot_obs(obs, x = reference_date)

# Plot observed data by reference date with more recent data
enw_plot_obs(nowcast$latest[[1]], obs, x = reference_date)

Plot posterior prediction quantiles

Description

Plot posterior prediction quantiles

Usage

enw_plot_pp_quantiles(pp, log = FALSE, ...)

Arguments

pp

A data.frame of summarised posterior predictions estimates containing at least a confirm count column and a report_date date variable.

log

Logical, defaults to FALSE. Should counts be plot on the log scale.

...

Additional arguments passed to enw_plot_pp_quantiles().

Value

A ggplot2 plot.

See Also

Plotting functions enw_plot_nowcast_quantiles(), enw_plot_obs(), enw_plot_quantiles(), enw_plot_theme(), plot.epinowcast()

Examples

nowcast <- enw_example("nowcast")
nowcast <- summary(
 nowcast, type = "posterior_prediction", probs = c(0.05, 0.2, 0.8, 0.95)
)
enw_plot_pp_quantiles(nowcast) +
 ggplot2::facet_wrap(ggplot2::vars(reference_date), scales = "free")

Generic quantile plot

Description

Generic quantile plot

Usage

enw_plot_quantiles(posterior, latest_obs = NULL, log = FALSE, ...)

Arguments

posterior

A data.frame of summarised posterior estimates containing at least a confirm count column a date variable, quantile estimates for the 5%, 20%, 80%, and 95% quantiles and the mean and median. This function is wrapped in enw_plot_nowcast_quantiles() and enw_plot_pp_quantiles() with sensible default labels.

latest_obs

A data.frame of observed data containing at least a confirm count variable and the same date variable as in the main data.frame used for plotting.

log

Logical, defaults to FALSE. Should counts be plot on the log scale.

...

Additional arguments passed to ggplot2::aes() must at least specify the x date variable.

Value

A ggplot2 plot.

See Also

enw_plot_nowcast_quantiles(), enw_plot_pp_quantiles()

Plotting functions enw_plot_nowcast_quantiles(), enw_plot_obs(), enw_plot_pp_quantiles(), enw_plot_theme(), plot.epinowcast()

Examples

nowcast <- enw_example("nowcast")
nowcast <- summary(nowcast, probs = c(0.05, 0.2, 0.8, 0.95))
enw_plot_quantiles(nowcast, x = reference_date)

Package plot theme

Description

Package plot theme

Usage

enw_plot_theme(plot)

Arguments

plot

ggplot2 plot object.

Value

ggplot2 plot object.

See Also

Plotting functions enw_plot_nowcast_quantiles(), enw_plot_obs(), enw_plot_pp_quantiles(), enw_plot_quantiles(), plot.epinowcast()


Summarise the posterior

Description

A generic wrapper around posterior::summarise_draws() with opinionated defaults.

Usage

enw_posterior(fit, variables = NULL, probs = c(0.05, 0.2, 0.8, 0.95), ...)

Arguments

fit

A cmdstanr fit object.

variables

A character vector of variables to return posterior summaries for. By default summaries for all parameters are returned.

probs

A vector of numeric probabilities to produce quantile summaries for. By default these are the 5%, 20%, 80%, and 95% quantiles which are also the minimum set required for plotting functions to work.

...

Additional arguments that may be passed but will not be used.

Value

A data.frame summarising the model posterior.

See Also

Functions used for postprocessing of model fits enw_add_latest_obs_to_nowcast(), enw_nowcast_samples(), enw_nowcast_summary(), enw_pp_summary(), enw_quantiles_to_long(), enw_summarise_samples()

Examples

fit <- enw_example("nowcast")
enw_posterior(fit$fit[[1]], variables = "expr_beta")

Posterior predictive summary

Description

This function summarises posterior predictives for observed data (by report and reference date). The functionality of this function can be used directly on the output of epinowcast() using the supplied summary.epinowcast() method.

Usage

enw_pp_summary(fit, diff_obs, probs = c(0.05, 0.2, 0.35, 0.5, 0.65, 0.8, 0.95))

Arguments

fit

A cmdstanr fit object.

diff_obs

A data.frame of observed data with at least a date variable reference_date, and a grouping variable .group.

probs

A vector of numeric probabilities to produce quantile summaries for. By default these are the 5%, 20%, 80%, and 95% quantiles which are also the minimum set required for plotting functions to work.

Value

A data.table summarising the posterior predictions.

See Also

Functions used for postprocessing of model fits enw_add_latest_obs_to_nowcast(), enw_nowcast_samples(), enw_nowcast_summary(), enw_posterior(), enw_quantiles_to_long(), enw_summarise_samples()

Examples

fit <- enw_example("nowcast")
enw_pp_summary(fit$fit[[1]], fit$new_confirm[[1]], probs = c(0.5))

Preprocess observations

Description

This function preprocesses raw observations under the assumption they are reported as cumulative counts by a reference and report date and is used to assign groups. It also constructs data objects used by visualisation and modelling functions including the observed empirical probability of a report on a given day, the cumulative probability of report, the latest available observations, incidence of observations, and metadata about the date of reference and report (used to construct models). This function wraps other preprocessing functions that may be instead used individually if required. Note that internally reports beyond the user specified delay are dropped for modelling purposes with the cum_prop_reported and max_confirm variables allowing the user to check the impact this may have (if cum_prop_reported is significantly below 1 a longer max_delay may be appropriate). Also note that if missing reference or report dates are suspected to occur in your data then these need to be completed with enw_complete_dates().

Usage

enw_preprocess_data(
  obs,
  by = NULL,
  max_delay,
  timestep = "day",
  set_negatives_to_zero = TRUE,
  ...,
  copy = TRUE
)

Arguments

obs

A data.frame containing at least the following variables: reference_date (index date of interest), report_date (report date for observations), confirm (cumulative observations by reference and report date).

by

A character vector describing the stratification of observations. This defaults to no grouping. This should be used when modelling multiple time series in order to identify them for downstream modelling

max_delay

The maximum number of days to model in the delay distribution. If not specified the maximum observed delay is assumed to be the true maximum delay in the model. Otherwise, an integer greater than or equal to 1 can be specified. Observations with delays larger then the maximum delay will be dropped. If the specified maximum delay is too short, nowcasts can be biased as important parts of the true delay distribution are cut off. At the same time, computational cost scales non-linearly with this setting, so you want the maximum delay to be as long as necessary, but not much longer.

Steps to take to determine the maximum delay:

  • Consider what is realistic and relevant for your application.

  • Check the proportion of observations reported (prop_reported) by delay in the new_confirm output of enw_preprocess_obs.

  • Use check_max_delay() to check the coverage of a candidate max_delay.

  • If in doubt, check if increasing the maximum delay noticeably changes the delay distribution or nowcasts as estimated by epinowcast. If it does, your maximum delay may still be too short.

Note that delays are zero indexed and so include the reference date and max_delay - 1 other days (i.e. a max_delay of 1 corresponds to no delay).

timestep

The timestep to used in the process model (i.e. the reference date model). This can be a string ("day", "week", "month") or a numeric whole number representing the number of days. If your data does not have this timestep then you may wish to make use of enw_aggregate_cumulative() to aggregate your data to the desired timestep.

set_negatives_to_zero

Logical, defaults to TRUE. Should negative counts (for calculated incidence of observations) be set to zero? Currently downstream modelling does not support negative counts and so setting must be TRUE if intending to use epinowcast().

...

Other arguments to enw_add_metaobs_features(), e.g. holidays, which sets commonly used metadata (e.g. day of week, days since start of time series)

copy

A logical; if TRUE (the default) creates a copy; otherwise, modifies obs in place.

Details

If max_delay is numeric, it will be internally coerced to integer using as.integer()).

Value

A data.table containing processed observations as a series of nested data.frames as well as variables containing metadata. These are:

  • obs: (observations with the addition of empirical reporting proportions and restricted to the specified maximum delay).

  • new_confirm: Incidence of notifications by reference and report date. Empirical reporting distributions are also added.

  • latest: The latest available observations.

  • missing_reference: Observations missing reference dates.

  • reporting_triangle: Incident observations by report and reference date in the standard reporting triangle matrix format.

  • metareference: Metadata reference dates derived from observations.

  • metrareport: Metadata for report dates.

  • metadelay: Metadata for reporting delays produced using enw_metadata_delay().

  • max_delay: Maximum delay to be modelled by epinowcast.

  • time: Numeric, number of timepoints in the data.

  • snapshots: Numeric, number of available data snapshots to use for nowcasting.

  • groups: Numeric, Number of groups/strata in the supplied observations (set using by).

  • max_date: The maximum available report date.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_reporting_triangle_to_long(), enw_reporting_triangle()

Examples

library(data.table)

# Filter example hospitalisation data to be national and over all ages
nat_germany_hosp <- germany_covid19_hosp[location == "DE"]
nat_germany_hosp <- nat_germany_hosp[age_group == "00+"]

# Preprocess with default settings
pobs <- enw_preprocess_data(nat_germany_hosp)
pobs

Convert prior data.frame to list

Description

Converts priors defined in a data.frame into a list format for use by stan. In addition it adds "_p" to all variable names in order too allow them to be distinguished from their standard usage within modelling code.

Usage

enw_priors_as_data_list(priors)

Arguments

priors

A data.frame with the following variables: variable, mean, sd describing normal priors. Priors in the appropriate format are returned by enw_reference() as well as by other similar model specification functions.

Value

A named list with each entry specifying a prior as a length two vector (specifying the mean and standard deviation of the prior).

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_get_cache(), enw_model(), enw_replace_priors(), enw_sample(), enw_set_cache(), enw_stan_to_r(), enw_unset_cache(), remove_profiling(), write_stan_files_no_profile()

Examples

priors <- data.frame(variable = "x", mean = 1, sd = 2)
enw_priors_as_data_list(priors)

Convert summarised quantiles from wide to long format

Description

Convert summarised quantiles from wide to long format

Usage

enw_quantiles_to_long(posterior)

Arguments

posterior

A data.frame as output by enw_posterior().

Value

A data.frame of quantiles in long format.

See Also

Functions used for postprocessing of model fits enw_add_latest_obs_to_nowcast(), enw_nowcast_samples(), enw_nowcast_summary(), enw_posterior(), enw_pp_summary(), enw_summarise_samples()

Examples

fit <- enw_example("nowcast")
posterior <- enw_posterior(fit$fit[[1]], var = "expr_lelatent_int[1,1]")
enw_quantiles_to_long(posterior)

Reference date logit hazard reporting model module

Description

Reference date logit hazard reporting model module

Usage

enw_reference(
  parametric = ~1,
  distribution = c("lognormal", "none", "exponential", "gamma", "loglogistic"),
  non_parametric = ~0,
  data
)

Arguments

parametric

A formula (as implemented in enw_formula()) describing the parametric reference date delay model. This can use features defined by report date as defined in metareference as produced by enw_preprocess_data(). Note that this formula will be applied to all summary statistics of the chosen parametric distribution but each summary parameter will have separate effects. Use ~ 0 to not use a parametric model.

distribution

A character vector describing the parametric delay distribution to use. Current options are: "none", "lognormal", "gamma", "exponential", and "loglogistic", with the default being "lognormal".

non_parametric

A formula (as implemented in enw_formula()) describing the non-parametric logit hazard model. This can use features defined by reference date and by delay. It draws on a linked data.frame using metareference and metadelay as produced by enw_preprocess_data(). When an effect per delay is specified this approximates the cox proportional hazard model in discrete time with a single strata. When used in conjunction with a parametric model it likely makes sense to disable the intercept in order to make the joint model identifiable (i.e. ~ 0 + (1 | delay)).

data

Output from enw_preprocess_data().

Value

A list containing the supplied formulas, data passed into a list describing the models, a data.frame describing the priors used, and a function that takes the output data and priors and returns a function that can be used to sample from a tightened version of the prior distribution.

See Also

Model modules enw_expectation(), enw_fit_opts(), enw_missing(), enw_obs(), enw_report()

Examples

# Parametric model with a lognormal distribution
enw_reference(
 parametric = ~1, distribution = "lognormal",
 data = enw_example("preprocessed")
)

# Non-parametric model with a random effect per delay
enw_reference(
 parametric = ~ 0, non_parametric = ~ 1 + (1 | delay),
 data = enw_example("preprocessed")
)

# Combined parametric and non-parametric model
enw_reference(
 parametric = ~ 1, non_parametric = ~ 0 + (1 | delay_cat),
 data = enw_example("preprocessed")
)

Construct a lookup of references dates by report

Description

Construct a lookup of references dates by report

Usage

enw_reference_by_report(
  missing_reference,
  reps_with_complete_refs,
  metareference,
  max_delay
)

Arguments

missing_reference

missing_reference data.frame output from enw_preprocess_data().

reps_with_complete_refs

A data.frame of report dates with complete (i.e fully reported) reference dates as produced using enw_reps_with_complete_refs().

metareference

metareference data.frame output from enw_preprocess_data().

max_delay

The maximum number of days to model in the delay distribution. Must be an integer greater than or equal to 1. Observations with delays larger then the maximum delay will be dropped. If the specified maximum delay is too short, nowcasts can be biased as important parts of the true delay distribution are cut off. At the same time, computational cost scales non-linearly with this setting, so you want the maximum delay to be as long as necessary, but not much longer. Consider what delays are realistic for your application, and when in doubt, check if increasing the maximum delay noticeably changes the delay distribution or nowcasts as estimated by epinowcast. If it does, your maximum delay may still be too short. Note that delays are zero indexed and so include the reference date and max_delay - 1 other days (i.e. a max_delay of 1 corresponds to no delay). You can use check_max_delay() to check the coverage of a delay distribution for different maximum delays.

Value

A wide data.frame with each row being a complete report date and' the columns being the observation index for each reporting delay

See Also

Helper functions for model modules add_max_observed_delay(), add_pmfs(), convolution_matrix(), enw_reps_with_complete_refs(), extract_obs_metadata(), extract_sparse_matrix(), latest_obs_as_matrix(), simulate_double_censored_pmf()


Replace default priors with user specified priors

Description

This function is used internally by epinowcast to replace default model priors with users specified ones (restricted to normal priors with specified mean and standard deviations). A common use would be extracting the posterior from a previous epinowcast() run (using summary(nowcast, type = fit)) and using this a prior.

Usage

enw_replace_priors(priors, custom_priors)

Arguments

priors

A data.frame with the following variables: variable, mean, sd describing normal priors. Priors in the appropriate format are returned by enw_reference() as well as by other similar model specification functions.

custom_priors

A data.frame with the following variables: variable, mean, sd describing normal priors. Priors in the appropriate format are returned by enw_reference() as well as by other similar model specification functions. Priors in this data.frame replace the default priors. Note that currently vectorised prior names (i.e those of the form variable[n] will be treated as variable).

Value

A data.table of prior definitions (variable, mean and sd).

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_get_cache(), enw_model(), enw_priors_as_data_list(), enw_sample(), enw_set_cache(), enw_stan_to_r(), enw_unset_cache(), remove_profiling(), write_stan_files_no_profile()

Examples

# Update priors from a data.frame
priors <- data.frame(variable = c("x", "y"), mean = c(1, 2), sd = c(1, 2))
custom_priors <- data.frame(variable = "x[1]", mean = 10, sd = 2)
enw_replace_priors(priors, custom_priors)

# Update priors from a previous model fit
default_priors <- enw_reference(
 distribution = "lognormal",
 data = enw_example("preprocessed"),
)$priors
print(default_priors)

fit_priors <- summary(
 enw_example("nowcast"), type = "fit",
 variables = c("refp_mean_int", "refp_sd_int", "sqrt_phi")
)
fit_priors

enw_replace_priors(default_priors, fit_priors)

Report date logit hazard reporting model module

Description

Report date logit hazard reporting model module

Usage

enw_report(non_parametric = ~0, structural = ~0, data)

Arguments

non_parametric

A formula (as implemented in enw_formula()) describing the non-parametric logit hazard model. This can use features defined by report date as defined in metareport as produced by enw_preprocess_data(). Note that the intercept for this model is set to 0 as it should be used for specifying report date related hazards vs time invariant hazards which should instead be modelled using the non_parametric argument of enw_reference()

structural

A formula with fixed effects and using only binary variables, and factors describing the known reporting structure (i.e weekday only reporting). The base case (i.e the first factor entry) should describe the dates for which reporting is possible. Internally dates with a non-zero element in the design matrix have their hazard set to 0. This can use features defined by report date as defined in metareport as produced by enw_preprocess_data(). Note that the intercept for this model is set to 0 in order to allow all dates without other structural reasons to not be reported to be reported. Note that this feature is not yet available to users.

data

Output from enw_preprocess_data().

Value

A list containing the supplied formulas, data passed into a list describing the models, a data.frame describing the priors used, and a function that takes the output data and priors and returns a function that can be used to sample from a tightened version of the prior distribution.

See Also

Model modules enw_expectation(), enw_fit_opts(), enw_missing(), enw_obs(), enw_reference()

Examples

enw_report(data = enw_example("preprocessed"))

Construct the reporting triangle

Description

Constructs the reporting triangle with each row representing a reference date and columns being observations by report date

Usage

enw_reporting_triangle(obs)

Arguments

obs

A data.frame as produced by enw_add_incidence(). Must contain the following variables: reference_date, .group, delay.

Value

A data.frame with each row being a reference date, and columns being observations by reporting delay.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle_to_long()

Examples

obs <- enw_example("preprocessed")$new_confirm
enw_reporting_triangle(obs)

Recast the reporting triangle from wide to long format

Description

Recast the reporting triangle from wide to long format

Usage

enw_reporting_triangle_to_long(obs)

Arguments

obs

A data.frame in the format produced by enw_reporting_triangle().

Value

A long format reporting triangle as a data.frame with additional variables new_confirm and delay.

See Also

Preprocessing functions enw_add_delay(), enw_add_max_reported(), enw_add_metaobs_features(), enw_assign_group(), enw_complete_dates(), enw_construct_data(), enw_extend_date(), enw_filter_delay(), enw_filter_reference_dates(), enw_filter_report_dates(), enw_flag_observed_observations(), enw_impute_na_observations(), enw_latest_data(), enw_metadata_delay(), enw_metadata(), enw_missing_reference(), enw_preprocess_data(), enw_reporting_triangle()

Examples

obs <- enw_example("preprocessed")$new_confirm
rt <- enw_reporting_triangle(obs)
enw_reporting_triangle_to_long(rt)

Identify report dates with complete (i.e up to the maximum delay) reference dates

Description

Identify report dates with complete (i.e up to the maximum delay) reference dates

Usage

enw_reps_with_complete_refs(new_confirm, max_delay, by = NULL, copy = TRUE)

Arguments

new_confirm

new_confirm data.frame output from enw_preprocess_data().

max_delay

The maximum number of days to model in the delay distribution. Must be an integer greater than or equal to 1. Observations with delays larger then the maximum delay will be dropped. If the specified maximum delay is too short, nowcasts can be biased as important parts of the true delay distribution are cut off. At the same time, computational cost scales non-linearly with this setting, so you want the maximum delay to be as long as necessary, but not much longer. Consider what delays are realistic for your application, and when in doubt, check if increasing the maximum delay noticeably changes the delay distribution or nowcasts as estimated by epinowcast. If it does, your maximum delay may still be too short. Note that delays are zero indexed and so include the reference date and max_delay - 1 other days (i.e. a max_delay of 1 corresponds to no delay). You can use check_max_delay() to check the coverage of a delay distribution for different maximum delays.

by

A character vector describing the stratification of observations. This defaults to no grouping. This should be used when modelling multiple time series in order to identify them for downstream modelling

copy

A logical; if TRUE (the default) creates a copy; otherwise, modifies obs in place.

Value

A data.frame containing a report_date variable, and grouping variables specified for report dates that have complete reporting.

See Also

Helper functions for model modules add_max_observed_delay(), add_pmfs(), convolution_matrix(), enw_reference_by_report(), extract_obs_metadata(), extract_sparse_matrix(), latest_obs_as_matrix(), simulate_double_censored_pmf()


Fit a CmdStan model using NUTS

Description

Fit a CmdStan model using NUTS

Usage

enw_sample(data, model = epinowcast::enw_model(), diagnostics = TRUE, ...)

Arguments

data

A list of data as produced by model modules (for example enw_expectation(), enw_obs(), etc.) and as required for use the model being used.

model

A cmdstanr model object as loaded by enw_model() or as supplied by the user.

diagnostics

Logical, defaults to TRUE. Should fitting diagnostics be returned as a data.frame.

...

Additional parameters passed to the sample method of cmdstanr.

Value

A data.frame containing the cmdstanr fit, the input data, the fitting arguments, and optionally summary diagnostics.

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_get_cache(), enw_model(), enw_priors_as_data_list(), enw_replace_priors(), enw_set_cache(), enw_stan_to_r(), enw_unset_cache(), remove_profiling(), write_stan_files_no_profile()


Evaluate nowcasts using proper scoring rules

Description

Acts as a wrapper to scoringutils::score(). In particular, handling filtering nowcast summary output and linking this output to observed data. See the documentation for the scoringutils package for more on forecast scoring.

Usage

enw_score_nowcast(
  nowcast,
  latest_obs,
  log = FALSE,
  check = FALSE,
  round_to = 3,
  ...
)

Arguments

nowcast

A posterior nowcast or posterior prediction as returned by summary.epinowcast(), when used on the output of epinowcast().

latest_obs

A data.frame of the latest available observations as produced by enw_latest_data() or otherwise.

log

Logical, defaults to FALSE. Should scores be calculated on the log scale (with a 0.01 shift) for both observations and nowcasts. Scoring in this way can be thought of as a relative score vs the more usual absolute measure. It may be useful when targets are on very different scales or when the forecaster is more interested in good all round performance versus good performance for targets with large values.

check

Logical, defaults to FALSE. Should scoringutils::check_forecasts() be used to check input nowcasts.

round_to

Integer defaults to 3. Number of digits to round scoring output to.

...

Arguments passed on to scoringutils::score

data

A data.frame or data.table with the predictions and observations. For scoring using score(), the following columns need to be present:

  • true_value - the true observed values

  • prediction - predictions or predictive samples for one true value. (You only don't need to provide a prediction column if you want to score quantile forecasts in a wide range format.)

For scoring integer and continuous forecasts a sample column is needed:

  • sample - an index to identify the predictive samples in the prediction column generated by one model for one true value. Only necessary for continuous and integer forecasts, not for binary predictions.

For scoring predictions in a quantile-format forecast you should provide a column called quantile:

  • quantile: quantile to which the prediction corresponds

In addition a model column is suggested and if not present this will be flagged and added to the input data with all forecasts assigned as an "unspecified model").

You can check the format of your data using check_forecasts() and there are examples for each format (example_quantile, example_continuous, example_integer, and example_binary).

metrics

the metrics you want to have in the output. If NULL (the default), all available metrics will be computed. For a list of available metrics see available_metrics(), or check the metrics data set.

Value

A data.table as returned by scoringutils::score().

Examples

library(data.table)
library(scoringutils)

# Summarise example nowcast
nowcast <- enw_example("nowcast")
summarised_nowcast <- summary(nowcast)

# Load latest available observations
obs <- enw_example("observations")

# Keep the last 7 days of data
obs <- obs[reference_date > (max(reference_date) - 7)]

# score on the absolute scale
scores <- enw_score_nowcast(summarised_nowcast, obs)
summarise_scores(scores, by = "location")

# score overall on a log scale
log_scores <- enw_score_nowcast(summarised_nowcast, obs, log = TRUE)
summarise_scores(log_scores, by = "location")

Set caching location for Stan models

Description

This function allows the user to set a cache location for Stan models rather than a temporary directory. This can reduce the need for model compilation on every new model run across sessions or within a session. For R version 4.0.0 and above, it's recommended to use the persistent cache as shown in the example.

Usage

enw_set_cache(path, type = c("session", "persistent", "all"))

Arguments

path

A valid filepath representing the desired cache location. If the directory does not exist it will be created.

type

A character string specifying the cache type. It can be one of "session", "persistent", or "all". Default is "session". "session" sets the cache for the current session, "persistent" writes the cache location to the user’s .Renviron file, and "all" does both.

Value

The string of the filepath set.

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_get_cache(), enw_model(), enw_priors_as_data_list(), enw_replace_priors(), enw_sample(), enw_stan_to_r(), enw_unset_cache(), remove_profiling(), write_stan_files_no_profile()

Examples

# Set to local directory
my_enw_cache <- enw_set_cache(file.path(tempdir(), "test"))
enw_get_cache()
## Not run: 
# Use the package cache in R >= 4.0
if (R.version.string >= "4.0.0") {
 enw_set_cache(
   tools::R_user_dir(package = "epinowcast", "cache"), type = "all"
 )
}


## End(Not run)

Simulate observations with a missing reference date.

Description

A simple binomial simulator of missing data by reference date using simulated or observed data as an input. This function may be used to validate missing data models, as part of examples and case studies, or to explore the implications of missing data for your use case.

Usage

enw_simulate_missing_reference(obs, proportion = 0.2, by = NULL)

Arguments

obs

A data.frame containing at least the following variables: ⁠reference date⁠ (index date of interest), report_date (report date for observations), and confirm (cumulative observations by reference and report date).

proportion

Numeric, the proportion of observations that are missing a reference date, indexed by reference date. Currently only a fixed proportion are supported and this defaults to 0.2.

by

A character vector describing the stratification of observations. This defaults to no grouping. This should be used when modelling multiple time series in order to identify them for downstream modelling

Value

A data.table of the same format as the input but with a simulated proportion of observations now having a missing reference date.

Examples

# Load and filter germany hospitalisations
nat_germany_hosp <- subset(
  germany_covid19_hosp, location == "DE" & age_group == "00+"
)
nat_germany_hosp <- enw_filter_report_dates(
  nat_germany_hosp,
  latest_date = "2021-08-01"
)

# Make sure observations are complete
nat_germany_hosp <- enw_complete_dates(
  nat_germany_hosp,
  by = c("location", "age_group"), missing_reference = FALSE
)

# Simulate
enw_simulate_missing_reference(
  nat_germany_hosp,
  proportion = 0.35, by = c("location", "age_group")
)

Expose epinowcast stan functions in R

Description

This function facilitates the exposure of Stan functions from the epinowcast package in R. It utilizes the expose_functions() method of cmdstanr::CmdStanModel or this purpose. This function is useful for developers and contributors to the epinowcast package, as well as for users interested in exploring and prototyping with model functionalities.

Usage

enw_stan_to_r(
  files = list.files(include),
  include = system.file("stan", "functions", package = "epinowcast"),
  global = TRUE,
  verbose = TRUE,
  ...
)

Arguments

files

A character vector specifying the names of Stan files to be exposed. These must be in the include directory. Defaults to all Stan files in the include directory. Note that the following files contain overloaded functions and cannot be exposed: "delay_lpmf.stan", "allocate_observed_obs.stan", "obs_lpmf.stan", and "effects_priors_lp.stan".

include

A character string specifying the directory containing Stan files. Defaults to the 'stan/functions' directory of the epinowcast() package.

global

A logical value indicating whether to expose the functions globally. Defaults to TRUE. Passed to the expose_functions() method of cmdstanr::CmdStanModel.

verbose

Logical, defaults to TRUE. Should verbose messages be shown.

...

Additional arguments passed to enw_model.

Value

An object of class CmdStanModel with functions from the model exposed for use in R.

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_get_cache(), enw_model(), enw_priors_as_data_list(), enw_replace_priors(), enw_sample(), enw_set_cache(), enw_unset_cache(), remove_profiling(), write_stan_files_no_profile()

Examples

# Compile functions in stan/functions/hazard.stan
stan_functions <- enw_stan_to_r("hazard.stan")
# These functions can now be used in R
stan_functions$functions$prob_to_hazard(c(0.5, 0.1, 0.1))
# or exposed globally and used directly
prob_to_hazard(c(0.5, 0.1, 0.1))

Summarise posterior samples

Description

This function summarises posterior samples for arbitrary strata. It optionally holds out the observed data (variables that are not ".draw", ".iteration", ".sample", ".chain" ) joins this to the summarised posterior.

Usage

enw_summarise_samples(
  samples,
  probs = c(0.05, 0.2, 0.35, 0.5, 0.65, 0.8, 0.95),
  by = c("reference_date", ".group"),
  link_with_obs = TRUE
)

Arguments

samples

A data.frame of posterior samples with at least a numeric sample variable.

probs

A vector of numeric probabilities to produce quantile summaries for. By default these are the 5%, 20%, 80%, and 95% quantiles which are also the minimum set required for plotting functions to work.

by

A character vector of variables to summarise by. Defaults to c("reference_date", ".group").

link_with_obs

Logical, should the observed data be linked to the posterior summary? This is useful for plotting the posterior against the observed data. Defaults to TRUE.

Value

A data.frame summarising the posterior samples.

See Also

Functions used for postprocessing of model fits enw_add_latest_obs_to_nowcast(), enw_nowcast_samples(), enw_nowcast_summary(), enw_posterior(), enw_pp_summary(), enw_quantiles_to_long()

Examples

fit <- enw_example("nowcast")
samples <- summary(fit, type = "nowcast_sample")
enw_summarise_samples(samples, probs = c(0.05, 0.5, 0.95))

Unset Stan cache location

Description

Optionally removes the enw_cache_location environment variable from the user .Renviron file and/or removes it from the local environment. If you unset the local cache and want to switch back to using the persistent cache, you can reload the .Renviron file using readRenviron("~/.Renviron").

Usage

enw_unset_cache(type = c("session", "persistent", "all"))

Arguments

type

A character string specifying the type of cache to unset. It can be one of "session", "persistent", or "all". Default is "session". "session" unsets the cache for the current session, "persistent" removes the cache location from the user’s .Renviron file,and "all" does all options.

Value

The prior cache location, if it existed otherwise NULL.

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_get_cache(), enw_model(), enw_priors_as_data_list(), enw_replace_priors(), enw_sample(), enw_set_cache(), enw_stan_to_r(), remove_profiling(), write_stan_files_no_profile()

Examples

enw_unset_cache()

Nowcast using partially observed data

Description

Provides a user friendly interface around package functionality to produce a nowcast from observed preprocessed data, and a series of user defined models. By default a model that assumes a fixed parametric reporting distribution with a flexible expectation model is used. Explore the individual model components for additional documentation and see the package case studies for example model specifications for different tasks.

Usage

epinowcast(
  data,
  reference = epinowcast::enw_reference(parametric = ~1, distribution = "lognormal",
    non_parametric = ~0, data = data),
  report = epinowcast::enw_report(non_parametric = ~0, structural = ~0, data = data),
  expectation = epinowcast::enw_expectation(r = ~0 + (1 | day:.group), generation_time =
    1, observation = ~1, latent_reporting_delay = 1, data = data),
  missing = epinowcast::enw_missing(formula = ~0, data = data),
  obs = epinowcast::enw_obs(family = "negbin", data = data),
  fit = epinowcast::enw_fit_opts(sampler = epinowcast::enw_sample, nowcast = TRUE, pp =
    FALSE, likelihood = TRUE, debug = FALSE, output_loglik = FALSE),
  model = epinowcast::enw_model(),
  priors,
  ...
)

Arguments

data

Output from enw_preprocess_data().

reference

The reference date indexed reporting process model specification as defined using enw_reference().

report

The report date indexed reporting process model specification as defined using enw_report().

expectation

The expectation model specification as defined using enw_expectation(). By default this is set to be a highly flexible random effect by reference date for each group and thus weakly informed. Depending on your context (and in particular the density of data reporting) other choices that enforce more assumptions may be more appropriate (for example a weekly random walk (specified using rw(week, by = .group))).

missing

The missing reference date model specification as defined using enw_missing(). By default this is set to not be used.

obs

The observation model as defined by enw_obs(). Observations are also processed within this function for use in modelling.

fit

Model fit options as defined using enw_fit_opts(). This includes the sampler function to use (with the package default being enw_sample()), whether or now a nowcast should be used, etc. See enw_fit_opts() for further details.

model

The model to use within fit. By default this uses enw_model().

priors

A data.frame with the following variables: variable, mean, sd describing normal priors. Priors in the appropriate format are returned by enw_reference() as well as by other similar model specification functions. Priors in this data.frame replace the default priors specified by each model component.

...

Additional model modules to pass to model. User modules may be used but currently require the supplied model to be adapted.

Value

A object of the class "epinowcast" which inherits from enw_preprocess_data() and data.table, and combines the input data, priors, and output from the sampler specified in enw_fit_opts().

See Also

Other epinowcast: plot.epinowcast(), summary.epinowcast()

Examples

# Load data.table and ggplot2
library(data.table)
library(ggplot2)

# Use 2 cores
options(mc.cores = 2)
# Load and filter germany hospitalisations
nat_germany_hosp <-
  germany_covid19_hosp[location == "DE"][age_group == "00+"]
nat_germany_hosp <- enw_filter_report_dates(
  nat_germany_hosp,
  latest_date = "2021-10-01"
)
# Make sure observations are complete
nat_germany_hosp <- enw_complete_dates(
  nat_germany_hosp,
  by = c("location", "age_group")
)
# Make a retrospective dataset
retro_nat_germany <- enw_filter_report_dates(
  nat_germany_hosp,
  remove_days = 40
)
retro_nat_germany <- enw_filter_reference_dates(
  retro_nat_germany,
  include_days = 40
)
# Get latest observations for the same time period
latest_obs <- enw_latest_data(nat_germany_hosp)
latest_obs <- enw_filter_reference_dates(
  latest_obs,
  remove_days = 40, include_days = 20
)
# Preprocess observations (note this maximum delay is likely too short)
pobs <- enw_preprocess_data(retro_nat_germany, max_delay = 20)
# Fit the default nowcast model and produce a nowcast
# Note that we have reduced samples for this example to reduce runtimes
nowcast <- epinowcast(pobs,
  fit = enw_fit_opts(
    save_warmup = FALSE, pp = TRUE,
    chains = 2, iter_warmup = 500, iter_sampling = 500
  )
)
nowcast
# plot the nowcast vs latest available observations
plot(nowcast, latest_obs = latest_obs)

# plot posterior predictions for the delay distribution by date
plot(nowcast, type = "posterior") +
  facet_wrap(vars(reference_date), scale = "free")

Extract observation metadata

Description

This function extracts metadata from the provided dataset to be used in the observation model.

Usage

extract_obs_metadata(new_confirm, observation_indicator = NULL)

Arguments

new_confirm

A data.table containing the columns: "reference_date", "delay", ".group", "new_confirm", and "max_obs_delay". As produced by enw_preprocess_data() in the new_confirm output with the addition of the "max_obs_delay" column as produced by add_max_observed_delay().

observation_indicator

A character string specifying the column name in new_confirm that indicates whether an observation is observed or not. This column should be a logical vector. If NULL (default), all observations are considered observed.

Value

A list containing:

  • st: time index of each snapshot (snapshot time).

  • ts: snapshot index by time and group.

  • sl: number of reported observations per snapshot (snapshot length).

  • csl: cumulative version of sl.

  • lsl: number of consecutive reported observations per snapshot accounting for missing data.

  • clsl: cumulative version of lsl.

  • nsl: number of observed observations per snapshot (snapshot length).

  • cnsl: cumulative version of nsl.

  • sg: group index of each snapshot (snapshot group).

See Also

Helper functions for model modules add_max_observed_delay(), add_pmfs(), convolution_matrix(), enw_reference_by_report(), enw_reps_with_complete_refs(), extract_sparse_matrix(), latest_obs_as_matrix(), simulate_double_censored_pmf()


Extract sparse matrix elements

Description

This helper function allows the extraction of a sparse matrix from a matrix using a similar approach to that implemented in rstan::extract_sparse_parts() and returns these elements in a named list for use in stan. This function is used in the construction of the expectation model (see enw_expectation()).

Usage

extract_sparse_matrix(mat, prefix = "")

Arguments

mat

A matrix to extract the sparse matrix from.

prefix

A character string to prefix the names of the returned list.

Value

A list representing the sparse matrix, containing:

  • nw: Count of non-zero elements in mat.

  • w: Vector of non-zero elements in mat. Equivalent to the numeric values from mat excluding zeros.

  • nv: Length of v.

  • v: Vector of row indices corresponding to each non-zero element in w. Indicates the row location in mat for each non-zero value.

  • nu: Length of u.

  • u: Vector indicating the starting indices in w for non-zero elements of each row in mat. Helps identify the partition of w into different rows of mat.

See Also

enw_expectation()

Helper functions for model modules add_max_observed_delay(), add_pmfs(), convolution_matrix(), enw_reference_by_report(), enw_reps_with_complete_refs(), extract_obs_metadata(), latest_obs_as_matrix(), simulate_double_censored_pmf()

Examples

mat <- matrix(1:12, nrow = 4)
mat[2, 2] <- 0
mat[3, 1] <- 0
extract_sparse_matrix(mat)

Hospitalisations in Germany by date of report and reference

Description

Hospitalisations in Germany by date of report and reference

Usage

germany_covid19_hosp

Format

An object of class data.table (inherits from data.frame) with 1536885 rows and 5 columns.

Value

A data.table

See Also

Package data sets enw_example()


Get internal timestep

Description

This function converts the string representation of the timestep to its corresponding numeric value or returns the numeric input (if it is a whole number). For "day", "week", it returns 1 and 7 respectively. For "month", it returns "month" as months are not a fixed number of days. If the input is a numeric whole number, it is returned as is.

Usage

get_internal_timestep(timestep)

Arguments

timestep

The timestep to used. This can be a string ("day", "week", "month") or a numeric whole number representing the number of days.

Value

A numeric value representing the number of days for "day" and "week", "month" for "month", or the input value if it is a numeric whole number.

See Also

Utility functions aggregate_rolling_sum(), coerce_date(), coerce_dt(), date_to_numeric_modulus(), is.Date(), stan_fns_as_string()


Check an object is a Date

Description

Checks that an object is a date

Usage

is.Date(x)

Arguments

x

An object

Value

A logical

See Also

Utility functions aggregate_rolling_sum(), coerce_date(), coerce_dt(), date_to_numeric_modulus(), get_internal_timestep(), stan_fns_as_string()


Convert latest observed data to a matrix

Description

Convert latest observed data to a matrix

Usage

latest_obs_as_matrix(latest)

Arguments

latest

latest data.frame output from enw_preprocess_data().

Value

A matrix with each column being a group and each row a reference date

See Also

Helper functions for model modules add_max_observed_delay(), add_pmfs(), convolution_matrix(), enw_reference_by_report(), enw_reps_with_complete_refs(), extract_obs_metadata(), extract_sparse_matrix(), simulate_double_censored_pmf()


Parse a formula into components

Description

This function uses a series internal functions to break an input formula into its component parts each of which can then be handled separately. Currently supported components are fixed effects, lme4 style random effects, and random walks using the rw() helper function.

Usage

parse_formula(formula)

Arguments

formula

A model formula that may use standard fixed effects, random effects using lme4 syntax (see re()), and random walks defined using the rw() helper function.

Value

A list of formula components. These currently include:

  • fixed: A character vector of fixed effect terms

  • random: A list of of lme4 style random effects

  • rw: A character vector of rw() random walk terms.

Reference

The random walk functions used internally by this function were adapted from code written by J Scott (under an MIT license) as part of the epidemia package (https://github.com/ImperialCollegeLondon/epidemia/).

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_re(), construct_rw(), enw_formula(), enw_manual_formula(), remove_rw_terms(), re(), rw_terms(), rw(), split_formula_to_terms()

Examples

epinowcast:::parse_formula(~ 1 + age_group + location)

epinowcast:::parse_formula(~ 1 + age_group + (1 | location))

epinowcast:::parse_formula(~ 1 + (age_group | location))

epinowcast:::parse_formula(~ 1 + (1 | location) + rw(week, location))

Plot method for epinowcast

Description

plot method for class "epinowcast".

Usage

## S3 method for class 'epinowcast'
plot(
  x,
  latest_obs = NULL,
  type = c("nowcast", "posterior_prediction"),
  log = FALSE,
  ...
)

Arguments

x

A data.table of output as produced by epinowcast().

latest_obs

A data.frame of observed data which may be passed to lower level methods.

type

Character string indicating the plot required; enforced by base::match.arg(). Currently supported options:

  • "nowcast" which plots the nowcast for each dataset along with latest available observed data using enw_plot_nowcast_quantiles(),

  • "posterior_prediction" which plots observations reported at the time against simulated observations from the model using enw_plot_pp_quantiles().

log

Logical, defaults to FALSE. Should counts be plot on the log scale.

...

Additional arguments to the plot function specified by type.

Value

ggplot2 object

See Also

Other epinowcast: epinowcast(), summary.epinowcast()

Plotting functions enw_plot_nowcast_quantiles(), enw_plot_obs(), enw_plot_pp_quantiles(), enw_plot_quantiles(), enw_plot_theme()

Examples

nowcast <- enw_example("nowcast")
latest_obs <- enw_example("obs")

# Plot nowcast
plot(nowcast, latest_obs = latest_obs, type = "nowcast")

# Plot posterior predictions by reference date
plot(nowcast, type = "posterior_prediction") +
 ggplot2::facet_wrap(ggplot2::vars(reference_date), scales = "free")

Defines random effect terms using the lme4 syntax

Description

Defines random effect terms using the lme4 syntax

Usage

re(formula)

Arguments

formula

A random effect as returned by lme4::findbars() when a random effect is defined using the lme4 syntax in formula. Currently only simplified random effects (i.e LHS | RHS) are supported.

Value

A list defining the fixed and random effects of the specified random effect

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_re(), construct_rw(), enw_formula(), enw_manual_formula(), parse_formula(), remove_rw_terms(), rw_terms(), rw(), split_formula_to_terms()

Examples

form <- epinowcast:::parse_formula(~ 1 + (1 | age_group))
re(form$random[[1]])

form <- epinowcast:::parse_formula(~ 1 + (location | age_group))
re(form$random[[1]])

Remove profiling statements from a character vector representing stan code

Description

Remove profiling statements from a character vector representing stan code

Usage

remove_profiling(s)

Arguments

s

Character vector representing stan code

Value

A character vector of the stan code without profiling statements

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_get_cache(), enw_model(), enw_priors_as_data_list(), enw_replace_priors(), enw_sample(), enw_set_cache(), enw_stan_to_r(), enw_unset_cache(), write_stan_files_no_profile()


Remove random walk terms from a formula object

Description

This function removes random walk terms denoted using rw() from a formula so that they can be processed on their own.

Usage

remove_rw_terms(formula)

Arguments

formula

A model formula that may use standard fixed effects, random effects using lme4 syntax (see re()), and random walks defined using the rw() helper function.

Value

A formula object with the random walk terms removed.

Reference

This function was adapted from code written by J Scott (under an MIT license) as part of the epidemia package (https://github.com/ImperialCollegeLondon/epidemia/).

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_re(), construct_rw(), enw_formula(), enw_manual_formula(), parse_formula(), re(), rw_terms(), rw(), split_formula_to_terms()

Examples

epinowcast:::remove_rw_terms(~ 1 + age_group + location)

epinowcast:::remove_rw_terms(~ 1 + age_group + location + rw(week, location))

Adds random walks with Gaussian steps to the model.

Description

A call to rw() can be used in the 'formula' argument of model construction functions in the epinowcast package such as enw_formula(). Does not evaluate arguments but instead simply passes information for use in model construction.

Usage

rw(time, by, type = c("independent", "dependent"))

Arguments

time

Defines the random walk time period.

by

Defines the grouping parameter used for the random walk. If not specified no grouping is used. Currently this is limited to a single variable.

type

Character string, how standard deviation of grouped random walks is estimated: "independent", or "dependent" across groups; enforced by base::match.arg().

Value

A list defining the time frame, group, and type with class "enw_rw_term" that can be interpreted by construct_rw().

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_re(), construct_rw(), enw_formula(), enw_manual_formula(), parse_formula(), remove_rw_terms(), re(), rw_terms(), split_formula_to_terms()

Examples

rw(time)

rw(time, location)

rw(time, location, type = "dependent")

Finds random walk terms in a formula object

Description

This function extracts random walk terms denoted using rw() from a formula so that they can be processed on their own.

Usage

rw_terms(formula)

Arguments

formula

A model formula that may use standard fixed effects, random effects using lme4 syntax (see re()), and random walks defined using the rw() helper function.

Value

A character vector containing the random walk terms that have been identified in the supplied formula.

Reference

This function was adapted from code written by J Scott (under an MIT license) as part of the epidemia package (https://github.com/ImperialCollegeLondon/epidemia/).

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_re(), construct_rw(), enw_formula(), enw_manual_formula(), parse_formula(), remove_rw_terms(), re(), rw(), split_formula_to_terms()

Examples

epinowcast:::rw_terms(~ 1 + age_group + location)

epinowcast:::rw_terms(~ 1 + age_group + location + rw(week, location))

Simulate daily double censored PMF

Description

This function simulates the probability mass function of a daily double-censored process. The process involves two distributions: a primary distribution which represents the censoring process for the primary event and another distribution (which is offset by the primary).

Usage

simulate_double_censored_pmf(
  max,
  fun_primary = stats::runif,
  primary_args = list(),
  fun_dist = stats::rlnorm,
  dist_args = list(...),
  n = 1e+06,
  ...
)

Arguments

max

Maximum value for the computed CDF. If not specified, the maximum value is the maximum simulated delay.

fun_primary

Primary distribution function (default is runif).

primary_args

List of additional arguments to be passed to the primary distribution function.

fun_dist

Distribution function to be added to the primary (default is rlnorm).

dist_args

List of additional arguments to be passed to the distribution function.

n

Number of simulations (default is 1e6).

...

Additional arguments to be passed to the distribution function. This is an alternative to dist_args.

Value

A numeric vector representing the PMF.

See Also

Helper functions for model modules add_max_observed_delay(), add_pmfs(), convolution_matrix(), enw_reference_by_report(), enw_reps_with_complete_refs(), extract_obs_metadata(), extract_sparse_matrix(), latest_obs_as_matrix()

Examples

simulate_double_censored_pmf(10, meanlog = 0, sdlog = 1)

Split formula into individual terms

Description

Split formula into individual terms

Usage

split_formula_to_terms(formula)

Arguments

formula

A model formula that may use standard fixed effects, random effects using lme4 syntax (see re()), and random walks defined using the rw() helper function.

Value

A character vector of formula terms

See Also

Functions used to help convert formulas into model designs as_string_formula(), construct_re(), construct_rw(), enw_formula(), enw_manual_formula(), parse_formula(), remove_rw_terms(), re(), rw_terms(), rw()

Examples

epinowcast:::split_formula_to_terms(~ 1 + age_group + location)

Read in a stan function file as a character string

Description

Read in a stan function file as a character string

Usage

stan_fns_as_string(files, include)

Arguments

files

A character vector specifying the names of Stan files to be exposed. These must be in the include directory. Defaults to all Stan files in the include directory. Note that the following files contain overloaded functions and cannot be exposed: "delay_lpmf.stan", "allocate_observed_obs.stan", "obs_lpmf.stan", and "effects_priors_lp.stan".

include

A character string specifying the directory containing Stan files. Defaults to the 'stan/functions' directory of the epinowcast() package.

Value

A character string in the of stan functions.

See Also

Utility functions aggregate_rolling_sum(), coerce_date(), coerce_dt(), date_to_numeric_modulus(), get_internal_timestep(), is.Date()


Summary method for epinowcast

Description

summary method for class "epinowcast".

Usage

## S3 method for class 'epinowcast'
summary(
  object,
  type = c("nowcast", "nowcast_samples", "fit", "posterior_prediction"),
  max_delay = object$max_delay,
  ...
)

Arguments

object

A data.table output from epinowcast().

type

Character string indicating the summary to return; enforced by base::match.arg(). Supported options are:

max_delay

Maximum delay to which nowcasts should be summarised. Must be equal (default) or larger than the modelled maximum delay. If it is larger, then nowcasts for unmodelled dates are added by assuming that case counts beyond the modelled maximum delay are fully observed.

...

Additional arguments passed to summary specified by type.

Value

A summary data.frame

See Also

summary epinowcast

Other epinowcast: epinowcast(), plot.epinowcast()

Examples

nowcast <- enw_example("nowcast")

# Summarise nowcast posterior
summary(nowcast, type = "nowcast")

# Nowcast posterior samples
summary(nowcast, type = "nowcast_samples")

# Nowcast model fit
summary(nowcast, type = "fit")

# Posterior predictions
summary(nowcast, type = "posterior_prediction")

Write copies of the .stan files of a Stan model and its #include files with all profiling statements removed.

Description

Write copies of the .stan files of a Stan model and its #include files with all profiling statements removed.

Usage

write_stan_files_no_profile(
  stan_file,
  include_paths = NULL,
  target_dir = epinowcast::enw_get_cache()
)

Arguments

stan_file

The path to a .stan file containing a Stan program.

include_paths

Paths to directories where Stan should look for files specified in #include directives in the Stan program.

target_dir

The path to a directory in which the manipulated .stan files without profiling statements should be stored. To avoid overriding of the original .stan files, this should be different from the directory of the original model and the include_paths.

Value

A list containing the path to the .stan file without profiling statements and the include_paths for the included .stan files without profiling statements

See Also

Functions used to help convert models into the format required for stan enw_formula_as_data_list(), enw_get_cache(), enw_model(), enw_priors_as_data_list(), enw_replace_priors(), enw_sample(), enw_set_cache(), enw_stan_to_r(), enw_unset_cache(), remove_profiling()