serf.robust: Fit Serfing's regression model with robust regression.

Description Usage Arguments

Description

Takes a time series and fits a robust regression model using the method described by Serfling (1963) in 'Methods for Current Statistical Analysis of Excess Pneumonia-Influenza Deaths'. Helper function 'serf.design' constructs the design matrix according to parameters 'trend.poly', 'harmonic', and 'period'. See serf.fit function for example on how to fit standard model.

Usage

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serf.robust(t1 = 1, t2 = length(ts), t3 = min(t2 + 1, length(ts)),
  t4 = min(t2 + 1, length(ts)), trend.poly = 1, harmonic = c(1, 2, 3),
  covar = NULL, method = "a", c = 2.1, thresh = 2.1, max.iter = 10,
  period = g.period, ylim = range(ts[t1:t4]), plot = TRUE, plotagg = 0,
  main = g.main, output = TRUE, ts = g.ts)

Arguments

t1

is the integer index of the parameter 'ts' where model fitting begins; defaults to 1

t2

is the integer index of the parameter 'ts' where model fitting ends; defaults to length(ts)

t3

is the integer index of the time series where fitted values begin; defaults to min(t2+1,length(ts))

t4

is the integer index of the time series where fitted values end; defaults to min(t2+1,length(ts))

trend.poly

is specified as an integer vector representing the degrees of the polynomial terms to be included; defaults to 1 i.e. single linear trend term

harmonic

is also specified as an integer vector representing fractional multiples of the period e.g. 'harmonic=c(1,2)' specifies two harmonic pairs (two sine terms and two cosine terms) of one period and one half-period respectively

covar

adds additional covariance factors but this feature not currently implemented; defaults to NULL

thresh

is a numeric value specifying the epidemic threshold as a multiple of the residual standard deviation; defaults to 2.5

max.iter

numeric value indicating the maximum number of iterations; default set to 10

period

numeric value; defaults to 52.2

ylim

range of y-axis for plotting

plot

logical, generates plot of times series with threshold and epidemic observations; defaults to TRUE

output

logical, outputs fitted values and epidemic observations; default set to TRUE

ts

vector; response vector of numeric values representing the time series to be modeled. By default this is set to 'g.ts' the global time series which MUST be specified by the user before calling this function


ensoesie/epidemics documentation built on May 28, 2019, 8:37 p.m.