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Provides Streamlined Methods for Data Imputation and Forecasting for WHO DDI Global Statistics

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augury

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The goal of augury is to streamline the process of fitting models to infill and forecast data, particularly for models used within the WHO’s Triple Billion framework.

Installation

You can install augury from GitHub. The package depends on the INLA package which is not available on CRAN. You will need to separately install that prior to installing augury, following the code below.

if (!require("INLA")) install.packages("INLA",repos=c(getOption("repos"),INLA="https://inla.r-inla-download.org/R/stable"), dep=TRUE)
remotes::install_github("gpw13/augury")

Overview

Most of the functions available through the package are designed to streamline fitting a model and replacing missing observations within a single data frame in one pass.

  • predict_general_mdl() is a function that takes in a data frame, generic R modelling function (such as stats::lm), and fits a model and returns newly projected data, error metrics, the fitted model itself, or a list of all 3.
  • predict_inla() is a function similar to the above, except rather than taking a generic modelling function it accepts a formula and additional argument passed to INLA::inla() to perform Bayesian analysis of structured additive models.
  • predict_forecast() instead uses forecasting methods available from forecast::forecast() to perform exponential smoothing or other time series models on a response variable.

Given that models might need to be fit separately to different portions of a data frame, such as fitting time series models for each country individually, these functions now accept the argument group_models that determines whether to fit separate models to each group in the data frame before joining them back together into the original data frame.

Additional model wrappers

Additional functions are provided as requested to streamlining fitting of specific models. For general modeling, there are grouped and individual functions for stats::lm(), stats::glm(), and lme4::lmer() to fit linear models, generalized linear models, and linear mixed-effects models respectively. These wrappers are:

  • predict_lm()
  • predict_glm()
  • predict_lmer()

As well, wrappers are provided around INLA for models currently in place for the Triple Billion framework. These are a time series model with no additional covariates (fit individually by country) and a mixed-effects model using covariates.

  • predict_inla_me()
  • predict_inla_ts()

And for forecasting, generic functions are provided for simple exponential smoothing and Holt’s linear trend exponential smoothing.

  • predict_holt()
  • predict_ses()

Covariates

For convenience, the covariates used within the default INLA modeling are exported from the package and can be easily joined up to a data frame for use in modeling. These are available through augury::covariates_df.

Grouped trend development

While we typically want to fit a model to a data set directly, augury has a set of predict_..._avg_trend() functions that allows you to average data by group (e.g. by region), fit the model to the grouped and averaged data, and extract that trend to apply to the original dataset. See the section below on Average trend modeling for more details.

Error metrics

When doing model selection, it is always important to use metrics to evaluate model fit and predictive accuracy. All predict_... functions in augury use the same evaluation framework, implemented through model_error(). If a test column is defined, then the evaluation framework is only applied to this set

Additional functionality

To help streamline other portions of the modeling process, some other functions are included in the package.

  • probit_transform() uses a probit transformation on select columns of a data frame, and inverses it if specified.
  • scale_transform() scales a vector by a single number, very simple, and can inverse the scaling if specified.
  • predict_simple() performs linear interpolation or flat extrapolation in the same manner as the other predict_... functions, but without modeling or confidence bounds.
  • predict_average() performs averaging by groups of columns in the same manner as the other predict_... functions, but without modeling or confidence bounds.

Together, they can be used to transform and scale data for better modeling, and then inverse these to get data back into the original feature space.

INLA modeling examples

In order to show the INLA modeling wrappers provided in augury, we will look at two datasets publicly available on the World Health Organization’s Global Health Observatory. These can be accessed using the ghost package, which provides an R interface for the GHO OData API.

Time series modeling

The first indicator will be on safe sanitation. We will also use the billionaiRe package to quickly transform the GHO data into the simple format used by augury, billionaiRe, and other packages.

library(augury)

df <- ghost::gho_data("WSH_SANITATION_SAFELY_MANAGED",
                      query = "$filter=Dim1 eq 'TOTL'") %>%
  billionaiRe::wrangle_gho_data(source = "WHO GHO",
                                type = "estimated")

head(df)
#> # A tibble: 6 × 13
#>   iso3   year ind   value lower upper use_dash use_calc source type  type_detail
#>   <chr> <int> <chr> <dbl> <lgl> <lgl> <lgl>    <lgl>    <chr>  <chr> <lgl>      
#> 1 AFG    2000 hpop…    NA NA    NA    TRUE     TRUE     WHO G… esti… NA         
#> 2 AFG    2001 hpop…    NA NA    NA    TRUE     TRUE     WHO G… esti… NA         
#> 3 AFG    2002 hpop…    NA NA    NA    TRUE     TRUE     WHO G… esti… NA         
#> 4 AFG    2003 hpop…    NA NA    NA    TRUE     TRUE     WHO G… esti… NA         
#> 5 AFG    2004 hpop…    NA NA    NA    TRUE     TRUE     WHO G… esti… NA         
#> 6 AFG    2005 hpop…    NA NA    NA    TRUE     TRUE     WHO G… esti… NA         
#> # … with 2 more variables: other_detail <lgl>, upload_detail <lgl>

Now that we have the input data available from the GHO in an easy to use format, we can now join up with the covariates_df available in augury and run a time series model to predict sanitation out to 2023. For simplicity, let’s just look at Albania, with ISO3 code "ALB".

library(dplyr)

df <- left_join(covariates_df,
                df,
                by = c("iso3", "year")) %>%
  filter(iso3 == "ALB")

head(df)
#> # A tibble: 6 × 19
#>   iso3   year year_n region    sdi sdi_scaled    e0 e0_scaled ind    value lower
#>   <chr> <int>  <dbl> <chr>   <dbl>      <dbl> <dbl>     <dbl> <chr>  <dbl> <lgl>
#> 1 ALB    2000      1 Southe… 0.604      0.650  74.0     0.752 hpop_…  40.2 NA   
#> 2 ALB    2001      2 Southe… 0.61       0.657  74.3     0.759 hpop_…  40.5 NA   
#> 3 ALB    2002      3 Southe… 0.614      0.661  74.6     0.766 hpop_…  40.8 NA   
#> 4 ALB    2003      4 Southe… 0.619      0.667  74.8     0.771 hpop_…  41.1 NA   
#> 5 ALB    2004      5 Southe… 0.625      0.673  75.0     0.776 hpop_…  41.4 NA   
#> 6 ALB    2005      6 Southe… 0.632      0.681  75.2     0.780 hpop_…  41.9 NA   
#> # … with 8 more variables: upper <lgl>, use_dash <lgl>, use_calc <lgl>,
#> #   source <chr>, type <chr>, type_detail <lgl>, other_detail <lgl>,
#> #   upload_detail <lgl>

Of course, the only “covariate” being used in this time series model is going to be year_n, but the rest are available if we want to expand to test other types of modeling. Let’s run the modeling now. We are going to scale the data and probit transform it before and after the modeling. We will use the predict_inla_ts() to fit a time series model to the data.

modeled_df <- df %>%
  scale_transform("value") %>%
  probit_transform("value") %>%
  predict_inla_ts(type_col = "type",
                  source_col = "source",
                  source = "augury modeling") %>%
  probit_transform(c("value", "pred", "upper", "lower"), inverse = TRUE) %>%
  scale_transform(c("value", "pred", "upper", "lower"), divide = FALSE)

# Only look at recent years and relevant columns

modeled_df %>%
  filter(year > 2015) %>%
  select(iso3, year, value, pred, lower, upper, source, type)
#> # A tibble: 10 × 8
#>    iso3   year value  pred lower upper source          type     
#>    <chr> <int> <dbl> <dbl> <dbl> <dbl> <chr>           <chr>    
#>  1 ALB    2016  46.7  46.7    NA    NA WHO GHO         estimated
#>  2 ALB    2017  47.1  47.1    NA    NA WHO GHO         estimated
#>  3 ALB    2018  47.4  47.4    NA    NA WHO GHO         estimated
#>  4 ALB    2019  47.6  47.6    NA    NA WHO GHO         estimated
#>  5 ALB    2020  47.7  47.7    NA    NA WHO GHO         estimated
#>  6 ALB    2021  47.9  47.9    NA    NA augury modeling projected
#>  7 ALB    2022  48.1  48.1    NA    NA augury modeling projected
#>  8 ALB    2023  48.2  48.2    NA    NA augury modeling projected
#>  9 ALB    2024  48.4  48.4    NA    NA augury modeling projected
#> 10 ALB    2025  48.6  48.6    NA    NA augury modeling projected

And there we go, we have now fit a time series model to our data, provided new type and source, and merged this into our existing data frame. However, in this setup, the error calculations returned by predict_inla_ts() are calculated in the probit space. If we wanted to scale and probit transform the response variable prior to model fitting, but still calculate error metrics and automatically return the response and predicted values back in the original space, we can set scale = 100 and probit = TRUE within predict_inla_ts().

df %>%
  predict_inla_ts(scale = 100,
                  probit = TRUE,
                  type_col = "type",
                  source_col = "source",
                  source = "augury modeling") %>%
  filter(year > 2015) %>%
  select(iso3, year, value, pred, lower, upper, source, type)
#> # A tibble: 10 × 8
#>    iso3   year value  pred lower upper source          type     
#>    <chr> <int> <dbl> <dbl> <dbl> <dbl> <chr>           <chr>    
#>  1 ALB    2016  46.7  46.7    NA    NA WHO GHO         estimated
#>  2 ALB    2017  47.1  47.1    NA    NA WHO GHO         estimated
#>  3 ALB    2018  47.4  47.4    NA    NA WHO GHO         estimated
#>  4 ALB    2019  47.6  47.6    NA    NA WHO GHO         estimated
#>  5 ALB    2020  47.7  47.7    NA    NA WHO GHO         estimated
#>  6 ALB    2021  47.9  47.9    NA    NA augury modeling projected
#>  7 ALB    2022  48.1  48.1    NA    NA augury modeling projected
#>  8 ALB    2023  48.2  48.2    NA    NA augury modeling projected
#>  9 ALB    2024  48.4  48.4    NA    NA augury modeling projected
#> 10 ALB    2025  48.6  48.6    NA    NA augury modeling projected

And we can see that the results here are the same as manually scaling and probit transforming the variables.

Mixed-effects modeling

Now we will look at another indicator, a composite of 13 International Health Regulations core capacity scores, SPAR version. Since countries only have two data points at most, we will use mixed-effects modeling to infill and project the data.

df <- ghost::gho_data("SDGIHR2018") %>%
  billionaiRe::wrangle_gho_data(source = "Electronic State Parties Self-Assessment Annual Reporting Tool (e-SPAR)",
                                type = "reported")

head(df)
#> # A tibble: 6 × 13
#>   iso3   year ind   value lower upper use_dash use_calc source type  type_detail
#>   <chr> <int> <chr> <dbl> <lgl> <lgl> <lgl>    <lgl>    <chr>  <chr> <lgl>      
#> 1 AFG    2018 espar    35 NA    NA    TRUE     TRUE     Elect… repo… NA         
#> 2 AFG    2019 espar    43 NA    NA    TRUE     TRUE     Elect… repo… NA         
#> 3 AFG    2020 espar    47 NA    NA    TRUE     TRUE     Elect… repo… NA         
#> 4 AGO    2018 espar    59 NA    NA    TRUE     TRUE     Elect… repo… NA         
#> 5 AGO    2019 espar    63 NA    NA    TRUE     TRUE     Elect… repo… NA         
#> 6 AGO    2020 espar    65 NA    NA    TRUE     TRUE     Elect… repo… NA         
#> # … with 2 more variables: other_detail <lgl>, upload_detail <lgl>

With this, let’s go straight into the modeling like last time, except we will now use predict_inla_me() for mixed-effects modeling using covariates found in covariates_df. This time, we want to model a first order auto-regressive process across time rather than a second-order random walk, so we use the "ar1" model available in INLA.

modeled_df <- df %>%
  right_join(covariates_df, by = c("iso3", "year")) %>%
  scale_transform("value") %>%
  probit_transform("value") %>%
  predict_inla_me(model = "ar1",
                  type_col = "type",
                  source_col = "source",
                  source = "WHO DDI Preliminary infilling and projections") %>%
  probit_transform(c("value", "pred", "upper", "lower"), inverse = TRUE) %>%
  scale_transform(c("value", "pred", "upper", "lower"), divide = FALSE)

# Look at an example for Afghanistan

modeled_df %>%
  filter(year > 2017, iso3 == "AFG") %>%
  select(iso3, year, value, pred, lower, upper, source, type)
#> # A tibble: 8 × 8
#>   iso3   year value  pred lower upper source                              type  
#>   <chr> <int> <dbl> <dbl> <dbl> <dbl> <chr>                               <chr> 
#> 1 AFG    2018  35    40.6    NA    NA Electronic State Parties Self-Asse… repor…
#> 2 AFG    2019  43    41.5    NA    NA Electronic State Parties Self-Asse… repor…
#> 3 AFG    2020  47    42.7    NA    NA Electronic State Parties Self-Asse… repor…
#> 4 AFG    2021  43.5  43.5    NA    NA WHO DDI Preliminary infilling and … proje…
#> 5 AFG    2022  44.5  44.5    NA    NA WHO DDI Preliminary infilling and … proje…
#> 6 AFG    2023  45.4  45.4    NA    NA WHO DDI Preliminary infilling and … proje…
#> 7 AFG    2024  46.4  46.4    NA    NA WHO DDI Preliminary infilling and … proje…
#> 8 AFG    2025  47.3  47.3    NA    NA WHO DDI Preliminary infilling and … proje…

And exactly as we were able to do with the time series modeling, we now have infilled missing data for this indicator using mixed-effects modeling in INLA.

Building further

Building further on this work, you can tweak any of the arguments passed to these INLA models or use the base predict_inla() and other covariates to test and compare other models. There is much more functionality to test modeling accuracy and iteratively develop methods available in this package not shown here, so please continue to explore and play around.

Forecasting examples

To look at using forecast methods to predict data, we will again be using the ghost package, which provides an R interface for the GHO OData API and accessing data on blood pressure. We will load in data for the USA and Great Britain initially, which provide full time series from 1975 to 2015.

library(augury)

df <- ghost::gho_data("BP_04", query = "$filter=SpatialDim in ('USA', 'GBR') and Dim1 eq 'MLE' and Dim2 eq 'YEARS18-PLUS'") %>%
  billionaiRe::wrangle_gho_data() %>%
  dplyr::right_join(tidyr::expand_grid(iso3 = c("USA", "GBR"),
                                       year = 1975:2017))
#> Warning: Some of the rows are missing a source value.
#> Joining, by = c("iso3", "year")

head(df)
#> # A tibble: 6 × 13
#>   iso3   year ind   value lower upper use_dash use_calc source type  type_detail
#>   <chr> <int> <chr> <dbl> <dbl> <dbl> <lgl>    <lgl>    <lgl>  <chr> <lgl>      
#> 1 GBR    1975 bp     37.8  26.7  49.1 TRUE     TRUE     NA     <NA>  NA         
#> 2 GBR    1976 bp     37.6  27.4  48   TRUE     TRUE     NA     <NA>  NA         
#> 3 GBR    1977 bp     37.3  27.9  46.8 TRUE     TRUE     NA     <NA>  NA         
#> 4 GBR    1978 bp     37.1  28.4  45.9 TRUE     TRUE     NA     <NA>  NA         
#> 5 GBR    1979 bp     36.9  28.8  45.2 TRUE     TRUE     NA     <NA>  NA         
#> 6 GBR    1980 bp     36.7  29.2  44.4 TRUE     TRUE     NA     <NA>  NA         
#> # … with 2 more variables: other_detail <lgl>, upload_detail <lgl>

With this data, we can now use the predict_forecast() function like we would any of the other predict_... functions from augury to forecast out to 2017. First, we will do this just on USA data and use the forecast::holt to forecast using exponential smoothing.

usa_df <- dplyr::filter(df, iso3 == "USA")

predict_forecast(usa_df,
                 forecast::holt,
                 "value",
                 sort_col = "year") %>%
  dplyr::filter(year >= 2012)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo
#> # A tibble: 6 × 16
#>   iso3   year ind   value lower upper use_dash use_calc source type  type_detail
#>   <chr> <int> <chr> <dbl> <dbl> <dbl> <lgl>    <lgl>    <lgl>  <chr> <lgl>      
#> 1 USA    2012 bp     15.7  11.7  20.3 TRUE     TRUE     NA     <NA>  NA         
#> 2 USA    2013 bp     15.5  11.2  20.8 TRUE     TRUE     NA     <NA>  NA         
#> 3 USA    2014 bp     15.4  10.8  21.3 TRUE     TRUE     NA     <NA>  NA         
#> 4 USA    2015 bp     15.3  10.4  21.8 TRUE     TRUE     NA     <NA>  NA         
#> 5 USA    2016 <NA>   15.2  NA    NA   NA       NA       NA     <NA>  NA         
#> 6 USA    2017 <NA>   15.1  NA    NA   NA       NA       NA     <NA>  NA         
#> # … with 5 more variables: other_detail <lgl>, upload_detail <lgl>, pred <dbl>,
#> #   pred_upper <dbl>, pred_lower <dbl>

Of course, we might want to run these models all together for each country individually. In this case, we can use the group_models = TRUE function to perform the forecast individually by country. To save a bit of limited time, let’s use the wrapper predict_holt() to automatically supply forecast::holt as the forecasting function.

predict_holt(df,
             response = "value",
             group_col = "iso3",
             group_models = TRUE,
             sort_col = "year") %>%
  dplyr::filter(year >= 2014, year <= 2017)
#> # A tibble: 8 × 16
#>   iso3   year ind   value lower upper use_dash use_calc source type  type_detail
#>   <chr> <int> <chr> <dbl> <dbl> <dbl> <lgl>    <lgl>    <lgl>  <chr> <lgl>      
#> 1 GBR    2014 bp     18.5  14    23.3 TRUE     TRUE     NA     <NA>  NA         
#> 2 GBR    2015 bp     17.9  13    23.2 TRUE     TRUE     NA     <NA>  NA         
#> 3 GBR    2016 <NA>   17.3  NA    NA   NA       NA       NA     <NA>  NA         
#> 4 GBR    2017 <NA>   16.7  NA    NA   NA       NA       NA     <NA>  NA         
#> 5 USA    2014 bp     15.4  10.8  21.3 TRUE     TRUE     NA     <NA>  NA         
#> 6 USA    2015 bp     15.3  10.4  21.8 TRUE     TRUE     NA     <NA>  NA         
#> 7 USA    2016 <NA>   15.2  NA    NA   NA       NA       NA     <NA>  NA         
#> 8 USA    2017 <NA>   15.1  NA    NA   NA       NA       NA     <NA>  NA         
#> # … with 5 more variables: other_detail <lgl>, upload_detail <lgl>, pred <dbl>,
#> #   pred_upper <dbl>, pred_lower <dbl>

Et voila, we have the same results for the USA and have also ran forecasting on Great Britain as well. However, you should be careful on the data that is supplied for forecasting. The forecast package functions default to using the longest, contiguous non-missing data for forecasting. augury instead automatically pulls the latest contiguous observed data to use for forecasting, to ensure that older data is not prioritized over new data. However, this means any break in a time series will prevent data before that from being used.

bad_df <- dplyr::tibble(x = c(1:4, NA, 3:2, rep(NA, 4)))

predict_holt(bad_df, "x", group_col = NULL, sort_col = NULL, group_models = FALSE)
#> # A tibble: 11 × 6
#>         x   pred pred_upper pred_lower upper lower
#>     <dbl>  <dbl>      <dbl>      <dbl> <dbl> <dbl>
#>  1  1     NA          NA        NA        NA    NA
#>  2  2     NA          NA        NA        NA    NA
#>  3  3     NA          NA        NA        NA    NA
#>  4  4     NA          NA        NA        NA    NA
#>  5 NA     NA          NA        NA        NA    NA
#>  6  3     NA          NA        NA        NA    NA
#>  7  2     NA          NA        NA        NA    NA
#>  8  1.17   1.17        2.55     -0.217    NA    NA
#>  9  0.338  0.338       2.33     -1.66     NA    NA
#> 10 -0.494 -0.494       2.14     -3.12     NA    NA
#> 11 -1.32  -1.32        1.98     -4.63     NA    NA

It’s advisable to consider if other data infilling or imputation methods should be used to generate a full time series prior to the use of forecasting methods to prevent issues like above from impacting the predictive accuracy.

Simple prediction methods

The simple methods available in augury are easy to use, but provide the same functionality of allowing a test column and returning error metrics as the more complex modeling functions available in the package. Let’s use data on alcohol from the GHO to demonstrate the functionality.

library(augury)

df <- ghost::gho_data("SA_0000001688",
                      query = "$filter=Dim1 eq 'BTSX'") %>%
  billionaiRe::wrangle_gho_data(source = "WHO GHO",
                                type = "estimated") %>%
  dplyr::arrange(iso3, year)

head(df)
#> # A tibble: 6 × 13
#>   iso3   year ind     value lower upper use_dash use_calc source  type  type_detail
#>   <chr> <int> <chr>   <dbl> <dbl> <dbl> <lgl>    <lgl>    <chr>   <chr> <lgl>      
#> 1 AFG    2000 alcohol   0     0     0.1 TRUE     TRUE     WHO GHO esti… NA         
#> 2 AFG    2005 alcohol   0     0     0.1 TRUE     TRUE     WHO GHO esti… NA         
#> 3 AFG    2010 alcohol   0     0     0.1 TRUE     TRUE     WHO GHO esti… NA         
#> 4 AFG    2015 alcohol   0     0     0   TRUE     TRUE     WHO GHO esti… NA         
#> 5 AFG    2019 alcohol   0     0     0.1 TRUE     TRUE     WHO GHO esti… NA         
#> 6 AGO    2000 alcohol   3.3   2.4   4.4 TRUE     TRUE     WHO GHO esti… NA         
#> # … with 2 more variables: other_detail <lgl>, upload_detail <lgl>

Here we can see that data has time series and gaps in years. We can use linear interpolation and flat extrapolation here to get data out to 2023.

df <- tidyr::expand_grid(iso3 = unique(df$iso3),
                         year = 2000:2023) %>%
  dplyr::left_join(df, by = c("iso3", "year"))

df %>%
  dplyr::filter(iso3 == "AFG",
                year >= 2010,
                year <= 2018) %>%
  dplyr::select(iso3,
                year,
                value)
#> # A tibble: 9 × 3
#>   iso3   year value
#>   <chr> <int> <dbl>
#> 1 AFG    2010     0
#> 2 AFG    2011    NA
#> 3 AFG    2012    NA
#> 4 AFG    2013    NA
#> 5 AFG    2014    NA
#> 6 AFG    2015     0
#> 7 AFG    2016    NA
#> 8 AFG    2017    NA
#> 9 AFG    2018    NA

Let’s now use our linear interpolation and flat extrapolation on this data.

pred_df <- predict_simple(df,
                          group_col = "iso3",
                          sort_col = "year") 

pred_df %>%
  dplyr::filter(iso3 == "AFG",
                year >= 2010,
                year <= 2018) %>%
  dplyr::select(iso3, year, value)
#> # A tibble: 9 × 3
#>   iso3   year value
#>   <chr> <int> <dbl>
#> 1 AFG    2010     0
#> 2 AFG    2011     0
#> 3 AFG    2012     0
#> 4 AFG    2013     0
#> 5 AFG    2014     0
#> 6 AFG    2015     0
#> 7 AFG    2016     0
#> 8 AFG    2017     0
#> 9 AFG    2018     0

And we can see our linear interpolation there. We can also see the flat extrapolation.

pred_df %>%
  dplyr::filter(iso3 == "AFG",
                year > 2016) %>%
  dplyr::select(iso3, year, value)
#> # A tibble: 7 × 3
#>   iso3   year value
#>   <chr> <int> <dbl>
#> 1 AFG    2017     0
#> 2 AFG    2018     0
#> 3 AFG    2019     0
#> 4 AFG    2020     0
#> 5 AFG    2021     0
#> 6 AFG    2022     0
#> 7 AFG    2023     0

We can use the predict_average() function in much the same way, except it is most useful when we have robust series for a set of countries, and no data for others. We can then use something like the regional average to infill data for missing countries.

df <- ghost::gho_data("PHE_HHAIR_PROP_POP_CLEAN_FUELS") %>%
  billionaiRe::wrangle_gho_data(source = "WHO GHO",
                                type = "estimated") %>%
  dplyr::filter(whoville::is_who_member(iso3))
#> Warning: Some of the rows are missing a ind value.

x <- whoville::who_member_states()
x[!(x %in% df$iso3)]
#> [1] "LBN" "CUB" "BGR" "LBY"

Above, we have 4 missing WHO member states, Lebanon, Cuba, Bulgaria, and Libya. Let’s use regional averaging to fill in this data. We can use the most recent World Bank income groups from the whoville package as our relevant group.

df <- tidyr::expand_grid(iso3 = x,
                         year = 2000:2018) %>%
  dplyr::left_join(df, by = c("iso3", "year")) %>%
  dplyr::mutate(region = whoville::iso3_to_regions(iso3, region = "wb_ig"))

predict_average(df,
                average_cols = c("region", "year"),
                group_col = "iso3",
                sort_col = "year",
                type_col = "type",
                source_col = "source",
                source = "WB IG regional averages") %>%
  dplyr::filter(iso3 == "LBN")
#> # A tibble: 19 × 15
#>    iso3   year ind   value lower upper use_dash use_calc source           type  
#>    <chr> <int> <chr> <dbl> <dbl> <dbl> <lgl>    <lgl>    <chr>            <chr> 
#>  1 LBN    2000 <NA>   67.2    NA    NA NA       NA       WB IG regional … imput…
#>  2 LBN    2001 <NA>   68.2    NA    NA NA       NA       WB IG regional … imput…
#>  3 LBN    2002 <NA>   69.2    NA    NA NA       NA       WB IG regional … imput…
#>  4 LBN    2003 <NA>   70.2    NA    NA NA       NA       WB IG regional … imput…
#>  5 LBN    2004 <NA>   71.2    NA    NA NA       NA       WB IG regional … imput…
#>  6 LBN    2005 <NA>   72.2    NA    NA NA       NA       WB IG regional … imput…
#>  7 LBN    2006 <NA>   73.1    NA    NA NA       NA       WB IG regional … imput…
#>  8 LBN    2007 <NA>   74.0    NA    NA NA       NA       WB IG regional … imput…
#>  9 LBN    2008 <NA>   74.8    NA    NA NA       NA       WB IG regional … imput…
#> 10 LBN    2009 <NA>   75.6    NA    NA NA       NA       WB IG regional … imput…
#> 11 LBN    2010 <NA>   76.3    NA    NA NA       NA       WB IG regional … imput…
#> 12 LBN    2011 <NA>   77.0    NA    NA NA       NA       WB IG regional … imput…
#> 13 LBN    2012 <NA>   77.6    NA    NA NA       NA       WB IG regional … imput…
#> 14 LBN    2013 <NA>   78.2    NA    NA NA       NA       WB IG regional … imput…
#> 15 LBN    2014 <NA>   78.7    NA    NA NA       NA       WB IG regional … imput…
#> 16 LBN    2015 <NA>   79.2    NA    NA NA       NA       WB IG regional … imput…
#> 17 LBN    2016 <NA>   79.7    NA    NA NA       NA       WB IG regional … imput…
#> 18 LBN    2017 <NA>   80.1    NA    NA NA       NA       WB IG regional … imput…
#> 19 LBN    2018 <NA>   80.5    NA    NA NA       NA       WB IG regional … imput…
#> # … with 5 more variables: type_detail <lgl>, other_detail <lgl>,
#> #   upload_detail <lgl>, region <chr>, pred <dbl>

Hope these examples have been clear and highlight some of the usefulness of these simple modelling functions.

Average trend modeling

While we most often want to directly build models on our original dataset to generate predicted values, we might instead want to generate average trends across larger groups instead, and then apply this to our original data. For instance, generating trends by region, and then applying those regional trends back to the country level. The predict_...avg_trend() functions in augury allow us to do just that, applying any of the models we are used to a grouped set of columns.

These work across specific groups, specified by average_cols, and averaging numeric values specified as the response variable or variables extracted from a formula. The specified model is then fit to this averaged data, and the predicted values are joined back up to the original data frame. Let’s look at an example using blood pressure data, which has a comprehensive time series.

library(augury)

df <- ghost::gho_data("BP_04", query = "$filter=Dim1 eq 'MLE' and Dim2 eq 'YEARS18-PLUS'") %>%
  billionaiRe::wrangle_gho_data() %>%
  dplyr::right_join(covariates_df) %>%
  dplyr::select(iso3, year, year_n, value) %>%
  dplyr::filter(whoville::is_who_member(iso3),                # keep WHO member states
                year >= 2000, year <= 2023) %>%               # get relevant years  
  dplyr::mutate(who_region = whoville::iso3_to_regions(iso3)) # get WHO regions
#> Warning: Some of the rows are missing a source value.
#> Joining, by = c("iso3", "year")

ur <- unique(df$who_region)
ur
#> [1] "EMR"  "AFR"  "EUR"  "AMR"  "WPR"  "SEAR"

Alright, so, here we have 6 WHO regions. We will use these regions to fit a model to and use INLA to predict out to 2023, then apply these trends to input countries.

pred_df <- df %>%
  predict_inla_avg_trend(formula = value ~ f(year_n, model = "rw2"),
                         average_cols = c("who_region", "year_n"),
                         group_models = TRUE,
                         group_col = "iso3",
                         sort_col = "year_n")

pred_df %>%
  dplyr::filter(iso3 == "AFG", year >= 2013)
#> # A tibble: 11 × 10
#>    iso3   year year_n value who_region  pred pred_upper pred_lower upper lower
#>    <chr> <int>  <dbl> <dbl> <chr>      <dbl>      <dbl>      <dbl> <dbl> <dbl>
#>  1 AFG    2013     14  30.4 EMR         29.4       29.4       29.4    NA    NA
#>  2 AFG    2014     15  30.4 EMR         29.4       29.4       29.4    NA    NA
#>  3 AFG    2015     16  30.4 EMR         29.4       29.4       29.4    NA    NA
#>  4 AFG    2016     17  29.4 EMR         29.4       29.4       29.4    NA    NA
#>  5 AFG    2017     18  29.4 EMR         29.4       29.4       29.4    NA    NA
#>  6 AFG    2018     19  29.4 EMR         29.4       29.4       29.4    NA    NA
#>  7 AFG    2019     20  29.4 EMR         29.4       29.4       29.4    NA    NA
#>  8 AFG    2020     21  29.4 EMR         29.4       29.4       29.4    NA    NA
#>  9 AFG    2021     22  29.4 EMR         29.4       29.4       29.4    NA    NA
#> 10 AFG    2022     23  29.4 EMR         29.4       29.4       29.4    NA    NA
#> 11 AFG    2023     24  29.4 EMR         29.4       29.4       29.4    NA    NA

Above, we can see we have a generated a model using 2nd order random walk with INLA, however, the model was generated by averaging data to WHO regions first, fitting the random walk to each reach (since group_models = TRUE) and then fitting those trends to the original data. Note some specifics of what had to be set, as the predict_..._avg_trend() functions are slightly more complex than others:

  • average_cols must contain the sort_col. So, since we use year_n in the time series rather than year, we will sort by that this time.
  • average_cols refers to the groupings used for averaging (we take the average for each WHO region and year in this case). Then, the model is fit to average_cols that are NOT the sort_col.
  • group_col is the groupings used on the original data frame, which is still necessary here when applying the trend back to the original data.
  • If a variable is in formula, it must either be in average_cols or it must be a numeric column that can be averaged. This is because the formula is applied to the data frame after dplyr::group_by() and dplyr::summarize() have reduced it.

To highlight this point, in the above example, what’s actually happening is we are actually fitting the model on the summarized data:

df %>%
  dplyr::group_by(who_region, year_n) %>%
  dplyr::summarize(value = mean(value, na.rm = T)) %>%
  head()
#> `summarise()` has grouped output by 'who_region'. You can override using the `.groups` argument.
#> # A tibble: 6 × 3
#> # Groups:   who_region [1]
#>   who_region year_n value
#>   <chr>       <dbl> <dbl>
#> 1 AFR             1  29.7
#> 2 AFR             2  29.6
#> 3 AFR             3  29.5
#> 4 AFR             4  29.4
#> 5 AFR             5  29.3
#> 6 AFR             6  29.2

Since average_cols = c("who_region", "year_n"), we took the mean of all values in formula not in average_cols, in this case just value. If for instance, we tried to specify a model using iso3 in the formula:

predict_inla_avg_trend(df,
                       formula = value ~ iso3 + f(year_n, model = "rw2"),
                       average_cols = c("who_region", "year_n"),
                       group_models = TRUE,
                       group_col = "iso3",
                       sort_col = "year_n")
#> Error: iso3 must be numeric columns for use in averaging, or included in `average_cols` for grouping.

We get an error message indicating that iso3 must be numeric or included in average_cols for grouping. This is because without it being numeric or in the average_cols, there’s no way dplyr::group_by() %>% dplyr::summarize() a non-numeric column automatically (how would we reduce country-level ISO3 codes to the regional level?).

While slightly complex, ensuring you follow the above means you should easily and successfully get out meaningful trend predictions for your data frames using trends generated on grouped data.

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Provides Streamlined Methods for Data Imputation and Forecasting for WHO DDI Global Statistics

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