Workflow for Rt estimation and forecasting

This vignette describes the typical workflow for estimating reproduction numbers and performing short-term forecasts for a disease spreading in a given setting using EpiNow2. The vignette uses the default non-stationary Gaussian process model included in the package. See other vignettes for a more thorough exploration of alternative model variants and theoretical background.

1 Data

Obtaining a good and full understanding of the data being used is an important first step in any inference procedure such as the one applied here. EpiNow2 expects data in the format of a data frame with two columns, date and confirm, where confirm stands for the number of confirmed counts - although in reality this can be applied to any data including suspected cases and lab-confirmed outcomes. The user might already have the data as such a time series provided, for example, on public dashboards or directly from public health authorities. Alternatively, they can be constructed from individual-level data, for example using the incidence2 R package. An example data set called example_confirm is included in the package:

#>          date confirm
#>        <Date>   <num>
#> 1: 2020-02-22      14
#> 2: 2020-02-23      62
#> 3: 2020-02-24      53
#> 4: 2020-02-25      97
#> 5: 2020-02-26      93
#> 6: 2020-02-27      78

Any estimation procedure is only as good as the data that feeds into it. A thorough understanding of the data that is used for EpiNow2 and its limitations is a prerequisite for its use. This includes but is not limited to biases in the population groups that are represented (EpiNow2 assumes a closed population with all infections being caused by other infections in the same population), reporting artefacts and delays, and completeness of reporting. Some of these can be mitigated using the routines available in EpiNow2 as described below, but others will cause biases in the results and need to be carefully considered when interpreting the results.

2 Set up

We first load the EpiNow2 package.


We then set the number of cores to use. We will want to run 4 MCMC chains in parallel so we set this to 4.

options(mc.cores = 4)

If we had fewer than 4 available or wanted to run fewer than 4 chains (at the expense of some robustness), or had fewer than 4 computing cores available we could set it to that. To find out the number of cores available one can use the detectCores function from the parallel package.

3 Parameters

Once a data set has been identified, a number of relevant parameters need to be considered before using EpiNow2. As these will affect any results, it is worth spending some time investigating what their values should be.

3.1 Delay distributions

EpiNow2 works with different delays that apply to different parts of the infection and observation process. They are defined using a common interface that involves functions that are named after the probability distributions, i.e. LogNormal(), Gamma(), etc. For help with this function, see its manual page


In all cases, the distributions given can be fixed (i.e. have no uncertainty) or variable (i.e. have associated uncertainty). For example, to define a fixed gamma distribution with mean 3, standard deviation (sd) 1 and maximum value 10, you would write

Gamma(mean = 3, sd = 1, max = 10)
#> - gamma distribution (max: 10):
#>   shape:
#>     9
#>   rate:
#>     3

If distributions are variable, the values with uncertainty are treated as prior probability densities in the Bayesian inference framework used by EpiNow2, i.e. they are estimated as part of the inference. For example, to define a variable gamma distribution where uncertainty in the mean is given by a normal distribution with mean 3 and sd 2, and uncertainty in the standard deviation is given by a normal distribution with mean 1 and sd 0.1, with a maximum value 10, you would write

Gamma(mean = Normal(3, 2), sd = Normal(1, 0.1), max = 10)
#> Warning in new_dist_spec(params, "gamma"): Uncertain gamma distribution
#> specified in terms of parameters that are not the "natural" parameters of the
#> distribution (shape, rate). Converting using a crude and very approximate
#> method that is likely to produce biased results. If possible, it is preferable
#> to specify the distribution directly in terms of the natural parameters.
#> - gamma distribution (max: 10):
#>   shape:
#>     - normal distribution:
#>       mean:
#>         9
#>       sd:
#>         2.5
#>   rate:
#>     - normal distribution:
#>       mean:
#>         3
#>       sd:
#>         1.4

Note the warning about parameters. We used the mean and standard deviation to define this distribution with uncertain parameters, but it would be better to use the “natural” parameters of the gamma distribution, shape and rate, for example using the values estimate and reported back after calling the previous command.

There are various ways the specific delay distributions mentioned below might be obtained. Often, they will come directly from the existing literature reviewed by the user and studies conducted elsewhere. Sometimes it might be possible to obtain them from existing databases, e.g. using the epiparameter R package. Alternatively they might be obtainable from raw data, e.g. line-listed individual-level records. The EpiNow2 package contains functionality for estimating delay distributions from observed delays in the estimate_delays() function. For a more comprehensive treatment of delays and their estimation avoiding common biases one can consider, for example, the dynamicaltruncation R package and associated paper.

3.1.1 Generation intervals

The generation interval is a delay distribution that describes the amount of time that passes between an individual becoming infected and infecting someone else. In EpiNow2, the generation time distribution is defined by a call to generation_time_opts(), a function that takes a single argument defined as a dist_spec object (returned by the function corresponding to the probability distribution, i.e. LogNormal(), Gamma(), etc.). For example, to define the generation time as gamma distributed with uncertain mean centered on 3 and sd centered on 1 with some uncertainty, a maximum value of 10 and weighted by the number of case data points we could use the shape and rate parameters suggested above (though notes that this will only very approximately produce the uncertainty in mean and standard deviation stated there):

generation_time <- Gamma(
  shape = Normal(9, 2.5), rate = Normal(3, 1.4), max = 10

3.1.2 Reporting delays

EpiNow2 calculates reproduction numbers based on the trajectory of infection incidence. Usually this is not observed directly. Instead, we calculate case counts based on, for example, onset of symptoms, lab confirmations, hospitalisations, etc. In order to estimate the trajectory of infection incidence from this we need to either know or estimate the distribution of delays from infection to count. Often, such counts are composed of multiple delays for which we only have separate information, for example the incubation period (time from infection to symptom onset) and reporting delay (time from symptom onset to being a case in the data, e.g. via lab confirmation, if counts are not by the date of symptom onset). In this case, we can combine multiple delays with the plus (+) operator, e.g.

incubation_period <- LogNormal(
  meanlog = Normal(1.6, 0.05),
  sdlog = Normal(0.5, 0.05),
  max = 14
reporting_delay <- LogNormal(meanlog = 0.5, sdlog = 0.5, max = 10)
incubation_period + reporting_delay
#> Composite distribution:
#> - lognormal distribution (max: 14):
#>   meanlog:
#>     - normal distribution:
#>       mean:
#>         1.6
#>       sd:
#>         0.05
#>   sdlog:
#>     - normal distribution:
#>       mean:
#>         0.5
#>       sd:
#>         0.05
#> - lognormal distribution (max: 10):
#>   meanlog:
#>     0.5
#>   sdlog:
#>     0.5

In EpiNow2, the reporting delay distribution is defined by a call to delay_opts(), a function that takes a single argument defined as a dist_spec object (returned by LogNormal(), Gamma() etc.). For example, if our observations were by symptom onset we would use


If they were by date of lab confirmation that happens with a delay given by reporting_delay, we would use

delay <- incubation_period + reporting_delay

3.1.3 Truncation

Besides the delay from infection to the event that is recorded in the data, there can also be a delay from that event to being recorded in the data. For example, data reported by symptom onset may only become part of the dataset once lab confirmation has occurred, or even a day or two after that confirmation. Statistically, this means our data is right-truncated. In practice, it means that recent data will be unlikely to be complete.

The amount of such truncation that exists in the data can be estimated from multiple snapshots of the data, i.e. what the data looked like at multiple past dates. One can then use methods that use the amount of backfilling that occurred 1, 2, … days after data for a date are first reported. In EpiNow2, this can be done using the estimate_truncation() method which returns, amongst others, posterior estimates of the truncation distribution. For more details on the model used for this, see the estimate_truncation vignette.


In the estimate_infections() function, the truncation distribution is defined by a call to trunc_opts(), a function that takes a single argument defined as a dist_spec (either defined by the user or obtained from a call to estimate_truncation() or any other method for estimating right truncation). This will then be used to correct for right truncation in the data.

The separation of estimation of right truncation on the one hand and estimation of the reproduction number on the other may be attractive for practical purposes but is questionable statistically as it separates two processes that are not strictly separable, potentially introducing a bias. An alternative approach where these are estimated jointly is being implemented in the epinowcast package, which is being developed by the EpiNow2 developers with collaborators.

3.2 Completeness of reporting

Another issue affecting the progression from infections to reported outcomes is underreporting, i.e. the fact that not all infections are reported as cases. This varies both by pathogen and population (and e.g. the proportion of infections that are asymptomatic) as well as the specific outcome used as data and where it is located on the severity pyramid (e.g. hospitalisations vs. community cases). In EpiNow2 we can specify the proportion of infections that we expect to be observed (with uncertainty assumed represented by a truncated normal distribution with bounds at 0 and 1) using the scale argument to the obs_opts() function. For example, if we think that 40% (with standard deviation 1%) of infections end up in the data as observations we could specify.

obs_scale <- list(mean = 0.4, sd = 0.01)
obs_opts(scale = obs_scale)

3.3 Initial reproduction number

The default model that estimate_infections() uses to estimate reproduction numbers requires specification of a prior probability distribution for the initial reproduction number. This represents the user’s initial belief of the value of the reproduction number, where there is no data yet to inform its value. By default this is assumed to be represented by a lognormal distribution with mean and standard deviation of 1. It can be changed using the rt_opts() function. For example, if the user believes that at the very start of the data the reproduction number was 2, with uncertainty in this belief represented by a standard deviation of 1, they would use

rt_prior <- list(mean =  2, sd = 1)
rt_opts(prior = rt_prior)

3.4 Weighing delay priors

When providing uncertain delay distributions one can end up in a situation where the estimated means are shifted a long way from the given distribution means, and possibly further than is deemed realistic by the user. In that case, one could specify narrower prior distributions (e.g., smaller mean_sd) in order to keep the estimated means closer to the given mean, but this can be difficult to do in a principled manner in practice. As a more straightforward alternative, one can choose to weigh the generation time priors by the number of data points in the case data set by setting weigh_delay_priors = TRUE (the default).

4 Estimation and forecasting

All the options are combined in a call to the estimate_infections() function. For example, using some of the options described above one could call

def <- estimate_infections(
  generation_time = generation_time_opts(generation_time),
  delays = delay_opts(delay),
  rt = rt_opts(prior = rt_prior)
#> Warning: There were 3 divergent transitions after warmup. See
#> to find out why this is a problem and how to eliminate them.
#> Warning: Examine the pairs() plot to diagnose sampling problems

Alternatively, for production environments, we recommend using the epinow() function. It uses estimate_infections() internally and provides functionality for logging and saving results and plots in dedicated directories in the user’s file system.

4.1 Forecasting secondary outcomes

The estimate_infections() function works with a single time series of outcomes such as cases by symptom onset or hospitalisations. Sometimes one wants to further create forecasts of other secondary outcomes such as deaths. The package contains functionality to estimate the delay and scaling between multiple time series with the estimate_secondary() function, as well as for using this to make forecasts with the forecast_secondary() function.

5 Interpretation

To visualise the results one can use the plot() function that comes with the package


plot of chunk results

The results returned by the estimate_infections model depend on the values assigned to all to parameters discussed in this vignette, i.e. delays, scaling, and reproduction numbers, as well as the model variant used and its parameters. Any interpretation of the results will therefore need to bear these in mind, as well as any properties of the data and/or the subpopulations that it represents. See the Model options vignette for an illustration of the impact of model choice.