inst/shiny/table.R
In bbreaker/MISTEdv: Web app for estimation and review of daily value streamflow data
output$table <- DT::renderDataTable ({
dat <- getDat()
datP <- getDatP()
if (input$use2 == FALSE) {
if (input$Method == 1) {
if (input$useSeas == FALSE) {
regObj <- lm(log10(X_00060_00003.y) ~ log10(X_00060_00003.x), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x)
}
else if (input$useSeas == TRUE) {
regObj <- lm(log10(X_00060_00003.y) ~ log10(X_00060_00003.x) + fourier(Date), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, fourier(datP$Date))
}
estVals <- predict(regObj, predSet, se.fit = TRUE, interval = "prediction")
datPred <- data.frame(estVals)
datPred[,(1:4)] <- 10^datPred[,(1:4)]
datPred <- data.frame(Estimated = datPred$fit.fit, fitUpper = datPred$fit.upr, fitLower = datPred$fit.lwr, standardError = datPred$se.fit)
datP <- cbind(datP, datPred)
if (input$smooth == TRUE) {
startSm <- input$dates4[1] - as.difftime(1, units = "days")
endSm <- input$dates4[2] + as.difftime(1, units = "days")
smPeriod <- subset(datP, Date >= startSm & Date <= endSm)
allResids <- smPeriod$X_00060_00003.y - smPeriod$Estimated
leftResid <- allResids[1]
rightResid <- allResids[(length(allResids))]
diffDates <- as.numeric(endSm) - as.numeric(startSm)
slopeResid <- (rightResid - leftResid) / diffDates
intercept <- leftResid
smPeriod$adjResid <- intercept + slopeResid*(as.numeric(smPeriod$Date) - as.numeric(startSm))
smPeriod$Smoothed <- smPeriod$Estimated + smPeriod$adjResid
smPeriod <- data.frame(Date = smPeriod$Date, Smoothed = smPeriod$Smoothed, adjResid = signif(smPeriod$adjResid, 3))
if (smPeriod$Smoothed < 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 2)
}
else if (smPeriod$Smoothed >= 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 3)
}
datP <- merge(x = datP, y = smPeriod, by = "Date", all = TRUE)
}
if (datP$Estimated < 10) {
datP$Estimated <- signif(datP$Estimated, 2)
}
else if (datP$Estimated >= 10) {
datP$Estimated <- signif(datP$Estimated, 3)
}
if (datP$fitUpper < 10) {
datP$fitUpper <- signif(datP$fitUpper, 2)
}
else if (datP$fitUpper >= 10) {
datP$fitUpper <- signif(datP$fitUpper, 3)
}
if (datP$fitLower < 10) {
datP$fitLower <- signif(datP$fitLower, 2)
}
else if (datP$fitLower >= 10) {
datP$fitLower <- signif(datP$fitLower, 3)
}
datP$standardError <- signif(datP$standardError, 3)
DT::datatable(datP, options = list(scrollX = TRUE, scrolly = TRUE), rownames = FALSE)
}
else if (input$Method == 2) {
if (input$useSeas == FALSE) {
regObj <- gam(log10(X_00060_00003.y) ~ s(log10(X_00060_00003.x), bs = "cs"), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x)
}
else if (input$useSeas == TRUE) {
regObj <- gam(log10(X_00060_00003.y) ~ s(log10(X_00060_00003.x), bs = "cs") + fourier(Date), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, fourier(datP$Date))
}
estVals <- predict(regObj, predSet, type = "link", se.fit = TRUE)
datPred <- data.frame(estVals)
upr <- gamIntervals(estVals, regObj, interval = "prediction")$upr
lwr <- gamIntervals(estVals, regObj, interval = "prediction")$lwr
datPred <- data.frame(Estimated = signif(10^(datPred$fit), 3),
fitUpper = signif(10^(upr), 3),
fitLower = signif(10^(lwr), 3),
standardError = signif(datPred$se.fit, 3))
datP <- cbind(datP, datPred)
if (input$smooth == TRUE) {
startSm <- input$dates4[1] - as.difftime(1, units = "days")
endSm <- input$dates4[2] + as.difftime(1, units = "days")
smPeriod <- subset(datP, Date >= startSm & Date <= endSm)
allResids <- smPeriod$X_00060_00003.y - smPeriod$Estimated
leftResid <- allResids[1]
rightResid <- allResids[(length(allResids))]
diffDates <- as.numeric(endSm) - as.numeric(startSm)
slopeResid <- (rightResid - leftResid) / diffDates
intercept <- leftResid
smPeriod$adjResid <- intercept + slopeResid*(as.numeric(smPeriod$Date) - as.numeric(startSm))
smPeriod$Smoothed <- smPeriod$Estimated + smPeriod$adjResid
smPeriod <- data.frame(Date = smPeriod$Date, Smoothed = smPeriod$Smoothed, adjResid = signif(smPeriod$adjResid, 3))
if (smPeriod$Smoothed < 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 2)
}
else if (smPeriod$Smoothed >= 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 3)
}
datP <- merge(x = datP, y = smPeriod, by = "Date", all = TRUE)
}
if (datP$Estimated < 10) {
datP$Estimated <- signif(datP$Estimated, 2)
}
else if (datP$Estimated >= 10) {
datP$Estimated <- signif(datP$Estimated, 3)
}
if (datP$fitUpper < 10) {
datP$fitUpper <- signif(datP$fitUpper, 2)
}
else if (datP$fitUpper >= 10) {
datP$fitUpper <- signif(datP$fitUpper, 3)
}
if (datP$fitLower < 10) {
datP$fitLower <- signif(datP$fitLower, 2)
}
else if (datP$fitLower >= 10) {
datP$fitLower <- signif(datP$fitLower, 3)
}
datP$standardError <- signif(datP$standardError, 3)
DT::datatable(datP, options = list(scrollX = TRUE, scrolly = TRUE), rownames = FALSE)
}
}
else if (input$use2 == TRUE) {
if (input$Method == 1) {
if (input$useSeas == FALSE) {
regObj <- lm(log10(X_00060_00003.y) ~ log10(X_00060_00003.x) + log10(X_00060_00003.x2), data = datP)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, X_00060_00003.x2 = datP$X_00060_00003.x2)
}
else if (input$useSeas == TRUE) {
regObj <- lm(log10(X_00060_00003.y) ~ log10(X_00060_00003.x) + log10(X_00060_00003.x2) + fourier(Date), data = datP)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, X_00060_00003.x2 = datP$X_00060_00003.x2, fourier(datP$Date))
}
estVals <- predict(regObj, predSet, se.fit = TRUE, interval = "prediction")
datPred <- data.frame(estVals)
datPred[,(1:4)] <- 10^datPred[,(1:4)]
datPred <- data.frame(Estimated = datPred$fit.fit, fitUpper = datPred$fit.upr, fitLower = datPred$fit.lwr, standardError = datPred$se.fit)
datP <- cbind(datP, datPred)
if (input$smooth == TRUE) {
startSm <- input$dates4[1] - as.difftime(1, units = "days")
endSm <- input$dates4[2] + as.difftime(1, units = "days")
smPeriod <- subset(datP, Date >= startSm & Date <= endSm)
allResids <- smPeriod$X_00060_00003.y - smPeriod$Estimated
leftResid <- allResids[1]
rightResid <- allResids[(length(allResids))]
diffDates <- as.numeric(endSm) - as.numeric(startSm)
slopeResid <- (rightResid - leftResid) / diffDates
intercept <- leftResid
smPeriod$adjResid <- intercept + slopeResid*(as.numeric(smPeriod$Date) - as.numeric(startSm))
smPeriod$Smoothed <- smPeriod$Estimated + smPeriod$adjResid
smPeriod <- data.frame(Date = smPeriod$Date, Smoothed = smPeriod$Smoothed, adjResid = signif(smPeriod$adjResid, 3))
if (smPeriod$Smoothed < 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 2)
}
else if (smPeriod$Smoothed >= 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 3)
}
datP <- merge(x = datP, y = smPeriod, by = "Date", all = TRUE)
}
if (datP$Estimated < 10) {
datP$Estimated <- signif(datP$Estimated, 2)
}
else if (datP$Estimated >= 10) {
datP$Estimated <- signif(datP$Estimated, 3)
}
if (datP$fitUpper < 10) {
datP$fitUpper <- signif(datP$fitUpper, 2)
}
else if (datP$fitUpper >= 10) {
datP$fitUpper <- signif(datP$fitUpper, 3)
}
if (datP$fitLower < 10) {
datP$fitLower <- signif(datP$fitLower, 2)
}
else if (datP$fitLower >= 10) {
datP$fitLower <- signif(datP$fitLower, 3)
}
datP$standardError <- signif(datP$standardError, 3)
DT::datatable(datP, options = list(scrollX = TRUE, scrolly = TRUE), rownames = FALSE)
}
else if (input$Method == 2) {
if (input$useSeas == FALSE) {
regObj <- gam(log10(X_00060_00003.y) ~ s(log10(X_00060_00003.x), bs = "cs") + s(log10(X_00060_00003.x2), bs = "cs"), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, X_00060_00003.x2 = datP$X_00060_00003.x2)
}
else if (input$useSeas == TRUE) {
regObj <- gam(log10(X_00060_00003.y) ~ s(log10(X_00060_00003.x), bs = "cs") + s(log10(X_00060_00003.x2), bs = "cs") + fourier(Date), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, X_00060_00003.x2 = datP$X_00060_00003.x2, fourier(datP$Date))
}
estVals <- predict(regObj, predSet, type = "link", se.fit = TRUE)
datPred <- data.frame(estVals)
upr <- gamIntervals(estVals, regObj, interval = "prediction")$upr
lwr <- gamIntervals(estVals, regObj, interval = "prediction")$lwr
datPred <- data.frame(Estimated = signif(10^(datPred$fit), 3),
fitUpper = signif(10^(upr), 3),
fitLower = signif(10^(lwr), 3),
standardError = signif(datPred$se.fit, 3))
datP <- cbind(datP, datPred)
if (input$smooth == TRUE) {
startSm <- input$dates4[1] - as.difftime(1, units = "days")
endSm <- input$dates4[2] + as.difftime(1, units = "days")
smPeriod <- subset(datP, Date >= startSm & Date <= endSm)
allResids <- smPeriod$X_00060_00003.y - smPeriod$Estimated
leftResid <- allResids[1]
rightResid <- allResids[(length(allResids))]
diffDates <- as.numeric(endSm) - as.numeric(startSm)
slopeResid <- (rightResid - leftResid) / diffDates
intercept <- leftResid
smPeriod$adjResid <- intercept + slopeResid*(as.numeric(smPeriod$Date) - as.numeric(startSm))
smPeriod$Smoothed <- smPeriod$Estimated + smPeriod$adjResid
smPeriod <- data.frame(Date = smPeriod$Date, Smoothed = smPeriod$Smoothed, adjResid = signif(smPeriod$adjResid, 3))
if (smPeriod$Smoothed < 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 2)
}
else if (smPeriod$Smoothed >= 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 3)
}
datP <- merge(x = datP, y = smPeriod, by = "Date", all = TRUE)
}
if (datP$Estimated < 10) {
datP$Estimated <- signif(datP$Estimated, 2)
}
else if (datP$Estimated >= 10) {
datP$Estimated <- signif(datP$Estimated, 3)
}
if (datP$fitUpper < 10) {
datP$fitUpper <- signif(datP$fitUpper, 2)
}
else if (datP$fitUpper >= 10) {
datP$fitUpper <- signif(datP$fitUpper, 3)
}
if (datP$fitLower < 10) {
datP$fitLower <- signif(datP$fitLower, 2)
}
else if (datP$fitLower >= 10) {
datP$fitLower <- signif(datP$fitLower, 3)
}
datP$standardError <- signif(datP$standardError, 3)
DT::datatable(datP, options = list(scrollX = TRUE, scrolly = TRUE), rownames = FALSE)
}
}
})
bbreaker/MISTEdv documentation built on May 27, 2019, 7:43 a.m.
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output$table <- DT::renderDataTable ({
dat <- getDat()
datP <- getDatP()
if (input$use2 == FALSE) {
if (input$Method == 1) {
if (input$useSeas == FALSE) {
regObj <- lm(log10(X_00060_00003.y) ~ log10(X_00060_00003.x), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x)
}
else if (input$useSeas == TRUE) {
regObj <- lm(log10(X_00060_00003.y) ~ log10(X_00060_00003.x) + fourier(Date), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, fourier(datP$Date))
}
estVals <- predict(regObj, predSet, se.fit = TRUE, interval = "prediction")
datPred <- data.frame(estVals)
datPred[,(1:4)] <- 10^datPred[,(1:4)]
datPred <- data.frame(Estimated = datPred$fit.fit, fitUpper = datPred$fit.upr, fitLower = datPred$fit.lwr, standardError = datPred$se.fit)
datP <- cbind(datP, datPred)
if (input$smooth == TRUE) {
startSm <- input$dates4[1] - as.difftime(1, units = "days")
endSm <- input$dates4[2] + as.difftime(1, units = "days")
smPeriod <- subset(datP, Date >= startSm & Date <= endSm)
allResids <- smPeriod$X_00060_00003.y - smPeriod$Estimated
leftResid <- allResids[1]
rightResid <- allResids[(length(allResids))]
diffDates <- as.numeric(endSm) - as.numeric(startSm)
slopeResid <- (rightResid - leftResid) / diffDates
intercept <- leftResid
smPeriod$adjResid <- intercept + slopeResid*(as.numeric(smPeriod$Date) - as.numeric(startSm))
smPeriod$Smoothed <- smPeriod$Estimated + smPeriod$adjResid
smPeriod <- data.frame(Date = smPeriod$Date, Smoothed = smPeriod$Smoothed, adjResid = signif(smPeriod$adjResid, 3))
if (smPeriod$Smoothed < 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 2)
}
else if (smPeriod$Smoothed >= 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 3)
}
datP <- merge(x = datP, y = smPeriod, by = "Date", all = TRUE)
}
if (datP$Estimated < 10) {
datP$Estimated <- signif(datP$Estimated, 2)
}
else if (datP$Estimated >= 10) {
datP$Estimated <- signif(datP$Estimated, 3)
}
if (datP$fitUpper < 10) {
datP$fitUpper <- signif(datP$fitUpper, 2)
}
else if (datP$fitUpper >= 10) {
datP$fitUpper <- signif(datP$fitUpper, 3)
}
if (datP$fitLower < 10) {
datP$fitLower <- signif(datP$fitLower, 2)
}
else if (datP$fitLower >= 10) {
datP$fitLower <- signif(datP$fitLower, 3)
}
datP$standardError <- signif(datP$standardError, 3)
DT::datatable(datP, options = list(scrollX = TRUE, scrolly = TRUE), rownames = FALSE)
}
else if (input$Method == 2) {
if (input$useSeas == FALSE) {
regObj <- gam(log10(X_00060_00003.y) ~ s(log10(X_00060_00003.x), bs = "cs"), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x)
}
else if (input$useSeas == TRUE) {
regObj <- gam(log10(X_00060_00003.y) ~ s(log10(X_00060_00003.x), bs = "cs") + fourier(Date), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, fourier(datP$Date))
}
estVals <- predict(regObj, predSet, type = "link", se.fit = TRUE)
datPred <- data.frame(estVals)
upr <- gamIntervals(estVals, regObj, interval = "prediction")$upr
lwr <- gamIntervals(estVals, regObj, interval = "prediction")$lwr
datPred <- data.frame(Estimated = signif(10^(datPred$fit), 3),
fitUpper = signif(10^(upr), 3),
fitLower = signif(10^(lwr), 3),
standardError = signif(datPred$se.fit, 3))
datP <- cbind(datP, datPred)
if (input$smooth == TRUE) {
startSm <- input$dates4[1] - as.difftime(1, units = "days")
endSm <- input$dates4[2] + as.difftime(1, units = "days")
smPeriod <- subset(datP, Date >= startSm & Date <= endSm)
allResids <- smPeriod$X_00060_00003.y - smPeriod$Estimated
leftResid <- allResids[1]
rightResid <- allResids[(length(allResids))]
diffDates <- as.numeric(endSm) - as.numeric(startSm)
slopeResid <- (rightResid - leftResid) / diffDates
intercept <- leftResid
smPeriod$adjResid <- intercept + slopeResid*(as.numeric(smPeriod$Date) - as.numeric(startSm))
smPeriod$Smoothed <- smPeriod$Estimated + smPeriod$adjResid
smPeriod <- data.frame(Date = smPeriod$Date, Smoothed = smPeriod$Smoothed, adjResid = signif(smPeriod$adjResid, 3))
if (smPeriod$Smoothed < 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 2)
}
else if (smPeriod$Smoothed >= 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 3)
}
datP <- merge(x = datP, y = smPeriod, by = "Date", all = TRUE)
}
if (datP$Estimated < 10) {
datP$Estimated <- signif(datP$Estimated, 2)
}
else if (datP$Estimated >= 10) {
datP$Estimated <- signif(datP$Estimated, 3)
}
if (datP$fitUpper < 10) {
datP$fitUpper <- signif(datP$fitUpper, 2)
}
else if (datP$fitUpper >= 10) {
datP$fitUpper <- signif(datP$fitUpper, 3)
}
if (datP$fitLower < 10) {
datP$fitLower <- signif(datP$fitLower, 2)
}
else if (datP$fitLower >= 10) {
datP$fitLower <- signif(datP$fitLower, 3)
}
datP$standardError <- signif(datP$standardError, 3)
DT::datatable(datP, options = list(scrollX = TRUE, scrolly = TRUE), rownames = FALSE)
}
}
else if (input$use2 == TRUE) {
if (input$Method == 1) {
if (input$useSeas == FALSE) {
regObj <- lm(log10(X_00060_00003.y) ~ log10(X_00060_00003.x) + log10(X_00060_00003.x2), data = datP)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, X_00060_00003.x2 = datP$X_00060_00003.x2)
}
else if (input$useSeas == TRUE) {
regObj <- lm(log10(X_00060_00003.y) ~ log10(X_00060_00003.x) + log10(X_00060_00003.x2) + fourier(Date), data = datP)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, X_00060_00003.x2 = datP$X_00060_00003.x2, fourier(datP$Date))
}
estVals <- predict(regObj, predSet, se.fit = TRUE, interval = "prediction")
datPred <- data.frame(estVals)
datPred[,(1:4)] <- 10^datPred[,(1:4)]
datPred <- data.frame(Estimated = datPred$fit.fit, fitUpper = datPred$fit.upr, fitLower = datPred$fit.lwr, standardError = datPred$se.fit)
datP <- cbind(datP, datPred)
if (input$smooth == TRUE) {
startSm <- input$dates4[1] - as.difftime(1, units = "days")
endSm <- input$dates4[2] + as.difftime(1, units = "days")
smPeriod <- subset(datP, Date >= startSm & Date <= endSm)
allResids <- smPeriod$X_00060_00003.y - smPeriod$Estimated
leftResid <- allResids[1]
rightResid <- allResids[(length(allResids))]
diffDates <- as.numeric(endSm) - as.numeric(startSm)
slopeResid <- (rightResid - leftResid) / diffDates
intercept <- leftResid
smPeriod$adjResid <- intercept + slopeResid*(as.numeric(smPeriod$Date) - as.numeric(startSm))
smPeriod$Smoothed <- smPeriod$Estimated + smPeriod$adjResid
smPeriod <- data.frame(Date = smPeriod$Date, Smoothed = smPeriod$Smoothed, adjResid = signif(smPeriod$adjResid, 3))
if (smPeriod$Smoothed < 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 2)
}
else if (smPeriod$Smoothed >= 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 3)
}
datP <- merge(x = datP, y = smPeriod, by = "Date", all = TRUE)
}
if (datP$Estimated < 10) {
datP$Estimated <- signif(datP$Estimated, 2)
}
else if (datP$Estimated >= 10) {
datP$Estimated <- signif(datP$Estimated, 3)
}
if (datP$fitUpper < 10) {
datP$fitUpper <- signif(datP$fitUpper, 2)
}
else if (datP$fitUpper >= 10) {
datP$fitUpper <- signif(datP$fitUpper, 3)
}
if (datP$fitLower < 10) {
datP$fitLower <- signif(datP$fitLower, 2)
}
else if (datP$fitLower >= 10) {
datP$fitLower <- signif(datP$fitLower, 3)
}
datP$standardError <- signif(datP$standardError, 3)
DT::datatable(datP, options = list(scrollX = TRUE, scrolly = TRUE), rownames = FALSE)
}
else if (input$Method == 2) {
if (input$useSeas == FALSE) {
regObj <- gam(log10(X_00060_00003.y) ~ s(log10(X_00060_00003.x), bs = "cs") + s(log10(X_00060_00003.x2), bs = "cs"), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, X_00060_00003.x2 = datP$X_00060_00003.x2)
}
else if (input$useSeas == TRUE) {
regObj <- gam(log10(X_00060_00003.y) ~ s(log10(X_00060_00003.x), bs = "cs") + s(log10(X_00060_00003.x2), bs = "cs") + fourier(Date), data = dat)
predSet <- data.frame(Date = datP$Date, X_00060_00003.x = datP$X_00060_00003.x, X_00060_00003.x2 = datP$X_00060_00003.x2, fourier(datP$Date))
}
estVals <- predict(regObj, predSet, type = "link", se.fit = TRUE)
datPred <- data.frame(estVals)
upr <- gamIntervals(estVals, regObj, interval = "prediction")$upr
lwr <- gamIntervals(estVals, regObj, interval = "prediction")$lwr
datPred <- data.frame(Estimated = signif(10^(datPred$fit), 3),
fitUpper = signif(10^(upr), 3),
fitLower = signif(10^(lwr), 3),
standardError = signif(datPred$se.fit, 3))
datP <- cbind(datP, datPred)
if (input$smooth == TRUE) {
startSm <- input$dates4[1] - as.difftime(1, units = "days")
endSm <- input$dates4[2] + as.difftime(1, units = "days")
smPeriod <- subset(datP, Date >= startSm & Date <= endSm)
allResids <- smPeriod$X_00060_00003.y - smPeriod$Estimated
leftResid <- allResids[1]
rightResid <- allResids[(length(allResids))]
diffDates <- as.numeric(endSm) - as.numeric(startSm)
slopeResid <- (rightResid - leftResid) / diffDates
intercept <- leftResid
smPeriod$adjResid <- intercept + slopeResid*(as.numeric(smPeriod$Date) - as.numeric(startSm))
smPeriod$Smoothed <- smPeriod$Estimated + smPeriod$adjResid
smPeriod <- data.frame(Date = smPeriod$Date, Smoothed = smPeriod$Smoothed, adjResid = signif(smPeriod$adjResid, 3))
if (smPeriod$Smoothed < 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 2)
}
else if (smPeriod$Smoothed >= 10) {
smPeriod$Smoothed <- signif(smPeriod$Smoothed, 3)
}
datP <- merge(x = datP, y = smPeriod, by = "Date", all = TRUE)
}
if (datP$Estimated < 10) {
datP$Estimated <- signif(datP$Estimated, 2)
}
else if (datP$Estimated >= 10) {
datP$Estimated <- signif(datP$Estimated, 3)
}
if (datP$fitUpper < 10) {
datP$fitUpper <- signif(datP$fitUpper, 2)
}
else if (datP$fitUpper >= 10) {
datP$fitUpper <- signif(datP$fitUpper, 3)
}
if (datP$fitLower < 10) {
datP$fitLower <- signif(datP$fitLower, 2)
}
else if (datP$fitLower >= 10) {
datP$fitLower <- signif(datP$fitLower, 3)
}
datP$standardError <- signif(datP$standardError, 3)
DT::datatable(datP, options = list(scrollX = TRUE, scrolly = TRUE), rownames = FALSE)
}
}
})
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