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Update loo2-lfo.Rmd
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vignettes/loo2-lfo.Rmd

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@@ -240,16 +240,13 @@ df <- data.frame(
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time = 1:N
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)
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# save plot labels to reuse them
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plot_labs <- labs(
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y = "Water Level (ft)",
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x = "Year",
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title = "Water Level in Lake Huron (1875-1972)"
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)
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ggplot(df, aes(x = year, y = y)) +
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geom_point(size = 1) +
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plot_labs
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labs(
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y = "Water Level (ft)",
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x = "Year",
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title = "Water Level in Lake Huron (1875-1972)"
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)
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```
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The above plot shows rather strong autocorrelation of the time-series as well as
@@ -259,12 +256,11 @@ We can specify an AR(4) model for these data using the **brms** package as
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follows:
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```{r fit, results = "hide"}
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control <- list(adapt_delta = 0.99)
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fit <- brm(
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y ~ ar(time, p = 4),
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data = df,
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prior = prior(normal(0, 0.5), class = "ar"),
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control = control,
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control = list(adapt_delta = 0.99),
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seed = SEED,
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chains = CHAINS
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)
@@ -284,8 +280,12 @@ preds <- cbind(
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ggplot(cbind(df, preds), aes(x = year, y = Estimate)) +
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geom_smooth(aes(ymin = Q5, ymax = Q95), stat = "identity", size = 0.5) +
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geom_point(aes(y = y)) +
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labs(subtitle = "Mean (blue) and 90% predictive intervals (gray) vs. observed data (black)") +
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plot_labs
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labs(
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y = "Water Level (ft)",
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x = "Year",
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title = "Water Level in Lake Huron (1875-1972)",
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subtitle = "Mean (blue) and 90% predictive intervals (gray) vs. observed data (black)"
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)
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```
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To allow for reasonable predictions of future values, we will require at least

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