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Create a plot displaying the density function calculated by the Kernel Density Estimation (KDE), for the specified time in the forecast.

Usage

plot_KDE(
  fcst,
  obs = NULL,
  at = NULL,
  after = NULL,
  bw = NULL,
  from = NULL,
  to = NULL,
  n = 101,
  binwidth = NULL
)

Arguments

fcst

A forecast object (see output of create_forecast()).

obs

(Optional) An observations data frame. Data from if will be included in the graph if provided

at

(Optional) See ?log_score

after

(Optional) See ?log_score

bw

(Optional) See ?log_score

from, to

(Optional) The range over which the density will be plotted

n

(Optional) How many points to calculate the density for

binwidth

(Optional) The binwidth for the histogram. Not to be confused with bw, which stands for bandwidth and is unrelated.

Value

A ggplot object

Details

Creates a plot containing:

  • The density curve at the given time calculated by the KDE

  • The forecast data points at the given time, along the x-axis

  • A histogram of the density of the forecast data points

  • A vertical line showing the observation at the given time (if provided)

Examples

withr::with_seed(42, {
  dat <- rnorm(100)
  fc <- create_forecast(dplyr::tibble(time=rep(1,100), val=dat), forecast_time=1)
  obs <- data.frame(time=1, val_obs=1)
  plot_KDE(fc, obs, at=1)
  plot_KDE(fc, obs, at=1, bw=0.1)
  plot_KDE(fc, obs, at=1, bw=1)
})
#> `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.