plot_mvgam_uncertainty {mvgam} | R Documentation |
Plot forecast uncertainty contributions from mvgam models
Description
Plot forecast uncertainty contributions from mvgam models
Usage
plot_mvgam_uncertainty(
object,
series = 1,
newdata,
data_test,
legend_position = "topleft",
hide_xlabels = FALSE
)
Arguments
object |
|
series |
|
newdata |
A |
data_test |
Deprecated. Still works in place of |
legend_position |
The location may also be specified by setting x to a single keyword from the list: "none", "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center". This places the legend on the inside of the plot frame at the given location (if it is not "none"). |
hide_xlabels |
|
Details
The basic idea of this function is to compute forecasts by ignoring one of the
two primary components in a correlated residual model (i.e. by either ignoring the
linear predictor effects or by ignoring the residual dynamics). Some caution is required
however, as this function was designed early in the mvgam development cycle and
there are now many types of models that it cannot handle very well. For example,
models with shared latent states, or any type of State-Space models that include terms
in the trend_formula
, will either fail or give nonsensical results. Improvements are
in the works to provide a more general way to decompose forecast uncertainties, so
please check back at a later date.
Value
A base R
graphics plot