Package index • HIDDA.forecasting

Datasets

The R package HIDDA.forecasting provides the Swiss ILI data (CHILI). The age-stratified norovirus counts analyzed in vignette("BNV") are available from hhh4contacts::counts.

CHILI: Swiss Surveillance Data on Influenza Like Illness, 2000–2016

Fanplot with scores

osaplot(): Plot (One-Step-Ahead) Forecasts with Scores

Simulation-based forecast distributions

dhhh4sims(): hhh4-Based Forecast Distributions
logs_hhh4sims(): Simulation-Based Logarithmic Score Using dhhh4sims
dnbmix(): Simulation-Based Forecast Distributions
logs_nbmix(): Simulation-Based Logarithmic Score Via dnbmix

Auxiliary functions for proper scoring rules

scores_lnorm(): Proper Scoring Rules for Log-Normal Forecasts
scores_lnorm_discrete(): Proper Scoring Rules for Discretized Log-Normal Forecasts
scores_sample(): Proper Scoring Rules based on Simulations

Auxiliary functions for ARIMA models

update(<Arima>): Refit an ARIMA Model on a Subset of the Time Series