Posterior summary of hindcast and forecast objects

This function takes an mvgam_forecast object and calculates a posterior summary of the hindcast and forecast distributions of each series, along with any true values that were included in data and newdata if type = 'response' was used in the call to hindcast() or function()

Usage

# S3 method for mvgam_forecast
summary(object, probs = c(0.025, 0.975), ...)

Arguments

object

an object of class mvgam_forecast obtained using either the hindcast() or function() function. This object will contain draws from the posterior distribution of hindcasts and forecasts.

probs

The upper and lower percentiles to be computed by the quantile function, in addition to the median

...

ignored

Value

A long-format tibble / data.frame reporting the posterior median, upper and lower percentiles of the predictions for each series at each of the timepoints that were originally supplied in data and, optionally, in newdata.

See also

forecast.mvgam, plot.mvgam_forecast

Author

Nicholas J Clark