cocoResid: Residual Based Model Assessment Procedure

In coconots: Convolution-Closed Models for Count Time Series

Residual Based Model Assessment Procedure

Description

Calculates the (Pearson) residuals of a fitted model for model evaluation purposes.

Usage

cocoResid(coco, val.num = 1e-11)

Arguments

coco	An object of class "coco
val.num	A non-negative real number which is used to stop the calculation of

Details

The Pearson residuals are computed as the scaled deviation of the observed count from its conditional expectation given the relevant past history, including covariates, if applicable. If a fitted model is correctly specified, the Pearson residuals should exhibit mean zero, variance one, and no significant serial correlation.

Value

a list that includes the (Pearson) residuals, conditional expectations, conditional variances, and information on the model specifications.

Author(s)

Manuel Huth

coconots documentation built on Oct. 1, 2023, 5:06 p.m.