Nothing
quantileForecast.fitBMAgamma <-
function(fit, ensembleData, quantiles = 0.5, dates=NULL, ...)
{
#
# copyright 2006-present, University of Washington. All rights reserved.
# for terms of use, see the LICENSE file
#
powfun <- function(x,power) x^power
powinv <- function(x,power) x^(1/power)
weps <- 1.e-4
if (!is.null(dates)) warning("dates ignored")
ensembleData <- ensembleData[,matchEnsembleMembers(fit,ensembleData)]
M <- !dataNA(ensembleData,observations=FALSE,dates=FALSE)
if (!all(M)) ensembleData <- ensembleData[M,]
nObs <- nrow(ensembleData)
Q <- matrix(NA, nObs, length(quantiles))
dimnames(Q) <- list(dataObsLabels(ensembleData),as.character(quantiles))
nForecasts <- ensembleSize(ensembleData)
ensembleData <- ensembleForecasts(ensembleData)
WEIGHTS <- fit$weights
if (!all(Wmiss <- is.na(WEIGHTS))) {
for (i in 1:nObs) {
f <- ensembleData[i,]
M <- is.na(f) | Wmiss
VAR <- (fit$varCoefs[1] + fit$varCoefs[2]*f)^2
fTrans <- sapply( f, powfun, fit$power)
MEAN <- apply(rbind(1, fTrans)*fit$biasCoefs, 2, sum)
W <- WEIGHTS
if (any(M)) {
W <- W + weps
W <- W[!M]/sum(W[!M])
}
Q[i,] <- sapply( quantiles, quantBMAgamma, WEIGHTS=W,
MEAN=MEAN[!M], VAR=VAR[!M])
}
}
apply(Q, 2, powinv, power = fit$power)
}
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