ErrorTracer - Bayesian Error Propagation and Forecast Uncertainty
Decomposition
Provides a full pipeline from regularized or standard
regression models (elastic net, linear models, generalized
linear models, random forests) to informed Bayesian priors,
structured forecast uncertainty decomposition (parameter /
environmental / residual, plus a temporal component when the
model carries an autocorrelation term), and forecast shelf life
analysis (the quantification of when a forecast becomes
uninformative). Designed for ecological and genomic forecasting
with climate or environmental covariates. Methods build on
Bürkner (2017) <doi:10.18637/jss.v080.i01> for Bayesian
regression via 'Stan', Friedman, Hastie, and Tibshirani (2010)
<doi:10.18637/jss.v033.i01> for elastic net regularization,
Wright and Ziegler (2017) <doi:10.18637/jss.v077.i01> for
random forests, and Vehtari, Gelman, and Gabry (2017)
<doi:10.1007/s11222-016-9696-4> for leave-one-out
cross-validation.