plot_marssResiduals: Plot MARSS marssResiduals objects

In MARSS: Multivariate Autoregressive State-Space Modeling

Plot MARSS marssResiduals objects

Description

Plots residuals using the output from a residuals() call. By default all available residuals plots are plotted. Individual plots can be plotted by passing in plot.type. If an individual plot is made using autoplot(), the ggplot object is returned which can be further manipulated. Plots are only shown for those residual types in the marssResiduals object.

Usage

## S3 method for class 'marssResiduals'
plot(x, plot.type = c("all", "residuals", "qqplot", "acf"), 
                   conf.int = TRUE, conf.level = 0.95, decorate = TRUE,
                   plot.par = list(), silent = FALSE, ...)
## S3 method for class 'marssResiduals'
autoplot(x, 
           plot.type = c("all", "residuals", "qqplot", "acf"), 
           conf.int = TRUE, conf.level = 0.95, decorate = TRUE, 
           plot.par = list(), 
           silent = FALSE)
  

Arguments

x	A marssResiduals object.
plot.type	Type of plot. If not passed in, all plots are drawn. See details for plot types.
conf.int	TRUE/FALSE. Whether to include a confidence interval.
conf.level	Confidence level for CIs.
decorate	TRUE/FALSE. Add smoothing lines to residuals plots or qqline to qqplots and add data points plus residuals confidence intervals to states and observations plots.
plot.par	A list of plot parameters to adjust the look of the plots. The default is list(point.pch = 19, point.col = "blue", point.fill = "blue", point.size = 1, line.col = "black", line.size = 1, line.linetype = "solid", ci.fill = "grey70", ci.col = "grey70", ci.linetype = "solid", ci.linesize = 0, ci.alpha = 0.6).
silent	No console interaction or output.
...	Not used.

Details

If resids <- residuals(x) is used (default) where x is a marssMLE object from a MARSS() call, then resids has the innovations residuals, or one-step-ahead residuals. These are what are commonly used for residuals diagnostics in state-space modeling. However, other types of residuals are possible for state-space models; see MARSSresiduals() for details. The plot function for marssResiduals objects will handle all types of residuals that might be in the marssResiduals object. However if you simply use the default behavior, resids <- residuals(x) and plot(resids), you will get the standard model residuals diagnostics plots for state-space models, i.e. only model residuals plots and only plots for innovations model residuals (no smoothations model residuals).

The plot types are as follows:

"all"

All the residuals in the residuals object plus QQ plots and ACF plots.

"residuals"

Only residuals versus time.

"qqplot"

Only QQ plots. Visual normality test for the residuals.

"acf"

ACF of the residuals. If x$type is "ytt1", these are the one-step-ahead (aka innovations) residuals and they should be temporally independent.

Value

If an individual plot is selected using plot.type and autoplot() is called, then the ggplot object is returned invisibly.

Author(s)

Eli Holmes

Examples

data(harborSealWA)
model.list <- list( Z = as.factor(c(1, 1, 1, 1, 2)), R = "diagonal and equal")
fit <- MARSS(t(harborSealWA[, -1]), model = model.list)
resids <- residuals(fit)

require(ggplot2)
# plots of residuals versus time, QQ-norm plot, and ACF
autoplot(resids)

# only the ACF plots
# autoplot(resids, plot.type = "acf")

MARSS documentation built on May 31, 2023, 9:28 p.m.