plot_autocorrelation: Autocorrelation of Residuals Plot

In auditor: Model Audit - Verification, Validation, and Error Analysis

Autocorrelation of Residuals Plot

Description

Plot of i-th residual vs i+1-th residual.

Usage

plot_autocorrelation(object, ..., variable = "_y_hat_", smooth = FALSE)

plotAutocorrelation(object, ..., variable, smooth = FALSE)

Arguments

object	An object of class auditor_model_residual created with model_residual function.
...	Other auditor_model_residual objects to be plotted together.
variable	Name of variable to order residuals on a plot. If variable="_y_", the data is ordered by a vector of actual response (y parameter passed to the explain function).
smooth	Logical, if TRUE smooth line will be added.

Value

A ggplot object.

Examples

dragons <- DALEX::dragons[1:100, ]

# fit a model
model_lm <- lm(life_length ~ ., data = dragons)

lm_audit <- audit(model_lm, data = dragons, y = dragons$life_length)

# validate a model with auditor
mr_lm <- model_residual(lm_audit)

# plot results
plot_autocorrelation(mr_lm)
plot(mr_lm, type = "autocorrelation")
plot_autocorrelation(mr_lm, smooth = TRUE)
plot(mr_lm, type = "autocorrelation", smooth = TRUE)

auditor documentation built on Nov. 2, 2023, 6:13 p.m.