residuals.l2boost: Model residuals for the training set of an l2boost model... In l2boost: l2boost - Friedman's boosting algorithm for regularized linear regression

Description

`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.

Usage

 ```1 2``` ``` ## S3 method for class 'l2boost' residuals(object, m = NULL, ...) ```

Arguments

 `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)

Value

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') ```