## epinowcast 0.2.0

This release adds several extensions to our modelling framework, including modelling of missing data, flexible modelling of the generative process underlying case counts, an optional renewal equation-based generative process (enabling direct estimation of the effective reproduction number), and convolution-based latent reporting delays (enabling the modelling of both directly observed and unobserved delays as well as partial ascertainment). Much of the methodology used in these extensions is based on work done by Adrian Lison and is currently being evaluated.

On top of model extensions this release also adds a range of quality of life features, such as a helper functions for constructing convolution matrices and combining probability mass functions. It also comes with improved computational efficiency, thanks to a refactoring of the hazard model computations to the log scale and extended parallelisation of the likelihood that is optimised for the structure of the input data. We have also extended the package documentation and streamlined the contribution process.

As a large-scale project, this package remains in an experimental state, although it is sufficiently stable for both research and production usage. More core development is needed to improve post-proccessing, pre-processing, and documentation coverage. Moreover, the optimal configuration for different settings still needs to be further explored and is currently mainly the responsibility of the user. Please see our community site, contributing guide, and list of issues/proposed features if you are interested in getting involved. Any scale of contribution is warmly welcomed including user feedback, requests to extend our functionality to cover your setting, and evaluations of the package in your context. This is a community project that needs support from its users in order to provide improved tools for real-time infectious disease surveillance.

We thank @adrian-lison, @choi-hannah, @sbfnk, @Bisaloo, @seabbs, @pearsonca, and @pratikunterwegs for code contributions to this release. We also thank all community members for their contributions including @jhellewell14, @FelixGuenther, @parksw3, and @jbracher.

Full details on the changes in this release can be found in the following sections.

### Package

• Added .Rhistory to the .gitignore file. See #132 by @choi-hannah.
• Fixed indentations for authors and contributors in the DESCRIPTION file. See #132 by @choi-hannah.
• Renamed enw_new_reports() to enw_cumulative_to_incidence() and added the reverse function enw_incidence_to_cumulative() both functions use a by argument to allow specification of variable groupings. See #157 by @seabbs.
• Switched class checking to inherits(x, "class") rather than class(x) %in% "class". See #155 by @Bisaloo.
• Changed enw_add_metaobs_features() interface to have holidays argument as a series of dates. Changed interface of enw_preprocess_data() to pass ... to enw_add_metaobs_features(). Interface changes come with internal rewrite and unit tests. As part of internal rewrite, introduces coerce_date() to R/utils.R, which wraps data.table::as.IDate() with error handling. See #151 by @pearsonca.
• Changed the style of using match.arg for validating inputs. Briefly, the preference is now to define options via function arguments and validate with automatic match.arg idiom with corresponding enumerated documentation of the options. For this idiom, the first item in the definition is the default. This approach only applies to string-based arguments; different types of arguments cannot be matched this way, nor can arguments that allow for vector-valued options (e.g., if somearg = c("option1", "option2") were a legal argument indicating to use both options). See #162 by @pearsonca addressing issue #156 by @Bisaloo.
• Refined the use of data ordering throughout the preprocessing functions. See #147 by @seabbs.
• Skipped tests that use cmdstan locally to improve the developer/contributor experience. See #147 by @seabbs and @adrian-lison.
• Added a basic simulator function for missing reference data. See #147 by @seabbs and @adrian-lison.
• Added support for right hand side interactions as syntax sugar for random effects. This allows the specification of, for example, independent random effects by day for each strata of another variable. See #169 by @seabbs.
• Added support for passing cpp_options to cmdstanr::cmdstan_model(). See #182 by @seabbs.
• Add a functon, convolution_matrix() for constructing convolution matrices. See #183 by @seabbs.
• Add a pass through from enw_model() to write_stan_files_no_profile() for the target_dir argument. This allows users to compile the model once and then share the compiled model across sessions rather than having to recompile each time the temporary directory is cleared. See #185 by @seabbs.
• Added add_pmfs(), to sum probability mass functions into a new probability mass function. Initial implementation by @seabbs in #183, refactored by @pratikunterwegs in #187, following a suggestion in issue #186 by @pearsonca.
• Added a warning when the observed empirical maximum delay is less than the specified maximum delay. See #190 by @seabbs.
• Added nested support for converting array syntax in convert_cmdstan_to_rstan. See #192 by @sbfnk.

### Model

• Added support for parametric log-logistic delay distributions. See #128 by @adrian-lison.
• Implemented direct specification of parametric baseline hazards. See #134 by @adrian-lison.
• Refactored the observation model, the combination of logit hazards, and the effects priors to be contained in generic functions to make extending package functionality easier. See #137 by @seabbs.
• Implemented specification of the parametric baseline hazards and probabilities on the log scale to increase robustness and efficiency. Also includes refactoring of these functions and reorganisation of inst/stan/epinowcast.stan to increase modularity and clarity. See #140 by @seabbs.
• Introduced two new delay likelihoods delay_snap_lmpf and delay_group_lmpf. These stratify by either snapshots or groups. This is helpful for some models (such as the missingness module). The ability to choose which function is used has been exposed to the user in enw_fit_opts() via the likelihood_aggregation argument. Both of these functions rely on a newly added expected_obs_from_snaps function which vectorises expected_obs_from_index. See #138 by @seabbs and @adrian-lison.
• Added support for supplying missingness model parameters to the model as well as optional priors and effect estimation. See #138 by @seabbs and @adrian-lison.
• Refactored model generated quantities to be functional. See #138 by @seabbs and @adrian-lison.
• Added support for modelling missing reference dates to the likelihood. See #147 by @seabbs and @adrian-lison.
• Added additional functionality to delay_group_lmpf to support modelling observations missing reference dates. Also updated the generated quantities to support this mode. See #147 by @seabbs and @adrian-lison based on #64 by @adrian-lison.
• Added a flexible expectation process on the growth rate scale. The default expectation model has been updated to a group-wise random walk on the growth rate. See #152 by @seabbs and @adrian-lison.
• Added a deterministic renewal equation, and latent reporting process. See #152 and #183 by @seabbs and @adrian-lison.
• Added support for no intercept in the expectation model and more general formula support to enable this as a feature in other modules going forward. See #170 by @seabbs.

### Documentation

• Removed explicit links to authors and issues in the NEWS.md file. See #132 by @choi-hannah.
• Added a new example using simulated data and the enw_missing() model module. See #138 by @seabbs and @adrian-lison.
• Update the model definition vignette to include the missing reference date model. See #147 by @seabbs and @adrian-lison.
• Added the use of an expectation model to the “Hierarchical nowcasting of age stratified COVID-19 hospitalisations in Germany” vignette. See #193 by @seabbs.

### Bugs

• The probability-only model (i.e only a parametric distribution is used and hence the hazard scale is not needed) was not used due to a mistake specifying ref_as_p in the stan code. There was an additional issue in that the enw_report() module currently self-declares as on regardless of it is or not. This bug had no impact on results but would have increased runtimes for simple models. Both of these issues were fixed in #142 by @seabbs.
• The addition of meta features week and month did not properly sequentially number weeks and months when time series crossed year boundaries. This would impact models that included effects expecting those to in fact be sequentially numbered (e.g. random walks). Fixed in #151 by @pearsonca.
• #151 also corrects a minor issue with enw_example() pointing at an old file name when type="script". By @pearsonca.

## epinowcast 0.1.0

This is a major release focusing on improving the user experience, and preparing for future package extensions, with an increase in modularity, development of a flexible and full-featured formula interface, and hopefully future-proofing as far as possible. This prepares the ground for future model extensions which will allow a broad range of real-time infectious disease questions to be better answered. These extensions include:

• Modelling missing data (#43).
• Non-parametric modelling of delay and reference day logit hazard (#4).
• Flexible expectation modelling (#5).
• Forecasting beyond the horizon of the data (#3).
• Known reporting structures (#33).
• Renewal equation-based reproduction number estimation (potentially part of #5).
• Latent infections (i.e as implemented in other packages such as EpiNow2, epidemia, etc.).
• Convolution-based delay models (i.e hospitalisations and deaths) with partially reported data.

If interested in contributing to these features, or other aspects of package development (for example improving post-processing, the coverage of documentation, or contributing case studies) please see our contributing guide and/or just reach out. This is a community project that needs support from its users in order to provide improved tools for real-time infectious disease surveillance.

This release contains multiple breaking changes. If needing the old interface please install 0.0.7 from GitHub. For ease, we have stratified changes below into interface, package, documentation, and model changes. Note the package is still flagged as experimental but is in regular use by the authors.

@adrian-lison, @sbfnk, and @seabbs contributed to this release.

### Interface

• A fully featured and flexible formula interface has been added that allows the specification of fixed effects, lme4 random effects, and random walks. See #27 by @seabbs.
• A major overhaul, as described in #57, to the interface of epinowcast() with a particular focus on improving the modularity of the model components (described as modules in the documentation). All of the package documentation and vignettes have been updated to reflect this new interface. See #112 by @seabbs.

### Package

• Renamed the package and updated the description to give more clarity about the problem space it focusses on. See #110 by @seabbs.
• A new helper function enw_delay_metadata() has been added. This produces metadata about the delay distribution vector that may be helpful in future modelling. This prepares the way for #4 where this data frame will be combined with the reference metadata in order to build non-parametric hazard reference and delay-based models. In addition to adding this function, it has also been added to the output of enw_preprocess_data() in order to make the metadata readily available to end-users. See #80 by @seabbs.
• Two new helper functions enw_filter_reference_dates() and enw_filter_report_dates() have been added. These replace enw_retrospective_data() but allow users to similarly construct retrospective data. Splitting these functions out into components also allows for additional use cases that were not previously possible. Note that by definition it is assumed that a report date for a given reference date must be equal or greater (i.e a report cannot happen before the event being reported occurs). See #82 by @sbfnk and @seabbs.
• The internal grouping variables have been refactored to reduce the chance of clashes with columns in the data frames supplied by the user. There will also be an error thrown in case of a variable clash, making preprocessing safer. See #102 by @adrian-lison and @seabbs, which solves #99.
• Support for preprocessing observations with missing reference dates has been added along with a new data object returned by enw_preprocess_data() that highlights this information to the user (alternatively can be accessed by users using enw_missing_reference()). In addition, these missing observations have been setup to be passed to stan in order to allow their use in modelling. This feature is in preparation of adding full support for missing observations (see #43). See #106 by @adrian-lison and @seabbs.
• The discretised reporting probability function has been extended to handle delays beyond the maximum delay in three different ways: ignore, add to maximum, or normalize. The nowcasting model uses “normalise” though work on this is ongoing. See #113 by @adrian-lison and #121 by @seabbs.
• Fixed an issue (#105) with cmdstan 2.30.0 where passing optimisation flags to stanc_options by default was causing a compilation error by not passing these flags by default. See #117 by @sbfnk and @seabbs.
• Addition of regression/integration tests against example data for epinowcast() and enw_preprocess_data() with convergence checking for several example nowcasting models. Lower level tests for model tools and model modules have also been added. See #112 by @seabbs.

### Model

• Added support for parametric exponential delay distributions (note that this is comparable to an intercept-only non-parametric hazard model) and potentially no parametric delay (though this will currently throw an error due to the lack of appropriate non-parametric hazard). See #84 by @seabbs.
• Added support for a Poisson observation model though it is recommended that most users make use of the default negative binomial model. See #120 by @seabbs.
• Updated the expectation random walk model to use a more efficient cumulative_sum implementation suggested by @adrian-lison in #98. See #103 by @seabbs.
• Aligned the implementation of the overdispersion prior with the prior choice recommendations from the stan wiki. See #111 by @adrian-lison.

### Documentation

• The model description has been updated to reflect the currently implemented model and to improve readability. The use of reference and report date nomenclature has also been standardised across the package. See #71 by @sbfnk and @seabbs.

### Internals

• Array declarations in the stan model have been updated. To maintain compatibility with expose_stan_fns() (which itself depends on rstan), additional functionality has been added to parse stan code in this function. See #74, #85, and #93 by @sbfnk and @seabbs.
• Remove spurious warnings due to missing initial values for optional parameters. See #76 by @sbfnk and @seabbs.

## epinowcast 0.0.7

• Adds additional quality of life data processing so that the maximum number (max_confirm) of notifications is available in every row (for both cumulative and incidence notifications) and the cumulative and daily empirical proportion reported are calculated for the user during pre-processing (see #62 by @seabbs).
• The default approach to handling reported notifications beyond the maximum delay has been changed. In 0.0.6 and previous versions notifications beyond the maximum delay were silently dropped. In 0.0.7 this is now optional behaviour (set using max_delay_strat in enw_preprocess_data()) and the default is instead to add these notifications to the last included delay were present. This should produce more accurate long-term nowcasts when data is available but means that reported notifications for the maximum delay need to be interpreted with this in mind. See #62 by @seabbs.
• Adds some basic testing and documentation for preprocessing functions. See #62 by @seabbs.
• Stabilises calculation of expected observations by increasing the proportion of the calculation performed on the log scale. This results in reduced computation time with the majority of this coming from switching to using the neg_binomial_2_log family of functions (over their natural scale counterparts). See #65 by @seabbs

## epinowcast 0.0.6

• Simplifies and optimises the internal functions used to estimate the parametric daily reporting probability. These are now exposed to the user via the distribution parameter with both the Lognormal and Gamma families being tested to work. Note that both parameterisations use their standard parameterisations as given in the stan manual (see #42 by @adrian-lison and @seabbs)
• Add profiling switch to model compilation, allowing to toggle profiling (https://mc-stan.org/cmdstanr/articles/profiling.html) on/off in the same model. Also supports .stan files found in include_paths (see #41 and #54 by @adrian-lison).
• Fully vectorise the likelihood by flattening observations and pre-specify expected observations into a vector before calculating the log-likelihood (see #40 by @seabbs).
• Adds vectorisation of zero truncated normal distributions (see #38 by @seabbs)
• hazard_to_prob has been optimised using vectorisation (see #53 by @adrian-lison and @seabbs).
• prob_to_hazard has been optimised so that only required cumulative probabilities are calculated (see #53 by @adrian-lison and @seabbs).
• Updated to use the inv_sqrt stan function (see #60 by @seabbs).
• Added support for scoringutils 1.0.0 (see #61 by @seabbs).
• Added a basic example helper function, enw_example(), to power examples and tests based on work done in forecast.vocs (see #61 by @seabbs).

## epinowcast 0.0.5

• Convert retrospective data date fields to class of IDate when utilising enw_retrospective_data to solve esoteric error.
• Added full argument name for include_paths to avoid console chatter
• Adds a stanc_options argument to enw_model() and specifies a new default of list("01") which enables simple pre-compilation optimisations. See here of these optimisation for details.
• Remove inv_logit and logit as may instead use base R plogit and qlogit.

## epinowcast 0.0.4

• Add support for extracting and summarising posterior nowcast samples
• Package spell check
• Update read me quick start to use 40 days of delay vs 30
• Add a section to the read me quick start showing an example of handling nowcast samples.
• Add support for passing custom models and included files to enw_model().
• Fix a bug where enw_summarise_samples() returned duplicate samples.
• Add support for passing holidays as a variable and then adjusting by converting the holiday day into a custom day of the week (by default Sunday but this is set by the user).
• Added support for scoring on both the natural and log scale. This represents absolute and relative scoring respectively.

## epinowcast 0.0.3

• Add support for passing in priors
• Add support for out of sample scoring (using scoringutils).