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Quantile regression average

NB: This is a transient package that will probably be merged into the stackr package.

Prerequisites

This depends on the scoringutils package, which can be installed with

remotes::install_github("epiforecasts/scoringutils")

The code itself can be tested by installing the corresponding package:

remotes::install_github("epiforecasts/qra")

calculate QRA

Create an ensemble for each location, and separately for cases and deaths, for the 24th of July 2021

library("scoringutils")
example_quantile |>
  as_forecast() |>
  qra(
    group = c("target_type", "location", "location_name"),
    target = c(target_end_date = "2021-07-24")
  )
## ℹ Some rows containing NA values may be removed. This is fine if not unexpected.
## Forecast type:
## 
## quantile
## 
## Forecast unit:
## 
## location, target_end_date, target_type, location_name, forecast_date, horizon, and model

## 
##      quantile_level location target_end_date target_type location_name
##               <num>   <char>          <Date>      <char>        <char>
##   1:          0.010       DE      2021-07-24       Cases       Germany
##   2:          0.010       DE      2021-07-24       Cases       Germany
##   3:          0.025       DE      2021-07-24       Cases       Germany
##   4:          0.025       DE      2021-07-24       Cases       Germany
##   5:          0.050       DE      2021-07-24       Cases       Germany
##  ---                                                                  
## 364:          0.950       IT      2021-07-24      Deaths         Italy
## 365:          0.975       IT      2021-07-24      Deaths         Italy
## 366:          0.975       IT      2021-07-24      Deaths         Italy
## 367:          0.990       IT      2021-07-24      Deaths         Italy
## 368:          0.990       IT      2021-07-24      Deaths         Italy
##      forecast_date horizon predicted observed                       model
##             <Date>   <num>     <num>    <num>                      <char>
##   1:    2021-07-05       3  688.0000    10616 Quantile Regression Average
##   2:    2021-07-12       2 1821.0000    10616 Quantile Regression Average
##   3:    2021-07-05       3  792.0000    10616 Quantile Regression Average
##   4:    2021-07-12       2 2002.0000    10616 Quantile Regression Average
##   5:    2021-07-05       3  913.0000    10616 Quantile Regression Average
##  ---                                                                     
## 364:    2021-07-12       2  246.3120       78 Quantile Regression Average
## 365:    2021-07-05       3  208.4875       78 Quantile Regression Average
## 366:    2021-07-12       2  278.7647       78 Quantile Regression Average
## 367:    2021-07-05       3  245.7201       78 Quantile Regression Average
## 368:    2021-07-12       2  317.7048       78 Quantile Regression Average

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Function and example for quantile regression average

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