## simulated example
mu <- c(0.1, 1, 3, 6, pi, 100)
size <- 0.1
set.seed(1)
y <- rnbinom(length(mu), mu = mu, size = size)
calibrationTest(y, mu = mu, size = size) # p = 0.99
calibrationTest(y, mu = mu, size = 1) # p = 4.3e-05
calibrationTest(y, mu = 1, size = 0.1) # p = 0.6959
calibrationTest(y, mu = 1, size = 0.1, which = "rps") # p = 0.1286
## a univariate surveillance time series
data("salmonella.agona")
salmonella <- disProg2sts(salmonella.agona)
## fit a hhh4() model
model <- list(end = list(f = addSeason2formula(~1 + t)),
ar = list(f = ~1),
family = "NegBin1")
fit <- hhh4(salmonella, model)
## do sequential one-step-ahead predictions for the last 5 weeks
pred <- oneStepAhead(fit, nrow(salmonella)-5, type="rolling",
which.start="final", verbose=FALSE)
pred
## test if the model is calibrated
with(pred, calibrationTest(x = observed, mu = pred, size = exp(psi)))
## p = 0.8746
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