Open
Description
I'm trying to use this package to make prediction intervals for an "mlm" object.
I think, because of the NSE used in the source code, newdata is not found when the function is called within another function.
Toy example (Reprex) added below to better explain what I mean.
library(forecast)
#> Warning: package 'forecast' was built under R version 4.0.4
#> Registered S3 method overwritten by 'quantmod':
#> method from
#> as.zoo.data.frame zoo
resp <- matrix(rnorm(200), 100, 2)
colnames(resp) <- paste0("R", 1:2)
expl <- matrix(rnorm(400), 100, 4)
colnames(expl) <- paste0("E", 1:4)
fit <- stats::lm(resp ~ ., data = as.data.frame(expl))
print(fit)
#>
#> Call:
#> stats::lm(formula = resp ~ ., data = as.data.frame(expl))
#>
#> Coefficients:
#> R1 R2
#> (Intercept) 0.11233 -0.01330
#> E1 0.09153 0.10792
#> E2 0.01813 0.18159
#> E3 -0.04822 0.10588
#> E4 -0.13863 -0.09265
print(class(fit))
#> [1] "mlm" "lm"
newdat <- matrix(seq(8), 2, 4)
colnames(newdat) <- paste0("E", 1:4)
print(newdat)
#> E1 E2 E3 E4
#> [1,] 1 3 5 7
#> [2,] 2 4 6 8
# forecast::forecast.mlm()
forecast::forecast(
object = fit,
newdata = as.data.frame(newdat),
level = 0.95
)
#> R1
#> Point Forecast Lo 95 Hi 95
#> 1 -0.9532618 -3.875441 1.968917
#> 2 -1.0304579 -4.239408 2.178492
#>
#> R2
#> Point Forecast Lo 95 Hi 95
#> 1 0.5202065 -2.198623 3.239036
#> 2 0.8229431 -2.162701 3.808588
my_function <- function(my_fit, my_newdat) {
results <- forecast::forecast(
object = my_fit,
newdata = as.data.frame(my_newdat),
level = 0.95
)
# Do something with results, like plot ?
# ...
}
my_function(fit, newdat)
#> Error in as.data.frame(my_newdat): object 'my_newdat' not foundCreated on 2021-03-09 by the reprex package (v1.0.0)
Session info
sessioninfo::session_info()
#> - Session info ---------------------------------------------------------------
#> setting value
#> version R version 4.0.3 (2020-10-10)
#> os Windows 10 x64
#> system x86_64, mingw32
#> ui RTerm
#> language (EN)
#> collate English_United Kingdom.1252
#> ctype English_United Kingdom.1252
#> tz Europe/London
#> date 2021-03-09
#>
#> - Packages -------------------------------------------------------------------
#> package * version date lib source
#> assertthat 0.2.1 2019-03-21 [1] CRAN (R 4.0.3)
#> backports 1.2.0 2020-11-02 [1] CRAN (R 4.0.3)
#> cli 2.1.0 2020-10-12 [1] CRAN (R 4.0.3)
#> colorspace 1.4-1 2019-03-18 [1] CRAN (R 4.0.3)
#> crayon 1.3.4 2017-09-16 [1] CRAN (R 4.0.3)
#> curl 4.3 2019-12-02 [1] CRAN (R 4.0.3)
#> digest 0.6.27 2020-10-24 [1] CRAN (R 4.0.3)
#> dplyr 1.0.2 2020-08-18 [1] CRAN (R 4.0.3)
#> ellipsis 0.3.1 2020-05-15 [1] CRAN (R 4.0.3)
#> evaluate 0.14 2019-05-28 [1] CRAN (R 4.0.3)
#> fansi 0.4.1 2020-01-08 [1] CRAN (R 4.0.3)
#> forecast * 8.13 2020-09-12 [1] CRAN (R 4.0.4)
#> fracdiff 1.5-1 2020-01-24 [1] CRAN (R 4.0.4)
#> fs 1.5.0 2020-07-31 [1] CRAN (R 4.0.3)
#> generics 0.1.0 2020-10-31 [1] CRAN (R 4.0.3)
#> ggplot2 3.3.3 2020-12-30 [1] CRAN (R 4.0.3)
#> glue 1.4.2 2020-08-27 [1] CRAN (R 4.0.3)
#> gtable 0.3.0 2019-03-25 [1] CRAN (R 4.0.3)
#> highr 0.8 2019-03-20 [1] CRAN (R 4.0.3)
#> htmltools 0.5.0 2020-06-16 [1] CRAN (R 4.0.3)
#> knitr 1.30 2020-09-22 [1] CRAN (R 4.0.3)
#> lattice 0.20-41 2020-04-02 [1] CRAN (R 4.0.3)
#> lifecycle 0.2.0 2020-03-06 [1] CRAN (R 4.0.3)
#> lmtest 0.9-38 2020-09-09 [1] CRAN (R 4.0.4)
#> magrittr 2.0.1 2020-11-17 [1] CRAN (R 4.0.3)
#> munsell 0.5.0 2018-06-12 [1] CRAN (R 4.0.3)
#> nlme 3.1-149 2020-08-23 [1] CRAN (R 4.0.3)
#> nnet 7.3-14 2020-04-26 [1] CRAN (R 4.0.3)
#> pillar 1.4.6 2020-07-10 [1] CRAN (R 4.0.3)
#> pkgconfig 2.0.3 2019-09-22 [1] CRAN (R 4.0.3)
#> purrr 0.3.4 2020-04-17 [1] CRAN (R 4.0.3)
#> quadprog 1.5-8 2019-11-20 [1] CRAN (R 4.0.3)
#> quantmod 0.4.18 2020-12-09 [1] CRAN (R 4.0.4)
#> R6 2.5.0 2020-10-28 [1] CRAN (R 4.0.3)
#> Rcpp 1.0.5 2020-07-06 [1] CRAN (R 4.0.3)
#> reprex 1.0.0 2021-01-27 [1] CRAN (R 4.0.4)
#> rlang 0.4.8 2020-10-08 [1] CRAN (R 4.0.3)
#> rmarkdown 2.5 2020-10-21 [1] CRAN (R 4.0.3)
#> rstudioapi 0.12 2020-11-10 [1] CRAN (R 4.0.3)
#> scales 1.1.1 2020-05-11 [1] CRAN (R 4.0.3)
#> sessioninfo 1.1.1 2018-11-05 [1] CRAN (R 4.0.3)
#> stringi 1.5.3 2020-09-09 [1] CRAN (R 4.0.3)
#> stringr 1.4.0 2019-02-10 [1] CRAN (R 4.0.3)
#> styler 1.3.2 2020-02-23 [1] CRAN (R 4.0.3)
#> tibble 3.0.4 2020-10-12 [1] CRAN (R 4.0.3)
#> tidyselect 1.1.0 2020-05-11 [1] CRAN (R 4.0.3)
#> timeDate 3043.102 2018-02-21 [1] CRAN (R 4.0.3)
#> tseries 0.10-48 2020-12-04 [1] CRAN (R 4.0.4)
#> TTR 0.24.2 2020-09-01 [1] CRAN (R 4.0.4)
#> urca 1.3-0 2016-09-06 [1] CRAN (R 4.0.4)
#> vctrs 0.3.4 2020-08-29 [1] CRAN (R 4.0.3)
#> withr 2.3.0 2020-09-22 [1] CRAN (R 4.0.3)
#> xfun 0.19 2020-10-30 [1] CRAN (R 4.0.3)
#> xts 0.12.1 2020-09-09 [1] CRAN (R 4.0.4)
#> yaml 2.2.1 2020-02-01 [1] CRAN (R 4.0.3)
#> zoo 1.8-8 2020-05-02 [1] CRAN (R 4.0.3)
#>
#> [1] C:/R/R-4.0.3/libraryMetadata
Metadata
Assignees
Labels
No labels