sample_predictive_trajectories_arima_wrapper: A wrapper around simulate.sarimaTD suitable for use as the...

In reichlab/2018-2019-cdc-flu-contest: Code for Reich Lab entries in CDC flu contest 2018-2019

Description

A wrapper around simulate.sarimaTD suitable for use as the simulate_trajectories_function argument to get_log_scores_via_trajectory_simulation.

Usage

sample_predictive_trajectories_arima_wrapper(n_sims,
  max_prediction_horizon, data, region, analysis_time_season,
  analysis_time_season_week, params)

Arguments

n_sims	number of trajectories to simulate
max_prediction_horizon	how many steps ahead to simulate
data	data set
region	region
analysis_time_season	season in which we're predicting
analysis_time_season_week	week of the season in which we're making our predictions, using all data up to the analysis time to make predictions for later time points
params	other parameters. A list with the following entries: * fits_filepath = path to a directory where SARIMA model fits are located * prediction_target_var = string naming variable in data we are predicting * seasonal_difference = logical specifying whether a seasonal difference should be computed manually before passing to auto.arima * transformation = string, either "log", "box-cox", or "none", indicating type of transformation to do * first_test_season = string, in format of "2011/2012", specifying first test season.

Value

an n_sims by h matrix with simulated values

reichlab/2018-2019-cdc-flu-contest documentation built on May 24, 2019, 7:36 a.m.