Estimate a Secondary Observation from a Primary Observation
Estimates the relationship between a primary and secondary observation, for example hospital admissions and deaths or hospital admissions and bed occupancy. See secondary_opts() for model structure options. See parameter documentation for model defaults and options. See the examples for case studies using synthetic data and here
for an example of forecasting Covid-19 deaths from Covid-19 cases. See here for a prototype function that may be used to estimate and forecast a secondary observation from a primary across multiple regions and here # nolint for an application forecasting Covid-19 deaths in Germany and Poland.
estimate_secondary( data, secondary = secondary_opts(), delays = delay_opts(LogNormal(meanlog = Normal(2.5, 0.5), sdlog = Normal(0.47, 0.25), max = 30), weight_prior = FALSE), truncation = trunc_opts(), obs = obs_opts(), stan = stan_opts(), burn_in = 14, CrIs = c(0.2, 0.5, 0.9), priors = NULL, model = NULL, weigh_delay_priors = FALSE, verbose = interactive(), filter_leading_zeros = FALSE, zero_threshold = Inf )
data: A <data.frame> containing the date of report and both primary and secondary reports. Optionally this can also have a logical accumulate column which indicates whether data should be added to the next data point. This is useful when modelling e.g. weekly incidence data. See also the fill_missing() function which helps add the accumulate
column with the desired properties when dealing with non-daily data. If any accumulation is done this happens after truncation as specified by the truncation argument.
secondary: A call to secondary_opts() or a list containing the following binary variables: cumulative, historic, primary_hist_additive, current, primary_current_additive. These parameters control the structure of the secondary model, see secondary_opts() for details.
delays: A call to delay_opts() defining delay distributions between primary and secondary observations See the documentation of delay_opts()
for details. By default a diffuse prior is assumed with a mean of 14 days and standard deviation of 7 days (with a standard deviation of 0.5 and 0.25 respectively on the log scale).
truncation: A call to trunc_opts() defining the truncation of the observed data. Defaults to trunc_opts(), i.e. no truncation. See the estimate_truncation() help file for an approach to estimating this from data where the dist list element returned by estimate_truncation() is used as the truncation argument here, thereby propagating the uncertainty in the estimate.
obs: A list of options as generated by obs_opts() defining the observation model. Defaults to obs_opts().
stan: A list of stan options as generated by stan_opts(). Defaults to stan_opts(). Can be used to override data, init, and verbose
settings if desired.
burn_in: Integer, defaults to 14 days. The number of data points to use for estimation but not to fit to at the beginning of the time series. This must be less than the number of observations.
CrIs: Numeric vector of credible intervals to calculate.
priors: A <data.frame> of named priors to be used in model fitting rather than the defaults supplied from other arguments. This is typically useful if wanting to inform an estimate from the posterior of another model fit.
model: A compiled stan model to override the default model. May be useful for package developers or those developing extensions.
weigh_delay_priors: Logical. If TRUE, all delay distribution priors will be weighted by the number of observation data points, in doing so approximately placing an independent prior at each time step and usually preventing the posteriors from shifting. If FALSE (default), no weight will be applied, i.e. delay distributions will be treated as a single parameters.
verbose: Logical, should model fitting progress be returned. Defaults to interactive().
filter_leading_zeros: Logical, defaults to TRUE. Should zeros at the start of the time series be filtered out.
zero_threshold: Numeric defaults to Inf. Indicates if detected zero cases are meaningful by using a threshold number of cases based on the 7-day average. If the average is above this threshold then the zero is replaced using fill.
A list containing: predictions (a <data.frame> ordered by date with the primary, and secondary observations, and a summary of the model estimated secondary observations), posterior which contains a summary of the entire model posterior, data (a list of data used to fit the model), and fit (the stanfit object).
# set number of cores to use old_opts <- options() options(mc.cores = ifelse(interactive(), 4, 1)) # load data.table for manipulation library(data.table) #### Incidence data example #### # make some example secondary incidence data cases <- example_confirmed cases <- as.data.table(cases)[, primary := confirm] # Assume that only 40 percent of cases are reported cases[, scaling := 0.4] # Parameters of the assumed log normal delay distribution cases[, meanlog := 1.8][, sdlog := 0.5] # Simulate secondary cases cases <- convolve_and_scale(cases, type = "incidence") # # fit model to example data specifying a weak prior for fraction reported # with a secondary case inc <- estimate_secondary(cases[1:60], obs = obs_opts(scale = Normal(mean = 0.2, sd = 0.2), week_effect = FALSE) ) plot(inc, primary = TRUE) # forecast future secondary cases from primary inc_preds <- forecast_secondary( inc, cases[seq(61, .N)][, value := primary] ) plot(inc_preds, new_obs = cases, from = "2020-05-01") #### Prevalence data example #### # make some example prevalence data cases <- example_confirmed cases <- as.data.table(cases)[, primary := confirm] # Assume that only 30 percent of cases are reported cases[, scaling := 0.3] # Parameters of the assumed log normal delay distribution cases[, meanlog := 1.6][, sdlog := 0.8] # Simulate secondary cases cases <- convolve_and_scale(cases, type = "prevalence") # fit model to example prevalence data prev <- estimate_secondary(cases[1:100], secondary = secondary_opts(type = "prevalence"), obs = obs_opts( week_effect = FALSE, scale = Normal(mean = 0.4, sd = 0.1) ) ) plot(prev, primary = TRUE) # forecast future secondary cases from primary prev_preds <- forecast_secondary( prev, cases[seq(101, .N)][, value := primary] ) plot(prev_preds, new_obs = cases, from = "2020-06-01") options(old_opts)
Useful links