v_env_mcse on aarch64
(macOS arm64). This is the failure that caused the CRAN
archival on 2026-06-08. decompose_uncertainty() detected
the “no environmental noise” case by testing the variance difference
v_env_raw == 0 exactly, and it computed the two column
variances with different stats::var() na.rm
settings. Those settings select different C code paths in
cov.c, which round identically on x86_64 but not on
aarch64. A last-bit difference therefore flipped the reported Monte
Carlo SE of env_var from 0 to a large value
(0.20 in the CRAN log) when env_noise = 0. The two
variances are now computed the same way, and the zero test uses a
relative tolerance instead of exact equality, so the result no longer
depends on bit-level floating-point reproducibility.
env_var itself was already correct to within 1e-10; only
its Monte Carlo SE was affected. Regression tests added.This release addresses the correctness issues raised in peer review, starting with the uncertainty-budget consistency of the decomposition.
Total variance now contains environmental uncertainty
(T1). decompose_uncertainty() previously computed
total_var from posterior_predict() on the
unperturbed predictors, so env_var was an add-on
that sat outside the total — the reported components could sum
to well over 100% of total_var. total_var is
now defined as the sum of its components (law of total
variance): param_var + env_var + residual_var for iid
models, plus temporal_var for autocorrelation models. The
percentage shares now sum to 100% exactly, and env_var is a
genuine sub-share of a total that contains it.
et_predict() folds environmental uncertainty
into the credible interval by default when env_noise is
supplied. The include_env_in_ci default changed
from FALSE to NULL (auto): env is now included
whenever the caller passes non-zero env_noise, so the
reported forecast interval — and therefore shelf_life() and
et_calibrate() coverage — reflect predictor/driver
uncertainty and stay coherent with total_var. Pass
include_env_in_ci = FALSE to recover the previous
parameter+residual interval. The env-inclusive predictive is now
constructed family-generally (re-centring each posterior-predictive
residual on the perturbed mean), rather than the previous Gaussian-only
lp + sigma * N(0,1).
et_sensitivity_profile() /
et_plot_sensitivity(): env_share is now
env_var / total_var (previously
env_var / (env_var + total_var)), which double-counted env
once env entered the total.
extract_priors() gains a
shrinkage argument, defaulting to "zero"
(T5). This addresses the prior/likelihood double-use objection
at its source. The previous behaviour — using the fitted coefficients as
prior means and then refitting the Bayesian model on the same
data — reused the data twice and could make posteriors overconfident.
The new default centres every coefficient prior at 0 (a regularizing,
ridge-style prior) with a width scaled by the coefficient
magnitude multiplier * |coef| (floored at
min_sd), so a well-estimated large coefficient is not
shrunk toward 0 while its estimated location is no longer
reused. Set shrinkage = "estimate" to recover the previous
informative-mean behaviour (with a documented double-use caveat). For
ranger the prior mean is always 0, so
shrinkage has no effect there. The
et_prior_spec object and its print() method
now report the shrinkage mode.
et_fit() now documents its boundary plainly (a thin
brms wrapper; the decomposition of hierarchical fits is
provisional pending a group-variance term, and grouping=
fits independent per-group models rather than one multilevel model), and
emits a warning on high Rhat / divergent transitions pointing to
et_diagnose() before prediction.
extract_priors.ranger() is documented and flagged
(advisory) as : random-forest importance has no sign or GLM-coefficient
scale, so its importance→prior-SD mapping is heuristic — prefer
glmnet/lm/glm for a principled
prior.AR/MA forecast variance now accumulates with lead time
(T3). For autocorrelation models
(ar()/ma()/arma()/cosy()/unstr()/sar()/
car()), et_predict() previously called
posterior_predict() on the forecast rows alone, which does
not propagate the residual autocorrelation across the
horizon — the predictive variance (and hence the credible interval,
temporal_var, and shelf life) stayed flat with lead time.
et_predict() now continues the training series with the
forecast rows (response blanked to NA) so brms iterates the
fitted process forward: the forecast variance grows with lead time,
integrates over the posterior of the AR coefficient (draws with |φ| ≥ 1
contribute super-linear growth, correctly handling the non-stationary /
random-walk regime), and carries the initial-condition uncertainty from
the forecast origin. The forecast rows’ responses are always treated as
unknown, so passing a hindcast’s observed future values no longer leaks
them into the interval.
The AR/temporal decomposition is now tail-robust and
consistent with the reported interval. Two follow-on fixes to
the autocorrelation forecast above. (i) et_predict() built
the credible-interval / PIT / calibration draws
(predictive_draws) from only the first
n_perturb posterior draws while the variance decomposition
used all n_draws, so the interval and the decomposition
could describe different samples; the env-inflated predictive now spans
all n_draws draws (the env perturbation is recycled across
them).
temporal_var (and hence total_var) is
computed from a winsorized posterior-predictive
variance, so that when the AR coefficient’s posterior has mass at a
handful of explosive, non-stationary draws can no longer dominate the
estimate. Previously a single near-unit-root draw could inflate the raw
variance by an order of magnitude and make temporal_var
disagree wildly with the (quantile-based, tail-robust) credible interval
reported alongside it. The decomposition now tracks that interval; a
genuinely non-stationary AR posterior still yields a large temporal
share. et_predict() emits a heads-up when the raw
predictive variance greatly exceeds its robust value (the near-unit-root
regime), pointing to et_diagnose().et_predict() caps n_draws at the number
of draws in the fit (with a warning) instead of erroring, and now uses a
shared, explicit set of draw ids across posterior_predict()
and posterior_linpred() so the two are aligned
draw-for-draw.
shelf_life(): the plausible_range argument
is deprecated. Use response_scale instead.
plausible_range still works but emits a warning. It will be
removed in a future release.Optional global (Sobol) variance decomposition
(T7). New et_sobol() provides an order-independent
alternative to the additive budget: a variance-based decomposition of
the predictive mean into first-order and Sobol indices plus their
(Saltelli 2010 / Jansen estimators, with output centring for Monte Carlo
stability). The fast additive budget remains the default;
et_sobol() is for the general case where a non-linear link
or correlated drivers make the parameterdriver interaction
non-negligible, which the sequential additive split folds into its
terms.
Null-model forecast skill + shelf-life skill gate
(T6). New et_skill_score() scores a forecast
against a null model — a random walk (persistence) or climatology — with
the continuous ranked probability score (CRPS) and reports the
per-lead-time skill and the null-relative (the lead time at which the
model stops beating the null), following the ecological-forecasting
convention (Petchey et al. 2015; Wesselkamp et al. 2025; the NEON
challenge). shelf_life() gains a skill
argument: passing an et_skill_score() table gates the shelf
life so a period counts as informative only if it is both precise
skillful, preventing a precise-but-biased forecast from passing.
shelf_life() is now documented as a complement to the
accuracy-relative forecast limit, and its response_scale
now defaults to the training-response range (a documented, reproducible
default) instead of requiring an arbitrary number.
PIT / rank-histogram calibration diagnostics
(T4). New et_pit() computes the probability
integral transform of held-out observations under the reported posterior
predictive distribution (the same distribution the intervals and
et_calibrate() coverage use, environmental uncertainty
included), and et_plot_pit() renders the PIT histogram with
a uniform reference band. This is the full-distribution diagnostic — a
U-shape flags overconfident intervals, a hump flags under-confidence, a
tilt flags bias — that coverage alone cannot provide.
et_pit() supports randomized PIT for discrete predictions.
et_prediction objects now store
predictive_draws, the exact draws the interval / PIT /
calibration all share.
Pathwise driver ensembles for genuine reforecasts
(T2). et_predict() gains an
env_ensemble argument: a named list of matrices (M scenario
trajectories over the H forecast steps), one per uncertain driver
predictor. Each posterior draw is paired with a whole covariate
trajectory, so driver uncertainty is temporally coherent and
accumulates with lead time as a real driver ensemble
(CMIP members, resampled climatology) fans out — unlike the existing
env_noise, whose independent per-observation jitter
averages out and leaves the driver variance flat. This is the
recommended way to build a reforecast that uses only information
available at the issue date, and it reproduces the growing
driver-variance fraction of Dietze (2017) and Thomas et al. (2020).
env_ensemble supersedes env_noise for the
perturbation and is folded into the credible interval by
default.
shelf_life() now includes se_t_star in
the projected-mode horizon attribute. This is the delta-method standard
error of the projected crossing time t* = (τ − a) / b,
propagating the linear-fit covariance.
decompose_uncertainty() and the underlying
.decompose_from_arrays() helper now support non-Gaussian
families (Binomial, Poisson, Student-t, Negative-Binomial, Beta, Gamma)
by computing all variance components on the response scale via the
inverse link. For Gaussian identity the result is numerically
unchanged.
et_predict() gains an n_env_draws
argument. Setting it > 1 averages multiple independent perturbations
per posterior draw, reducing Monte Carlo noise in the environmental
variance estimate. The decomposition data frame gains a
v_env_mcse column reporting the chi-squared standard error
of env_var.
decompose_uncertainty() now reports a fourth
temporal_var component when the model formula contains an
autocorrelation term (ar(), ma(),
arma(), cosy(), unstr(),
sar(), or car()). The component is computed as
pmax(0, total_var - (param_var + env_var + residual_var))
and captures the autocorrelation-induced predictive variance beyond the
iid sum, so the four components reconstruct total_var
modulo Monte Carlo error. residual_var for autocor models
is interpreted as the innovation variance (not the stationary marginal
variance). et_plot_decomposition() adds a Temporal segment
to the stacked bars automatically when the column is present, and
print.et_prediction() includes the new row in its
summary.
et_plot_calibration() previously only recognised a
column literally named group as the sub-group identifier.
Calibration data frames built by binding per-group results with
descriptive column names (e.g. cluster_id,
species, regime) were silently collapsed into
a single un-grouped series, producing plots with multiple overlapping
points per nominal level and a zig-zagging connecting line. The function
now auto-detects any single non-canonical column (anything other than
ci_level, nominal,
observed_coverage, n_obs,
calibration_error, sharpness) with more than
one unique value and uses it as the grouping variable. A new
group_col argument allows the grouping column to be set
explicitly, or group_col = NA to force a single un-grouped
series.Initial CRAN submission.
Initial CRAN release.
Added full Bayesian error propagation pipeline using
brms.
Added three-way variance decomposition and forecast shelf life metrics.
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