Collapse the draws of an ensemble to quantiles

Reduces every draw matrix to quantile columns, and drops the draws. It is the last stage: no stage takes a collapsed table as input.

Usage

ens_collapse(x, ...)

# S3 method for class 'csfmt_ensemble_v3'
ens_collapse(
  x,
  probs = c(0.025, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.975),
  heal = FALSE,
  ...
)

Arguments

x: The csfmt_ensemble_v3 to collapse.
...: Passed to the method.
probs: The probabilities of the quantile columns.
heal: If TRUE, return a csfmt_rts_data_v3 from cstidy::set_csfmt_rts_data_v3(), which adds the calendar columns.

Value

A copy of $data with a <measure>_<q-label> column for each measure and probability. It is a data.table, or a csfmt_rts_data_v3 when heal = TRUE.

Details

A status matrix, one with a levels attribute, also gives a <measure>_prob_<level> column per level, with the share of draws at that level. Its quantile columns hold the code of the lowest level whose cumulative share reaches the probability. Both ignore NA draws.

Examples

d <- data.table::data.table(
  location_code = "nation",
  age = "total",
  isoyearweek = c("2023-01", "2023-02", "2023-03")
)
set.seed(1)
ens <- csfmt_ensemble_v3(
  d,
  id_cols = c("location_code", "age"),
  draws = list(numerator_nowcasted = matrix(rpois(3 * 100, 20), nrow = 3))
)

# one column per probability, named by the naming grammar
r <- ens_collapse(ens, probs = c(0.05, 0.5, 0.95))
r[, .(
  isoyearweek,
  lo = numerator_nowcasted_q05x0,
  med = numerator_nowcasted_q50x0,
  hi = numerator_nowcasted_q95x0
)]
#>    isoyearweek    lo   med    hi
#>         <char> <num> <num> <num>
#> 1:     2023-01    13    19 27.00
#> 2:     2023-02    13    19 28.05
#> 3:     2023-03    12    19 27.00

# the quantile columns are all that the collapse adds, and the draws are gone
setdiff(names(r), names(ens$data))
#> [1] "numerator_nowcasted_q05x0" "numerator_nowcasted_q50x0"
#> [3] "numerator_nowcasted_q95x0"