When managing ecosystems, management decisions are often informed by outputs of complex ecosystem models (henceforth referred to as simulators). There are often several such simulators available, each providing different outputs with potentially different implications for management actions. While some simulators are better at capturing some aspects of the ecosystem than others, in general no simulator is uniformly better than the others (Chandler (2013)), and often the average of simulators outperforms all of the simulators individually (Rougier (2016)).
Management decisions on the basis of a single simulator are therefore very sensitive to the choice of simulator ( Collie et al. (2016), Essington and Plaganyi (2013), Fulton, Smith, and Johnson (2003), Hart and Fay (2020), Gaichas (2008)) and by ignoring other available simulators, we limit the amount of information utilised and increase our uncertainty (Spence et al. (2018)), often to a greater extent than we formally recognise.
Instead of choosing one simulator, it is possible to combine them using an ensemble model. However, many such methods, such as weighting schemes (e.g. Bayesian model averaging, Banner and Higgs (2017), Dormann, et al. (2018)), explicitly assume that one of the simulators correctly describes the truth (Chandler (2013)). Not only is this a strong assumption, but treating a suite of simulators as containing the true model tends to underestimate the uncertainty because alternative, possibly as yet undeveloped, simulators could give predictions outside of the current range (Chandler (2013)). Under this scheme, adding a new simulator to the suite could increase the uncertainty of the ensemble despite the additional information contained in the new model (Dormann, et al. (2018)). For an ensemble model with a robust quantification of uncertainty, uncertainty should decrease as simulators are added (or at worst stay the same).
Spence et al. (2018) developed an ensemble model treating individual simulators as exchangeable and drawn from a population of possible simulators. They separated each individual simulator’s discrepancy into a discrepancy shared between the simulators and discrepancy that is specific to the simulator. This scheme allows simulator discrepancies that are not independent, which is expected since individual simulator are often similar, having similar processes, forcing inputs or fitted using similar data (Rougier and Beven (2013)). By modelling in this way, the ensemble model exploits the strengths whilst discounting the weaknesses of each individual simulator (Chandler (2013)), whilst robustly quantifying the uncertainty allowing for more accurate advice.
EcoEnsemble
is an R
package that implements
the ensemble model of Spence et al. (2018)
when the simulators either output the quantity of interest or not.
At time \(t\), the true quantity of interest for \(d\) variables, \(\mathbf{y}^{(t)}=(y_1^{(t)},\ldots,y_d^{(t)})'\), is described by \(m\) simulators, \(\mathbf{\hat{x}}_{k}^{(t)}=(\hat{x}_{k,1}^{(t)},\ldots,\hat{x}_{k,n_k}^{(t)})'\), with \(n_k\) outputs each relating to one of the variables of interest, for \(k=1,\ldots,m\), and noisy observations of the variables of interest, \(\hat{\mathbf{y}}^{(t)}=(\hat{y}_1^{(t)},\ldots,\hat{y}_d^{(t)})'\).
Not all of the simulators output all the variables over the whole
time period. To accommodate these differences, Spence et al. (2018) introduced a latent
variable, known as the “best guess”, \(\mathbf{x}_{k}^{(t)}=({x}_{1}^{(t)},\ldots,{x}_{d}^{(t)})'\),
which represents simulator \(k\)’s
output if it described all \(d\)
variables at time \(t\) with no
parameter uncertainty. In EcoEnsemble
, variables of
interest are either present or absent in each simulator, therefore if
the \(k\)th simulator was evaluated at
time \(t\), its output is \[
\mathbf{\hat{x}}_{k}^{(t)}\sim{}N(M_k^{(t)}\mathbf{x}_{k}^{(t)},\Sigma_k),
\] where \(M_k^{(t)}\) is an
\(n_k\times{}d\) matrix and \(\Sigma_k\) reflects the parameter
uncertainty of the \(k\)th
simulator.
The true values of the variables of interest at time \(t\) is simulator \(k\)’s “best guess” plus a discrepancy term, \(\mathbf{\zeta}^{(t)}_k\), Kennedy and O’Hagan (2001), i.e. \[ \mathbf{y}^{(t)} = \mathbf{x}_{k}^{(t)} + \mathbf{\zeta}^{(t)}_k. \] The discrepancy term, \(\mathbf{\zeta}^{(t)}_k\), is split between discrepancies that are shared between all of the simulators, and discrepancies that were specific to the \(k\)th simulator. These two discrepancies are further split into fixed discrepancies, the long-term shared discrepancy, \(\mathbf\delta\), and simulator \(k\)’s long-term individual discrepancy, \(\mathbf\gamma_k\), and dynamic discrepancies, the short-term shared discrepancy, \(\mathbf\eta^{(t)}\), and simulator \(k\)’s short-term individual discrepancy, \(\mathbf{z}_k^{(t)}\), i.e. \[ \mathbf{\zeta}^{(t)}_k = \mathbf\delta + \mathbf\eta^{(t)} + \mathbf\gamma_k + \mathbf{z}_k^{(t)}. \] The long-term individual discrepancy for the \(k\)th simulator is \[ \mathbf{\gamma}_k\sim{}N(\mathbf{0},C_{\gamma}). \] The short-term discrepancy terms, \(\mathbf\eta^{(t)}\) and \(\mathbf{z}_k^{(t)}\), follow an auto-regressive processes of order one, \[ \mathbf{\eta}^{(t)}\sim{}N(R_{\eta}\mathbf{\eta}^{(t-1)},\Lambda_{\eta}) \] and \[ \mathbf{z}_{k}^{(t)}\sim{}N(R_{k}\mathbf{z}_{k}^{(t-1)},\Lambda_{k}) \] respectively, where the diagonal elements of \(R_i, (i = \eta, 1, 2, \ldots, m )\) are between \(-1\) and \(1\), and the off-diagonal elements are \(0\).
In the absence of any other information, the true variables evolve according to a random walk, \[ \mathbf{y}^{(t)}\sim{}N(\mathbf{y}^{(t-1)},\Lambda_y), \] with noisy observations, \[ \mathbf{\hat{y}}^{(t)}\sim{}N(\mathbf{y}^{(t)},\Sigma_y), \] when there are observations at time \(t\).
The ensemble model can be written as a dynamical linear model, by letting \[\begin{equation} \mathbf\theta^{(t)}=(\mathbf{y}^{(t)'},\mathbf\eta^{(t)'},\mathbf{z}_1^{(t)'},\ldots,\mathbf{z}_m^{(t)'})', \end{equation}\] so that \[\begin{equation} \mathbf\theta^{(t)}|\mathbf\theta^{(t-1)}\sim{}N(A\mathbf\theta^{(t)},\Lambda), \end{equation}\] with \[\begin{equation} A= \begin{pmatrix} I_d & 0 & 0 & 0 & \ldots & 0\\ 0 & R_\eta & 0 & 0 & \ldots & 0\\ 0 & 0 & R_1 & 0 & \ldots & 0\\ 0 & 0 & 0 & R_2 & \ldots & 0\\ \vdots & \vdots & \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & 0 & 0 & \ldots & R_m \end{pmatrix}, \end{equation}\] with \(I_d\) being a \(d\) dimensional indicator matrix, and \[\begin{equation} \Lambda= \begin{pmatrix} \Lambda_y & 0 & 0 & 0 & \ldots & 0\\ 0 & \Lambda_\eta & 0 & 0 & \ldots & 0\\ 0 & 0 & \Lambda_1 & 0 & \ldots & 0\\ 0 & 0 & 0 & \Lambda_2 & \ldots & 0\\ \vdots & \vdots & \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & 0 & 0 & \ldots & \Lambda_m \end{pmatrix}. \end{equation}\] The observations \[\begin{equation} \mathbf{w}^{(t)}=(\mathbf{\hat{y}}^{(t)'},\mathbf{\hat{x}}^{(t)'}_1,\ldots,\mathbf{\hat{x}}^{(t)'}_m)' \end{equation}\] are \[\begin{equation} S^{(t)}\mathbf{w}^{(t)}\sim{}N(S^{(t)}B(\mathbf{\theta} + \mathbf\zeta),S^{(t)}\Sigma^{(t)}S^{(t)'}) \label{eq:DLM_obs} \end{equation}\] where \[\begin{equation} B= \begin{pmatrix} I_d & 0 & 0 & 0 & \ldots & 0\\ M_1 & M_1 & M_1 & 0 & \ldots & 0\\ M_2 & M_2 & 0 & M_2 & \ldots & 0\\ \vdots & \vdots & \vdots & \vdots & \ddots & \vdots \\ M_m & M_m & 0 & 0 & \ldots & M_m \end{pmatrix}, \end{equation}\] \[\begin{equation} \mathbf\zeta=(\mathbf{0}',\mathbf{\delta}',\mathbf\gamma'_1,\ldots,\mathbf\gamma'_m)', \end{equation}\] with \(\mathbf{0}\) being a \(d\) dimensional vector of 0s, \[\begin{equation} \Sigma= \begin{pmatrix} \Sigma_y & 0 & \ldots & 0\\ 0 & \Sigma_1 & \ldots & 0\\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \ldots & \Sigma_m \end{pmatrix} \end{equation}\] and \(S^{(t)}\) is a matrix that is used to describe which variables are observed at time \(t\). The \(S^{(t)}\) matrix is an \(r(t) \times \left(d + \sum_{k=1}^m n_k\right)\) matrix, where \(r(t)\) is the total number of observations and simulator outputs available at time \(t\), with each element given by \[ S^{(t)}_{i, j} = \begin{cases} 1 & \mathrm{if\ the \ }i^{th} \mathrm{\ available\ observation\ /\ model\ output\ is\ the\ }j^{th}\mathrm{\ of\ all\ possible\ observation\ /\ model\ outputs.} \\ 0 & \mathrm{otherwise} \end{cases} \]
For example, if all observations and the simulators give an output at time \(t\) then \(S^{(t)}=I_{d+\sum_{k=1}^{m}n_k}\). If all simulators output the variables of interest but there are no observations then \(S^{(t)}\) is a \(\left(\sum_{k=1}^m n_k\right) \times \left(d + \sum_{k=1}^m n_k\right)\) matrix, equal to \(I_{d+\sum_{k=1}^{m}n_k}\) with the first \(d\) rows removed.
We demonstrate the ensemble model by investigating what would happen to the spawning stock biomass (SSB) of four species in the North Sea (\(d=4\)), Norway pout (Trisopterus esmarkii), Atlantic herring (Clupea harengus), Atlantic cod (Gadus morhua), and Common sole (Solea solea). We used four simulators and estimates of SSB from single-species assessments to predict the true SSB from 1984 to 2017, and the SSB from 2018 to 2050 under MSY.
Noisy observations of the SSB were taken from single-species stock
assessments (ICES (2020b), ICES (2020a)). The uncertainty is species
specific so the off diagonal elements of \(\Sigma_y\) are zero and the diagonal
elements are calculated from the uncertainty in the stock assessments.
These values, and the associated uncertainty are contained in the
SSB_obs
and Sigma_obs
variables. The
SSB_obs
data frame contains a row for each year, with a
column for each species observed. Note that for
EcoEnsemble
, the rows and columns of all observations and
model outputs must be named appropriately in order for the data
transformations to behave correctly.
SSB_obs
## N.pout Herring Cod Sole
## 1984 11.53972 13.86278 11.68698 10.82104
## 1985 10.87273 13.94398 11.67321 10.75943
## 1986 10.53821 13.95565 11.59347 10.56377
## 1987 11.07868 14.12404 11.61039 10.46929
## 1988 10.92890 14.38788 11.60985 10.66864
## 1989 10.93916 14.40130 11.52822 10.54621
## 1990 11.19557 14.45303 11.40660 11.70158
## 1991 11.45647 14.32903 11.39265 11.41377
## 1992 11.92440 14.08046 11.35452 11.41658
## 1993 11.70154 13.75959 11.38934 11.00324
## 1994 11.34564 13.82125 11.46735 11.35678
## 1995 12.07449 13.88803 11.61586 11.04353
## 1996 12.24150 13.99439 11.61139 10.55631
## 1997 12.23397 14.11788 11.51042 10.37926
## 1998 12.14652 14.27156 11.48011 10.10641
## 1999 11.59913 14.29834 11.31878 10.82919
## 2000 12.09568 14.33469 11.07164 10.63916
## 2001 12.10364 14.57959 11.02282 10.43383
## 2002 11.38740 14.74728 10.92518 10.43432
## 2003 10.97972 14.77429 10.94854 10.19813
## 2004 10.64428 14.74631 10.72920 10.58993
## 2005 10.33339 14.66267 10.78703 10.38302
## 2006 10.88878 14.45728 10.70340 10.14277
## 2007 11.27246 14.24745 11.24691 9.79971
## 2008 11.45204 14.29349 11.33443 10.44982
## 2009 11.80148 14.46043 11.40682 10.34941
## 2010 12.29722 14.52045 11.39446 10.33850
## 2011 12.07977 14.69997 11.47416 10.30843
## 2012 11.18241 14.75281 11.45062 10.53285
## 2013 11.36872 14.66026 11.50785 10.71819
## 2014 11.27795 14.62658 11.56849 10.65632
## 2015 11.58259 14.53820 11.69435 10.68983
## 2016 11.80500 14.67299 11.69274 10.96791
## 2017 11.93270 14.45042 11.63958 10.98351
Sigma_obs
## N.pout Herring Cod Sole
## N.pout 0.05754841 0.00000000 0.000000000 0.000000000
## Herring 0.00000000 0.00717835 0.000000000 0.000000000
## Cod 0.00000000 0.00000000 0.005876582 0.000000000
## Sole 0.00000000 0.00000000 0.000000000 0.003132204
EcoPath with EcoSim (EwE) is an ecosystem model with
60 functional groups for the North Sea (ICES
(2016)). It outputs all four species from 1991 until 2050, in the
variable SSB_ewe
, meaning that \(n_1=4\) and \(M_1=I_4\). The covariance of the EwE’s
output, \(\Sigma_{1}\), was calculated
in Mackinson et al. (2018) and is stored
in the variable Sigma_ewe
,
Sigma_ewe
## N.pout Herring Cod Sole
## N.pout 0.0092767506 0.0018710743 8.518305e-04 -1.110854e-04
## Herring 0.0018710743 0.0039672500 4.596743e-04 4.272881e-04
## Cod 0.0008518305 0.0004596743 5.436722e-03 5.581591e-05
## Sole -0.0001110854 0.0004272881 5.581591e-05 3.140728e-03
LeMans is a discrete time length-based model that
describes growth and predation (Thorpe et al.
(2015)). It outputs all four species from 1986 until 2050, in the
variable SSB_lm
, meaning that \(n_2=4\) and \(M_2=I_4\). The covariance of the LeMans’
output, \(\Sigma_{2}\), was calculated
in Thorpe et al. (2015) and is stored in
the variable Sigma_lm
,
Sigma_lm
## N.pout Herring Cod Sole
## N.pout 0.18223924 0.08142913 -0.02918675 0.12076725
## Herring 0.08142913 0.10463628 -0.01512463 0.13288178
## Cod -0.02918675 -0.01512463 0.08047544 -0.02147398
## Sole 0.12076725 0.13288178 -0.02147398 0.22548435
mizer is a size-based model that describes
ontogenetic feeding and growth, mortality, and reproduction driven by
size-dependent predation and maturation processes (Blanchard et al. (2014)). It outputs all four
species from 1984 until 2050, in the variable SSB_miz
,
meaning that \(n_3=4\) and \(M_3=I_4\). The covariance of the mizer’s
output, \(\Sigma_{3}\), was calculated
in Spence, Blackwell, and Blanchard (2016)
and is stored in the variable Sigma_miz
,
Sigma_miz
## N.pout Herring Cod Sole
## N.pout 0.3024728305 0.0324192572 -0.001061507 0.0003276015
## Herring 0.0324192572 0.0680834748 0.023446726 -0.0006754709
## Cod -0.0010615068 0.0234467261 0.171557394 0.0015845629
## Sole 0.0003276015 -0.0006754709 0.001584563 0.0073544837
FishSUMS is a discrete time length-based model that
describes growth, density-dependent mortality, and losses due to fishing
and predation by explicitly modelled species, and seasonal reproduction
(Speirs, Greenstreet, and Heath (2016)).
It outputs Norway pout, Atlantic Herring, and Atlantic Cod (i.e. it does
not output Sole), from 1984 until 2050, in the variable
SSB_fs
, meaning that \(n_4=3\) and \[\begin{equation}
M_4=
\begin{pmatrix}
1 & 0 & 0 & 0\\
0 & 1 & 0 & 0\\
0 & 0 & 1 & 0
\end{pmatrix}.
\end{equation}\]
The covariance of the FishSUMS’ output, \(\Sigma_{4}\), was calculated in Spence et al. (2018) and is stored in the
variable Sigma_fs
. Its value is
Sigma_fs
## N.pout Herring Cod
## N.pout 0.003509705 0.0015517547 -0.0020629595
## Herring 0.001551755 0.0074267464 0.0003581727
## Cod -0.002062960 0.0003581727 0.0071381322
The single-species stock assessments for the 4 species, along with the model outputs are plotted below.
In EcoEnsemble
, short-term discrepancies (\(\mathbf{z_k^{(t)}}, \mathbf{\eta^{(t)}}\))
are modelled using auto-regressive processes of order one, so that \[\begin{align}
\mathbf{z}_{k}^{(t)} &
\sim{}N(R_{k}\mathbf{z}_{k}^{(t-1)},\Lambda_{k}), \\
\mathbf{\eta}^{(t)}&
\sim{}N(R_{\eta}\mathbf{\eta}^{(t-1)},\Lambda_{\eta}).
\end{align}\] Note also that the long-term individual
discrepancies (\(\mathbf{\gamma}_k\))
are drawn from a normal distribution \[\begin{equation}
\mathbf{\gamma}_k \sim{}N(\mathbf{0},C_{\gamma}). \\
\end{equation}\]
To include prior beliefs in the ensemble model, we therefore need to
place priors on \(m+2\) different
covariance matrices - \(\Lambda_{1},
\Lambda_2, \ldots \Lambda_m, \Lambda_{\eta}, C_\gamma\). In
EcoEnsemble
, the choice of prior parametrisations is the
same for all of these matrices, however it should be noted that the
interpretation of each is different. In particular, the \(\Lambda\) matrices are covariances of a
dynamic auto-regressive process across time, while \(C_\gamma\) is the covariance of the
distribution of static long-term discrepancies across different
simulators.
In EcoEnsemble
, we follow the approach of Spence et al. (2018) and decompose the
covariance matrices into correlation matrices and a diagonal matrix of
variances, i.e.
\[\begin{equation} \Lambda = \sqrt{\mathrm{diag}(\mathbf{\pi})} P \sqrt{\mathrm{diag}(\mathbf{\pi})}, \end{equation}\] where \(\mathbf{\pi}\) is the vector of variances of each species, and \(P\) is the correlation matrix. Here we write \(\Lambda\) for any of \(\Lambda_k, \Lambda_\eta, C_\gamma\).
There are three available prior parametrisations for covariance matrices. In each case, the variance terms are parametrised by inverse-gamma distributions, while the correlation matrices can be parametrised either by an LKJ distribution, an inverse-wishart distribution, or by Beta distributions.
Configuring these options in EcoEnsemble
package is most
easily done using the EnsemblePrior
constructor. A set of
default priors is available which produce weakly informative priors that
hold for a wide range of different datasets. We can set
#Setting priors for an ensemble model with 4 variables of interest.
<- EnsemblePrior(4) priors
If desired, priors can be manually configured for finer control, for example we can set
<- EnsemblePrior(
priors_custom d = 4,
ind_st_params = IndSTPrior("lkj", list(25, 0.25), 30),
ind_lt_params = IndLTPrior(
"beta",
list(c(25, 25, 25, 10),c(0.25, 0.25, 0.25, 0.1)),
list(matrix(40, 4, 4), matrix(40, 4, 4))
),sha_st_params = ShaSTPrior("lkj", list(25, 0.25), 30),
sha_lt_params = 3)
This is:
ind_st_params
- The individual short-term discrepancies
\(\mathbf{z}_{k}^{(t)}\).
IndSTPrior("lkj", list(25, 0.25), 30)
encodes that we use
\(\mathrm{\text{Gamma}(25, 0.25)}\)
priors for the variances of all species and an \(LKJ(30)\) prior on the correlation
matrix.ind_lt_params
- The individual long-term discrepancies
\(\mathbf{\gamma_k}\) use an \(\mathrm{\text{Gamma}(25, 0.25)}\) prior for
the variances of the first 3 species and an \(\mathrm{\text{Gamma}(10, 0.1)}\) prior for
the variance of the final species. The correlation matrix uses a \(\mathrm{Beta}(40, 40)\) distribution for
each of the off-diagonal elements.sha_st_params
- The shared short-term discrepancies
\(\mathbf{\eta}^{(t)}\) use \(\mathrm{\text{Gamma}(25, 0.25)}\) priors
for variances of all species and an \(LKJ(30)\) prior on the correlation
matrix.sha_lt_params
- Unlike the other discrepancies, the
shared long-term discrepancy \(\mathbf{\mu}\) is not decomposed into
correlation matrices and variances. Instead, a Gaussian distribution is
used as the prior on each of the species. sha_lt_params
encodes that the standard deviation of this Gaussian prior is
3
.The ensemble model parameters are fit using the
fit_ensemble_model
function, which converts the data into
the required form. Hamiltonian Monte Carlo then samples from the
posterior distribution using the rstan
package Stan Development Team (2020). A sample of the
ensemble parameters can then be generated using the
generate_sample
function.
<- fit_ensemble_model(observations = list(SSB_obs, Sigma_obs),
fit_sample simulators = list(list(SSB_ewe, Sigma_ewe, "EwE"),
list(SSB_lm, Sigma_lm, "LeMans"),
list(SSB_miz, Sigma_miz, "mizer"),
list(SSB_fs, Sigma_fs, "FishSUMS")),
priors = priors)
<- generate_sample(fit_sample) samples
Note that for the simulators, we pass through the name of the simulators as the third argument. This is not required, however provides more accurate error messages and appropriately labeled plots when needed.
Results can be shown by calling plot
on an
EnsembleSample
object. This plots the observations,
simulator outputs, and the ensemble model prediction for the truth for
each of the variables of interest. The ensemble model prediction also
shows ribbons for the quantiles if a full sampling is performed (by
default these are the 5% and 95% quantiles).
plot(samples)
We can change which variable we plot by passing through a
variable
option, and are free to change the aesthetics in
the same way as other ggplot2
plots, see the ggplot manual
Wickham (2016). Different quantiles can
also be specified with the quantiles option, e.g.
plot(samples, variable = "Cod", quantiles = c(0.25, 0.75)) +
::theme_classic() +
ggplot2::scale_color_brewer(palette="Set2") +
ggplot2::ylab("SSB (log tonnes)") ggplot2
Priors can be visualised using the
prior_ensemble_model()
function and/or the
sample_prior()
function. These models are quick to evaluate
and indicate what restrictions the priors place on the ensemble outputs,
for example using the priors from the previous section.
<- prior_ensemble_model(priors = priors, M = 4)
prior_model <- sample_prior(observations = list(SSB_obs, Sigma_obs),
prior_samples simulators = list(list(SSB_ewe, Sigma_ewe, "EwE"),
list(SSB_lm, Sigma_lm, "LeMans"),
list(SSB_miz, Sigma_miz, "mizer"),
list(SSB_fs, Sigma_fs, "FishSUMS")),
priors = priors, prior_model)
The sample_prior()
function produces an
EnsembleSample
object which can be plotted in the same way
as other EnsembleSample
objects.
plot(prior_samples)
Using the wrapper functions
fit_ensemble_model, generate_sample
is the easiest way to
generate samples from the ensemble model. However, for finer control,
the model can be fit directly with rstan
. To create data in
the correct form of the model, simply create an
EnsembleData
object using the constructor.
<- EnsembleData(observations = list(SSB_obs, Sigma_obs),
ens_data simulators = list(list(SSB_ewe, Sigma_ewe, "EwE"),
list(SSB_lm, Sigma_lm, "LeMans"),
list(SSB_miz, Sigma_miz, "mizer"),
list(SSB_fs, Sigma_fs, "FishSUMS")),
priors = priors)
The EnsembleData
object has 4 slots:
observations
, simulators
, priors
,
and stan_input
. The first 3 slots are the data as passed
through in the constructor. The stan_input
slot is
automatically generated by transforming the other data into the form
required for the Stan implementation of the ensemble model. To fit the
model, the compiled rstan
object can be retrieved through
the get_mcmc_ensemble_model()
method. This takes an
EnsemblePrior
object as input and returns the compiled
stanmodel
corresponding to the form of the prior.
<- get_mcmc_ensemble_model(priors)
mod <- rstan::sampling(mod, data = ens_data@stan_input)
samples <- EnsembleFit(ens_data, samples = samples) fit
To generate individual samples of the ensemble parameters with this
output, now call the get_transformed_data
and
gen_sample
functions:
# Generating samples using DIY functions
<- get_transformed_data(fit)
transf_data <- gen_sample(1, ex.fit = rstan::extract(samples), transformed_data = transf_data,
mle_sample time = ens_data@stan_input$time)
The equivalent code using wrapper functions:
<- fit_ensemble_model(observations = observations, simulators = simulators,
fit priors = priors)
<- generate_sample(fit)
samples_tmp <- samples_tmp@samples samples