bp: Bucket plot

bpR Documentation

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 May 29, 2024, 6:08 a.m.