plot_mvgam_uncertainty

Plot mvgam forecast uncertainty contributions for a specified series

Fit Bayesian Dynamic Generalized Additive Models to sets of time series. Users can build dynamic nonlinear State-Space models that can incorporate semiparametric effects in observation and process components, using a wide range of observation families. Estimation is performed using Markov Chain Monte Carlo with Hamiltonian Monte Carlo in the software 'Stan'. References: Clark & Wells (2022) <doi:10.1111/2041-210X.13974>.

Nicholas J Clark

mvgam

Multivariate (Dynamic) Generalized Additive Models

plot_mvgam_uncertainty function

<dl><dt>object</dt>
<dd><code>list</code> object returned from <code>mvgam</code>. See <code>mvgam()</code></dd>
<dt>series</dt>
<dd><code>integer</code> specifying which series in the set is to be plotted</dd>
<dt>newdata</dt>
<dd>A <code>dataframe</code> or <code>list</code> containing at least 'series' and 'time' for the forecast horizon, in
addition to any other variables included in the linear predictor of <code>formula</code></dd>
<dt>data_test</dt>
<dd>Deprecated. Still works in place of <code>newdata</code> but users are recommended to use
<code>newdata</code> instead for more seamless integration into <code>R</code> workflows</dd>
<dt>legend_position</dt>
<dd>The location may also be specified by setting x to a single keyword from the
list: "none", "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center".
This places the legend on the inside of the plot frame at the given location (if it is not "none").</dd>
<dt>hide_xlabels</dt>
<dd><code>logical</code>. If <code>TRUE</code>, no xlabels are printed to allow the user to add custom labels using
<code>axis</code> from base <code>R</code></dd></dl>

Arguments

Plot mvgam forecast uncertainty contributions for a specified series — plot_mvgam_uncertainty

<dl>

<dt>object</dt>
<dd><code>list</code> object returned from <code>mvgam</code>. See <code>mvgam()</code></dd>


<dt>series</dt>
<dd><code>integer</code> specifying which series in the set is to be plotted</dd>


<dt>newdata</dt>
<dd>A <code>dataframe</code> or <code>list</code> containing at least 'series' and 'time' for the forecast horizon, in
addition to any other variables included in the linear predictor of <code>formula</code></dd>


<dt>data_test</dt>
<dd>Deprecated. Still works in place of <code>newdata</code> but users are recommended to use
<code>newdata</code> instead for more seamless integration into <code>R</code> workflows</dd>


<dt>legend_position</dt>
<dd>The location may also be specified by setting x to a single keyword from the
list: "none", "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center".
This places the legend on the inside of the plot frame at the given location (if it is not "none").</dd>


<dt>hide_xlabels</dt>
<dd><code>logical</code>. If <code>TRUE</code>, no xlabels are printed to allow the user to add custom labels using
<code>axis</code> from base <code>R</code></dd>

</dl>

plot_mvgam_uncertainty: Plot mvgam forecast uncertainty contributions for a specified series

Description

Usage

Value

Arguments