Can't call forecast::forecast.mlm() within another function

[nclJoshCowley]

I'm trying to use this package to make prediction intervals for an "mlm" object.

I think, because of the NSE used in the source code, newdata is not found when the function is called within another function.

Toy example (Reprex) added below to better explain what I mean.

library(forecast)
#> Warning: package 'forecast' was built under R version 4.0.4
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo

resp <- matrix(rnorm(200), 100, 2)
colnames(resp) <- paste0("R", 1:2)

expl <- matrix(rnorm(400), 100, 4)
colnames(expl) <- paste0("E", 1:4)

fit <- stats::lm(resp ~ ., data = as.data.frame(expl))
print(fit)
#> 
#> Call:
#> stats::lm(formula = resp ~ ., data = as.data.frame(expl))
#> 
#> Coefficients:
#>              R1        R2      
#> (Intercept)   0.11233  -0.01330
#> E1            0.09153   0.10792
#> E2            0.01813   0.18159
#> E3           -0.04822   0.10588
#> E4           -0.13863  -0.09265
print(class(fit))
#> [1] "mlm" "lm"

newdat <- matrix(seq(8), 2, 4)
colnames(newdat) <- paste0("E", 1:4)
print(newdat)
#>      E1 E2 E3 E4
#> [1,]  1  3  5  7
#> [2,]  2  4  6  8

# forecast::forecast.mlm()
forecast::forecast(
  object = fit,
  newdata = as.data.frame(newdat),
  level = 0.95
)
#> R1
#>   Point Forecast     Lo 95    Hi 95
#> 1     -0.9532618 -3.875441 1.968917
#> 2     -1.0304579 -4.239408 2.178492
#> 
#> R2
#>   Point Forecast     Lo 95    Hi 95
#> 1      0.5202065 -2.198623 3.239036
#> 2      0.8229431 -2.162701 3.808588

my_function <- function(my_fit, my_newdat) {
  results <- forecast::forecast(
    object = my_fit,
    newdata = as.data.frame(my_newdat),
    level = 0.95
  )

  # Do something with results, like plot ?
  # ...
}

my_function(fit, newdat)
#> Error in as.data.frame(my_newdat): object 'my_newdat' not found

^{Created on 2021-03-09 by the reprex package (v1.0.0)}

Session info

``` r sessioninfo::session_info() #> - Session info --------------------------------------------------------------- #> setting value #> version R version 4.0.3 (2020-10-10) #> os Windows 10 x64 #> system x86_64, mingw32 #> ui RTerm #> language (EN) #> collate English_United Kingdom.1252 #> ctype English_United Kingdom.1252 #> tz Europe/London #> date 2021-03-09 #> #> - Packages ------------------------------------------------------------------- #> package * version date lib source #> assertthat 0.2.1 2019-03-21 [1] CRAN (R 4.0.3) #> backports 1.2.0 2020-11-02 [1] CRAN (R 4.0.3) #> cli 2.1.0 2020-10-12 [1] CRAN (R 4.0.3) #> colorspace 1.4-1 2019-03-18 [1] CRAN (R 4.0.3) #> crayon 1.3.4 2017-09-16 [1] CRAN (R 4.0.3) #> curl 4.3 2019-12-02 [1] CRAN (R 4.0.3) #> digest 0.6.27 2020-10-24 [1] CRAN (R 4.0.3) #> dplyr 1.0.2 2020-08-18 [1] CRAN (R 4.0.3) #> ellipsis 0.3.1 2020-05-15 [1] CRAN (R 4.0.3) #> evaluate 0.14 2019-05-28 [1] CRAN (R 4.0.3) #> fansi 0.4.1 2020-01-08 [1] CRAN (R 4.0.3) #> forecast * 8.13 2020-09-12 [1] CRAN (R 4.0.4) #> fracdiff 1.5-1 2020-01-24 [1] CRAN (R 4.0.4) #> fs 1.5.0 2020-07-31 [1] CRAN (R 4.0.3) #> generics 0.1.0 2020-10-31 [1] CRAN (R 4.0.3) #> ggplot2 3.3.3 2020-12-30 [1] CRAN (R 4.0.3) #> glue 1.4.2 2020-08-27 [1] CRAN (R 4.0.3) #> gtable 0.3.0 2019-03-25 [1] CRAN (R 4.0.3) #> highr 0.8 2019-03-20 [1] CRAN (R 4.0.3) #> htmltools 0.5.0 2020-06-16 [1] CRAN (R 4.0.3) #> knitr 1.30 2020-09-22 [1] CRAN (R 4.0.3) #> lattice 0.20-41 2020-04-02 [1] CRAN (R 4.0.3) #> lifecycle 0.2.0 2020-03-06 [1] CRAN (R 4.0.3) #> lmtest 0.9-38 2020-09-09 [1] CRAN (R 4.0.4) #> magrittr 2.0.1 2020-11-17 [1] CRAN (R 4.0.3) #> munsell 0.5.0 2018-06-12 [1] CRAN (R 4.0.3) #> nlme 3.1-149 2020-08-23 [1] CRAN (R 4.0.3) #> nnet 7.3-14 2020-04-26 [1] CRAN (R 4.0.3) #> pillar 1.4.6 2020-07-10 [1] CRAN (R 4.0.3) #> pkgconfig 2.0.3 2019-09-22 [1] CRAN (R 4.0.3) #> purrr 0.3.4 2020-04-17 [1] CRAN (R 4.0.3) #> quadprog 1.5-8 2019-11-20 [1] CRAN (R 4.0.3) #> quantmod 0.4.18 2020-12-09 [1] CRAN (R 4.0.4) #> R6 2.5.0 2020-10-28 [1] CRAN (R 4.0.3) #> Rcpp 1.0.5 2020-07-06 [1] CRAN (R 4.0.3) #> reprex 1.0.0 2021-01-27 [1] CRAN (R 4.0.4) #> rlang 0.4.8 2020-10-08 [1] CRAN (R 4.0.3) #> rmarkdown 2.5 2020-10-21 [1] CRAN (R 4.0.3) #> rstudioapi 0.12 2020-11-10 [1] CRAN (R 4.0.3) #> scales 1.1.1 2020-05-11 [1] CRAN (R 4.0.3) #> sessioninfo 1.1.1 2018-11-05 [1] CRAN (R 4.0.3) #> stringi 1.5.3 2020-09-09 [1] CRAN (R 4.0.3) #> stringr 1.4.0 2019-02-10 [1] CRAN (R 4.0.3) #> styler 1.3.2 2020-02-23 [1] CRAN (R 4.0.3) #> tibble 3.0.4 2020-10-12 [1] CRAN (R 4.0.3) #> tidyselect 1.1.0 2020-05-11 [1] CRAN (R 4.0.3) #> timeDate 3043.102 2018-02-21 [1] CRAN (R 4.0.3) #> tseries 0.10-48 2020-12-04 [1] CRAN (R 4.0.4) #> TTR 0.24.2 2020-09-01 [1] CRAN (R 4.0.4) #> urca 1.3-0 2016-09-06 [1] CRAN (R 4.0.4) #> vctrs 0.3.4 2020-08-29 [1] CRAN (R 4.0.3) #> withr 2.3.0 2020-09-22 [1] CRAN (R 4.0.3) #> xfun 0.19 2020-10-30 [1] CRAN (R 4.0.3) #> xts 0.12.1 2020-09-09 [1] CRAN (R 4.0.4) #> yaml 2.2.1 2020-02-01 [1] CRAN (R 4.0.3) #> zoo 1.8-8 2020-05-02 [1] CRAN (R 4.0.3) #> #> [1] C:/R/R-4.0.3/library ```