Description Usage Arguments Value See Also Examples
View source: R/residuals.l2boost.R
residuals
is a generic function which extracts model residuals
from objects returned by modeling functions.
residuals.l2boost
returns the training set residuals from an l2boost
object. By default, the residuals are returned at the final iteration step m=M.
1 2 |
object |
an l2boost object for the extraction of model coefficients. |
m |
the iteration number with the l2boost path. If m=NULL, the coefficients are obtained from the last iteration M. |
... |
arguments (unused) |
a vector of n residuals
residuals
and l2boost
and predict.l2boost
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 | #--------------------------------------------------------------------------
# Example: Diabetes
#
# For diabetes data set, see Efron B., Hastie T., Johnstone I., and Tibshirani R.
# Least angle regression. Ann. Statist., 32:407-499, 2004.
data(diabetes, package = "l2boost")
l2.object <- l2boost(diabetes$x,diabetes$y, M=1000, nu=.01)
rsd<-residuals(l2.object)
rsd.mid <- residuals(l2.object, m=500)
# Create diagnostic plots
par(mfrow=c(2,2))
qqnorm(residuals(l2.object), ylim=c(-3e-13, 3e-13))
qqline(residuals(l2.object), col=2)
qqnorm(residuals(l2.object, m=500), ylim=c(-3e-13, 3e-13))
qqline(residuals(l2.object, m=500), col=2)
# Tukey-Anscombe's plot
plot(y=residuals(l2.object), x=fitted(l2.object), main="Tukey-Anscombe's plot",
ylim=c(-3e-13, 3e-13))
lines(smooth.spline(fitted(l2.object), residuals(l2.object), df=4), type="l",
lty=2, col="red", lwd=2)
abline(h=0, lty=2, col = 'gray')
plot(y=residuals(l2.object, m=500), x=fitted(l2.object, m=500), main="Tukey-Anscombe's plot",
ylim=c(-3e-13, 3e-13))
lines(smooth.spline(fitted(l2.object,m=500), residuals(l2.object, m=500), df=4), type="l",
lty=2, col="red", lwd=2)
abline(h=0, lty=2, col = 'gray')
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