Hi,
In fable, I have generated forecasts using a SQRT transformation, and the (automatic) back-transformed SQUARED forecasts are:
fsteps mean sd
<chr> <dbl> <dbl>
1 f01_D 164415. 454.
2 f02_D 164560. 593.
3 f03_D 164715. 695.
4 f04_D 164854. 779.
5 f05_D 165001. 852.
6 f06_D 165147. 921.
these will be from a non-central-chi squared distribution: the SQUARE of a normal.
Simply, in ggplot2 or otherwise, I would like to plot EACH of the 6 non-central-chi squared PDF's, from the 6 forecasts on 2 plots:
(a) 6 PDF's superimposed
(b) 6 individual PDF's (on the same plot, using library(patchwork)
)
This I would like in 2 ways:
(1) Generating random variates: let's say 1000000 using rchisq(n, df, ncp = ?)
for EACH of the 6 forecasts.
(2) Analytically, using dchisq(x, df, ncp = ?, log = FALSE)
.
The parameters:
n = 1000000
df = 1: from theory, the square of the standard normal.
ncp = How do I calculate the non-centrality parameter ncp, given the mean's and sd's, for EACH of the 6 forecasts?
x = sequence from/to mean +/- 4*std say?
How do I plot the PDF's?
thanks,
Amarjit