A forecaster is an object that can make forecasts. It is constructed from
mp_tmb_calibrator
, which is an object that can be used to
calibrate the parameters of a model – typically by fitting the model to
data. The main difference between a calibrator and a forecaster is that
the latter runs for more time steps, past the last time step of the
calibrator. A forecaster object can be used to generate different types of
forecasts using the mp_trajectory
family of functions.
Usage
mp_forecaster(
calibrator,
forecast_period_time_steps,
outputs = NULL,
data = NULL,
tv = NULL,
default = list()
)
Arguments
- calibrator
Object made using
mp_tmb_calibrator
, which can be calibrated to data.- forecast_period_time_steps
The number of time steps to project beyond the period with data.
- outputs
An optional character vector of variables in the model to forecast. If this argument is omited, then the forecaster will inherit the outputs of the
calibrator
object. Note that if you prefix the name of an output usinglog_
,logit_
, orsqrt_
then the transformed version of the outputs will be simulated. This technique is useful for confidence intervals produced bymp_trajectory_sd
that go out of the valid range of values (e.g., uselog_
for confidence intervals of negative state variables).- data
An optional data frame containing the data that were fitted to. Typically this argument will be unused, because by default the data are stored in the
calibrator
unless you want to avoid making too many copies of the data.- tv
An optional replacement for the
tv
parameter in themp_tmb_calibrator
function.- default
An optional list of default model variables (e.g., parameters initial values of state variables) to override calibrated values.