Fix subscript out of bounds error when forward=FALSE

R/acp.R

@@ -124,7 +124,7 @@ acp <- function(object, alpha = 1 - 0.01 * object$level, gamma = 0.005,
   )
 
   for (h in seq(horizon)) {
-    indx <- seq(ncal+h-1, nrow(errors), by = 1L)
+    indx <- seq(ncal+h-1, nrow(errors)-!object$forward, by = 1L)
 
     alphat_h <- alphat_lower_h <- alphat_upper_h <-
       errt_h <- errt_lower_h <- errt_upper_h <-

R/cvforecast.R

@@ -59,6 +59,7 @@
 #' series with the same dimensional characteristics as \code{MEAN}.}
 #' \item{level}{The confidence values associated with the prediction intervals.}
 #' \item{call}{The matched call.}
+#' \item{forward}{Whether \code{forward} is applied.}
 #' If \code{forward} is \code{TRUE}, the components \code{mean}, \code{lower},
 #' \code{upper}, and \code{model} will also be returned, showing the information
 #' about the final fitted model and forecasts using all available observations, see
@@ -224,6 +225,7 @@ cvforecast <- function(y, forecastfun, h = 1, level = c(80, 95),
     out$level <- level
   }
   out$call <- match.call()
+  out$forward <- forward
   # The final forecasting model output if forward is TRUE
   if (forward) {
     out$mean <- fc$mean

R/mcp.R

@@ -149,14 +149,15 @@ mcp <- function(object, alpha = 1 - 0.01 * object$level,
   )
 
   for (h in seq(horizon)) {
-    indx <- seq(h, nrow(errors), by = 1L)
+    indx <- seq(h, nrow(errors)-!object$forward, by = 1L)
 
     errt_lower_h <- errt_upper_h <-
       integ_lower_h <- integ_upper_h <-
       q_lo_h <- q_up_h <-
       matrix(NA_real_, nrow = n, ncol = length(alpha))
     qts_lower_h <- qts_upper_h <-
       qs_lower_h <- qs_upper_h <- matrix(0, nrow = n, ncol = length(alpha))
+
     for (t in indx) {
       t_burnin <- max(t - ncal + 1L, h)
       errors_subset <- subset(

R/pid.R

@@ -165,7 +165,7 @@ pid <- function(object, alpha = 1 - 0.01 * object$level,
   )
 
   for (h in seq(horizon)) {
-    indx <- seq(h, nrow(errors), by = 1L)
+    indx <- seq(h, nrow(errors)-!object$forward, by = 1L)
 
     errt_h <- errt_lower_h <- errt_upper_h <-
       integ_h <- integ_lower_h <- integ_upper_h <-

R/scp.R

@@ -157,7 +157,7 @@ scp <- function(object, alpha = 1 - 0.01 * object$level,
   )
 
   for (h in seq(horizon)) {
-    indx <- seq(ncal+h-1, nrow(errors), by = 1L)
+    indx <- seq(ncal+h-1, nrow(errors)-!object$forward, by = 1L)
 
     for (t in indx) {
       errors_subset <- subset(
@@ -191,6 +191,7 @@ scp <- function(object, alpha = 1 - 0.01 * object$level,
           type = quantiletype,
           na.rm = na.rm)
       }
+
       for (i in seq(length(alpha))) {
         lower[[i]][t+h, h] <- pf[t+h, h] - q_lo[i]
         upper[[i]][t+h, h] <- pf[t+h, h] + q_up[i]