Nowcasting with Chain-Ladder Method.

nowcastr

R package for nowcasting with non-cumulative chain-ladder method.

• 1 main nowcast function
  • nowcast_cl() returns object with all intermediary results
• 4 plots
  • plot_nc_input(option = "triangle") / plot(which = "data", option = "triangle")
  • plot_nc_input(option = "millipede") / plot(which = "data", option = "millipede")
  • plot_delays() / plot(which = "delays")
  • plot_nowcast() / plot(which = "results")
• 3 utility functions
  • calculate_retro_score(): Calculate retro-scores for all groups
  • rm_repeated_values(): Remove duplicated reported values in reporting matrix
  • fill_future_reported_values(): Fill future reported values with last known values

Installation

pak::pak("whocov/nowcastr")

Quick Start

library(nowcastr)

# Run nowcast with built-in demo data
result <- nowcast_demo %>% 
  nowcast_cl(
    col_date_occurrence = date_occurrence,
    col_date_reporting = date_report,
    col_value = value,
    group_cols = "group"
  )

# View results
print(result@results)
plot(result, which = "results")

Data Requirements

Dataset with at least 2 date columns and a value column. The dataset can also have multiple group-by columns for batch processing.

Note that the delays (difference between the 2 dates) should have constant intervals, i.e., multiples of 1 day or 7 days.

print(nowcast_demo)

# # A tibble: 1,624 × 4
#     value date_occurrence date_report group        
#     <dbl> <date>         <date>      <chr>
#  1 251563 2024-12-16     2025-05-26  Syndromic ARI
#  2 219818 2024-12-23     2025-05-26  Syndromic ARI
#  3 219815 2024-12-23     2025-06-02  Syndromic ARI
#  4 253451 2024-12-30     2025-05-26  Syndromic ARI
#  5 253454 2024-12-30     2025-06-09  Syndromic ARI
#  6 311660 2025-01-06     2025-05-26  Syndromic ARI
#  7 311666 2025-01-06     2025-06-02  Syndromic ARI
#  8 311654 2025-01-06     2025-06-09  Syndromic ARI
#  9 311657 2025-01-06     2025-06-16  Syndromic ARI
# 10 313798 2025-01-13     2025-05-26  Syndromic ARI
# # ℹ 1,614 more rows

Usage

Data Preparation

## Visualize input data
nowcast_demo %>%
  plot_nc_input(
    option = "triangle",
    col_date_occurrence = date_occurrence,
    col_date_reporting = date_report,
    col_value = value,
    group_cols = "group"
  )

## Fill the missing (optional)
data <-
  nowcast_demo %>%
  fill_future_reported_values(
    col_date_occurrence = date_occurrence,
    col_date_reporting = date_report,
    col_value = value,
    group_cols = "group",
    max_delay = "auto"
  )

## Visualize the change
data %>%
  plot_nc_input(
    option = "triangle",
    col_date_occurrence = date_occurrence,
    col_date_reporting = date_report,
    col_value = value,
    group_cols = "group"
  )

Nowcast

nowcast <- data %>%
  nowcast_cl(
    col_date_occurrence = date_occurrence,
    col_date_reporting = date_report,
    col_value = value,
    group_cols = "group",
    time_units = "weeks",
    do_model_fitting = TRUE,
  )

Plotting Results

print(nowcast@delays)
nowcast %>% plot(which = "delays")

print(nowcast@results)
nowcast %>% plot(which = "results")

Output Object

nowcast_cl() returns an S7 object of class nowcast_results with the following properties:

Access properties with $:

nowcast$delays
nowcast$results
nowcast$params

Available methods:

• print(nowcast) - Summary of nowcast results
• plot(nowcast, which = "delays") - Delay distribution
• plot(nowcast, which = "results") - Nowcast time series

Methods

Summary:

1. Input Data: Ensure three core columns: `observed_value` / `date_of_reporting` / `date_of_occurrence` (e.g. date_of_event / date_of_onset)
2. Calculate the `reporting_delay` (= `date_of_reporting` - `date_of_occurrence`)
3. Compute the `completeness` (= `observed_value` / `true_value` (approximated by `last_reported_value`))
4. Aggregate the `avg_completeness` for each `reporting_delay`
5. Optional: Fit a curve through that
6. Apply Nowcast: `nowcast` = `observed_value` / `avg_completeness`