plot.backtest_metrics

Create a plot to compare the metrics calculated with backtest_metrics()

Usage

# S3 method for class 'backtest_metrics'
plot(x, ..., metric = "wis", horizons = 0, datesbrakes = NULL, title = NULL)

Arguments

x

results of calls to backtest_metrics()

...

further arguments passed to the generic plot function.

metric

the metric to display. Specify only one. Default = "wis"

horizons

vector of horizons for which the metrics be calculated. Default is to calculate metrics only for horizon 0 (the nowcast).

datesbrakes

A string giving the distance between x-axis breaks if not specified, one label per bar. Other valid examples are: "2 weeks", or "10 years", "sec", "min", "hour", "day", "week", "month", "year", optionally followed by "s".

title

string to add as a title of the plot

Examples

# These examples require the `scoringutils` package
if (requireNamespace("scoringutils", quietly = TRUE)) {
  # Load the data
  data(denguedat)
  # In this example, we will test two models
  now    <- as.Date("1990-10-01")
  ncast1 <- nowcast(denguedat, "onset_week", "report_week", now = now,
                     method = "optimization", seed = 2495624, iter = 10)
  ncast2 <- nowcast(denguedat, "onset_week", "report_week", now = now,
                    method = "optimization", seed = 2495624, iter = 10,
                    dist = "Poisson")
  # Run a backtest for each of the models
  dates_to_test <- c(as.Date("1990-06-11"), as.Date("1990-06-18"))
  btest1 <- backtest(ncast1, dates_to_test = dates_to_test,
                    min_horizon = -2, model_name = "Classic")
  btest2 <- backtest(ncast2, dates_to_test = dates_to_test,
                    min_horizon = -2, model_name = "Poisson")
  # Compare the models to select the best model
  comparison <- backtest_metrics(btest1, btest2, horizons = c(-1,0))
  # plot the comparison
  plot(comparison)
  # specify metric and horizons
  plot(comparison, metric = "rmse", horizons = c(-1,0))
}