https://github.com/andybega/ebmahelper

Regular S3 model fitting function and methods for EBMAforecast
https://github.com/andybega/ebmahelper

ebma ebma-forecast ensemble r stacking

Last synced: 5 months ago
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Regular S3 model fitting function and methods for EBMAforecast

• Host: GitHub
• URL: https://github.com/andybega/ebmahelper
• Owner: andybega
• License: other
• Created: 2018-09-15T12:09:33.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2022-04-06T08:37:46.000Z (about 4 years ago)
• Last Synced: 2025-01-11T02:53:12.539Z (over 1 year ago)
• Topics: ebma, ebma-forecast, ensemble, r, stacking
• Language: R
• Size: 346 KB
• Stars: 2
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.Rmd
  • License: LICENSE

Awesome Lists containing this project

README

          
---

output:

  md_document:

    variant: markdown_github

---

```{r, echo = FALSE}

knitr::opts_chunk$set(

  collapse = TRUE,

  comment = "#>",

  fig.path = "README-"

)

```

# EBMAhelper

[![Travis build status](https://travis-ci.org/andybega/EBMAhelper.svg?branch=master)](https://travis-ci.org/andybega/EBMAhelper)

[![CRAN status](https://www.r-pkg.org/badges/version/EBMAhelper)](https://cran.r-project.org/package=EBMAhelper)

[![Coverage status](https://codecov.io/gh/andybega/EBMAhelper/branch/master/graph/badge.svg)](https://codecov.io/github/andybega/EBMAhelper?branch=master)

EBMAhelper is a wrapper around EBMAforecast ([CRAN](https://cran.r-project.org/web/packages/EBMAforecast/index.html), [GitHub](https://github.com/jmontgomery/EBMAforecast)) that provides some convenience functions more akin to R's conventional model-related functions: 

- `ebma()` to create and fit an EBMA ensemble model; wraps `EBMAforecast::makeForecastData` and `EBMAforecast::calibrateEnsemble`

- `predict` method for the class "ebma" object returned by `ebma()`

and a standalone `predict()` (TODO) method to aggregate new forecasts. 

## Installation

```{r installation, eval = FALSE}

library("devtools")

install_github("andybega/EBMAhelper")

```

## Example

A EBMA ensemble can be fitted like this:

```{r example}

suppressMessages({

  library("EBMAforecast")

  library("EBMAhelper")

})

data("presidentialForecast")

head(presidentialForecast)

str(presidentialForecast)

fitted_ensemble <- ebma(y = presidentialForecast[ ,7],

                        x = presidentialForecast[ ,c(1:6)],

                        model_type = "normal")

summary(fitted_ensemble)

```

To do the same with `EBMAforecast` is slightly more verbose and does not follow R's model fitting conventions. The following code is adapted from the package demo:

```{r}

data("presidentialForecast")

full.forecasts <- presidentialForecast[, c(1:6)]

full.observed <- presidentialForecast[, 7]

this.ForecastData <- makeForecastData(

  .predCalibration=full.forecasts[1:12,],

  .outcomeCalibration=full.observed[1:12],

  .predTest=full.forecasts[13:15,], 

  .outcomeTest=full.observed[13:15], 

  .modelNames=c("Campbell", "Lewis-Beck","EWT2C2","Fair","Hibbs","Abramowitz"))

thisEnsemble <- calibrateEnsemble(this.ForecastData, model="normal", 

                                  useModelParams=FALSE, tol = 0.000000001,

                                  const = 0)

summary(thisEnsemble)

```