reconstruct {MisRepARMA}

Reconstruct the most likely series

Description

Reconstructs the most likely series.

Usage

  reconstruct(object)

Arguments

object

object of class fitMisRepARMA.

Value

the function returns a vector of the same length of data containing the reconstruction of the most likely series.

Author(s)

David Moriña, Amanda Fernández-Fontelo, Alejandra Cabaña, Pedro Puig

References

D. Moriña, A. Fernández-Fontelo, A. Cabaña, P. Puig (2021): New statistical model for misreported data with application to current public health challenges. arXiv preprint (https://arxiv.org/pdf/2003.09202.pdf)

Davison, A. C. and Hinkley, D. V. (1997) Bootstrap Methods and Their Applications. Cambridge University Press, Cambridge. ISBN 0-521-57391-2

See Also

MisRepARMA-package, fitMisRepARMA

Examples

### Simulate underreported time series data
x <- arima.sim(model=list(ar=0.4), n=50)
ind <- rbinom(50, 1, 0.6)
y <- ifelse(ind==0, x, x*0.3)
pr <- fitMisRepARMA(y, 1e-8, 5, 0.05, 1, 0, covars=NULL, misReport="U")
x <- reconstruct(pr)