bp: Bucket plot

In gamlss: Generalised Additive Models for Location Scale and Shape

Bucket plot

Description

A bucket plot is a graphical way to check the skewness and kurtosis of a continuous variable or the residuals of a fitted GAMLSS model. It plots the transformed moment skewness and transformed moment kurtosis of the variable (or residuals) together with a cloud of points obtained using a non-parametric bootstrap from the original variable (or residuals). It also provides a graphical way of performing the Jarque-Bera test (JarqueandBera,1980).

There are two different bucket plots specified by the type argument:

i) the moment bucket and ii) the centile bucket which itself can be central or tail one.

Usage

bp(obj = NULL, weights = NULL, 
      type = c("moment", "centile.central", "centile.tail"), 
      xvar = NULL, bootstrap = TRUE, no.bootstrap = 99, 
      col.bootstrap = c("lightblue", "pink", "khaki", 
      "thistle", "tan", "sienna1","steelblue", "coral", "gold", 
      "cyan"), 
      pch.bootstrap = rep(21, 10), asCharacter = TRUE, 
      col.point = rep("black", 10), pch.point = 1:10, 
      lwd.point = 2, text.to.show = NULL, cex.text = 1.5, 
      col.text = "black", show.legend = FALSE, n.inter = 4, 
      xcut.points = NULL, overlap = 0, show.given = TRUE, 
      cex = 1, pch = 21, data = NULL, 
      bar.bg = c(num = "lightblue", fac = "pink"), ...)

Arguments

obj	A gamlss fitted object.
weights	prior weights.
type	type of bucket plot whether "moment", "centile.central", or "centile.tail".
xvar	the x-variable if need to split the bucket plot.
bootstrap	whether to bootstrap the skewness and kurtosis points
no.bootstrap	the number of the bootstrap samples in the plot
col.bootstrap	the colour of the bootstrap samples in the plot
pch.bootstrap	the character plotting symbol.
asCharacter	whether to plot the skewness and kurtosis as character or just points.
col.point	the colout of the point is plotted as point
pch.point	the character symbol for the point
lwd.point	the width of the symbol
text.to.show	whether to show character for the model
cex.text	the cex of the text
col.text	the colour of the text
show.legend	whether to show the legend
n.inter	number of intervals
xcut.points	cut points for the xvar if need
overlap	whether the interval id xvar is set should overlap
show.given	showing the top part of the plot
cex	the cex
pch	the point character pch
data	if data has to be set
bar.bg	the backgroud color of the bars in the top of the figure
...	other arguments

Value

A plot displaying the transformed moment skewness and transformed moment kurtosis of the sample or residual of a model.

Note

The bucket plot provides an additional residual diagnostic tool that can be used for fitted model checking, alongside other diagnostic tools, for example worm plots, and Q (and Z) statistics.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

De Bastiani, F., Stasinopoulos, D. M., Rigby, R. A., Heller, G. Z., and Lucas A. (2022) Bucket Plot: A Visual Tool for Skewness and Kurtosis Comparisons. send for publication.

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1201/9780429298547")} An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v023.i07")}.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1201/b21973")}

Stasinopoulos, M. D., Rigby, R. A., and De Bastiani F., (2018) GAMLSS: a distributional regression approach, Statistical Modelling, Vol. 18, pp, 248-273, SAGE Publications Sage India: New Delhi, India. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1177/1471082X18759144")}

(see also https://www.gamlss.com/).

See Also

wp, Q.stats

Examples

m1 <- gamlss(R~pb(Fl)+pb(A), data=rent, family=GA)
bp(m1)

gamlss documentation built on Oct. 4, 2023, 5:08 p.m.