Default quantile levels for a nowcast

The quantile levels run_nowcast() summarises a nowcast at by default: nine probabilities, symmetric about the median, spanning the 50%, 80%, 90% and 95% central intervals.

They are a subset of the 23 levels the US and European COVID-19 forecast hubs and FluSight ask for (0.01, 0.025, 0.05, then 0.10 to 0.90 in steps of 0.05, then 0.975 and 0.99). Nine cover the intervals people actually read at a fraction of the storage, and every one of them is a hub level, so the output still scores against hub submissions in scoringutils without interpolation. Pass quantile_levels explicitly when you need the full hub set:

hub_levels <- c(0.01, 0.025, seq(0.05, 0.95, by = 0.05), 0.975, 0.99)
run_nowcast(x, engine("baselinenowcast", quantile_levels = hub_levels))

The levels live on the engine(), not on run_nowcast(), because for some backends they are a fit-time model argument rather than a way of summarising afterwards.

Backends that expose draws can honour any levels you ask for. Ones that report a point estimate and a single interval ("surveillance", "EpiNow2") cannot, and say so rather than interpolating.

Usage

nowcast_quantile_levels()

Value

A numeric vector of nine probabilities in (0, 1), sorted increasingly.

See also

engine(), whose quantile_levels argument this is the default for; run_nowcast() and nowcast_backtest(), which report at these levels; score_nowcast() and as_scoringutils(), which score them.

Examples

nowcast_quantile_levels()
#> [1] 0.025 0.050 0.100 0.250 0.500 0.750 0.900 0.950 0.975

# The 50%, 80%, 90% and 95% central intervals, as lower/upper pairs.
matrix(nowcast_quantile_levels()[-5], ncol = 2)
#>       [,1]  [,2]
#> [1,] 0.025 0.750
#> [2,] 0.050 0.900
#> [3,] 0.100 0.950
#> [4,] 0.250 0.975

# Ask an engine for something else -- here the full forecast-hub set.
hub_levels <- c(0.01, 0.025, seq(0.05, 0.95, by = 0.05), 0.975, 0.99)
engine("baselinenowcast", quantile_levels = hub_levels)
#> ── <nowcast_engine: "baselinenowcast"> ─────────────────────────────────────────
#> • quantile levels: 0.01, 0.025, 0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.35, 0.4, 0.45, 0.5, 0.55, 0.6, 0.65, 0.7, 0.75, 0.8, …, 0.975, and 0.99