https://github.com/cran/ensembleBMA
Tip revision: 65bc4d8d72e5060987d37deb8279042bbcd033ff authored by Chris Fraley on 08 May 2008, 00:00:00 UTC
version 3.0-2
version 3.0-2
Tip revision: 65bc4d8
mae.ensembleBMAgamma0.R
`mae.ensembleBMAgamma0` <-
function(fit, ensembleData, nSamples=NULL, seed=NULL, dates=NULL, ...)
{
weps <- 1.e-4
M <- matchEnsembleMembers(fit,ensembleData)
nForecasts <- ensembleSize(ensembleData)
if (!all(M == 1:nForecasts)) ensembleData <- ensembleData[,M]
# remove instances missing all forecasts, obs, or dates
M <- apply(ensembleForecasts(ensembleData), 1, function(z) all(is.na(z)))
M <- M | is.na(ensembleVerifObs(ensembleData))
M <- M | is.na(ensembleDates(ensembleData))
ensembleData <- ensembleData[!M,]
if (is.null(obs <- ensembleVerifObs(ensembleData)))
stop("verification observations required")
#nObs <- length(obs)
nObs <- ensembleNobs(ensembleData)
if (!is.null(seed)) set.seed(seed)
dateTable <- names(fit$nIter)
if (!is.null(dates)) {
dates <- sort(unique(as.character(dates)))
if (length(dates) > length(dateTable))
stop("parameters not available for some dates")
K <- match(dates, dateTable, nomatch=0)
if (any(!K) || !length(K))
stop("parameters not available for some dates")
}
else {
dateTable <- fit$dateTable
K <- 1:length(dateTable)
}
dates <- names(dateTable)
## match dates in data with dateTable
if (is.null(ensDates <- ensembleDates(ensembleData))) {
if (length(dates) > 1) stop("date ambiguity")
Dates <- rep( dates,nObs)
}
else {
Dates <- as.character(ensDates)
L <- as.logical(match( Dates, dates, nomatch=0))
if (all(!L) || !length(L))
stop("model fit dates incompatible with ensemble data")
Dates <- Dates[L]
ensembleData <- ensembleData[L,]
obs <- obs[L]
nObs <- length(obs)
}
Q <- as.vector(quantileForecast( fit, ensembleData, dates=dates))
sampleMedian <- sampleMean <- predictiveMean <- rep(NA, nObs)
names(sampleMedian) <- ensembleObsLabels(ensembleData)
nForecasts <- ensembleSize(ensembleData)
ensembleData <- ensembleForecasts(ensembleData)
l <- 0
for (d in dates) {
l <- l + 1
k <- K[l]
WEIGHTS <- fit$weights[,k]
if (all(Wmiss <- is.na(WEIGHTS))) next
I <- which(as.logical(match( Dates, d, nomatch = 0)))
for (i in I) {
f <- ensembleData[i,]
M <- is.na(f) | Wmiss
VAR <- fit$varCoefs[1,k] + fit$varCoefs[2,k]*f
fTrans <- sapply(f, fit$transformation)
MEAN <- apply(rbind(1, fTrans) * fit$biasCoefs[,,k], 2, sum)
W <- WEIGHTS
if (any(M)) {
W <- W + weps
W <- W[!M]/sum(W[!M])
}
predictiveMean[i] <- sum(W*MEAN[!M])
if (!is.null(nSamples)) {
RATE <- MEAN/VAR
SHAPE <- MEAN*RATE
PROB0 <- sapply(apply(rbind( 1, fTrans, f==0)*fit$prob0coefs[,,k],
2,sum), inverseLogit)
RATE <- RATE[!M]
SHAPE <- SHAPE[!M]
PROB0 <- PROB0[!M]
SAMPLES <- sample( (1:nForecasts)[!M], size = nSamples,
replace = TRUE, prob = W)
tab <- numeric(sum(!M))
names(tab) <- (1:nForecasts)[!M]
tabSamples <- table(SAMPLES)
tab[names(tabSamples)] <- tabSamples
Z <- tab == 0
tab <- tab[!Z]
SHAPE <- SHAPE[!Z]
RATE <- RATE[!Z]
PROB0 <- PROB0[!Z]
I <- seq(along = tab)
tab0 <- table(unlist(apply( cbind( seq(along = tab), tab), 1,
function(nj,PROB0) {
sample(c(nj[1],0), size = nj[2], replace = TRUE,
prob = c(1-PROB0[nj[1]],PROB0[nj[1]]))},
PROB0 = PROB0)))
I <- as.numeric(names(tab0[-1]))
tab[] <- 0
tab[I] <- tab0[-1]
Z <- tab == 0
tab <- tab[!Z]
if (length(tab)) {
SHAPE <- SHAPE[!Z]
RATE <- RATE[!Z]
S <- apply( cbind( seq(along = tab), tab), 1,
function(nj,SHAPE,RATE)
rgamma(nj[2], shape=SHAPE[nj[1]], rate=RATE[nj[1]]),
SHAPE = SHAPE, RATE = RATE)
# model is fit to the cube root of the forecast
S <- sapply(as.vector(unlist(S)),
fit$inverseTransformation)
SAMPLES <- c(rep(0, tab0[1]), S)
}
else SAMPLES <- rep(0,tab0[1])
sampleMean[i] <- mean(SAMPLES)
sampleMedian[i] <- median(SAMPLES)
}
}
}
## maeCli <- mean(abs(obs - median(obs)))
## maeEns <- mean(abs(obs - apply(ensembleData, 1, median)))
maeCli <- mean(abs(obs - mean(obs)))
maeEnsMean <- mean(abs(obs - apply(ensembleData, 1, mean, na.rm = TRUE)))
maeEnsMedian <- mean(abs(obs - apply(ensembleData, 1, median, na.rm = TRUE)))
if (is.null(nSamples)) {
maeBMAmedian <- mean(abs(obs - Q))
maeBMAmean <- mean(abs(obs - predictiveMean))
}
else {
maeBMAmedian <- mean(abs(obs - sampleMedian))
maeBMAmean <- mean(abs(obs - sampleMean))
}
## c(climatology = maeCli, ensemble = maeEns, BMA = maeBMA)
##A <- matrix( c(maeEnsMean, maeEnsMedian, maeBMAmean, maeBMAmedian), 2, 2,
## dimnames = list(c("mean", "median"), c("ensemble", "BMA")))
##c(ensemble = A[2,1,1], BMA = A[2,2,1])
c(ensemble = maeEnsMedian, BMA = maeBMAmedian)
}