add_residuals.mvgam: Calculate randomized quantile residuals for mvgam objects

In mvgam: Multivariate (Dynamic) Generalized Additive Models

Calculate randomized quantile residuals for mvgam objects

Description

Calculate randomized quantile residuals for mvgam objects

Usage

add_residuals(object, ...)

## S3 method for class 'mvgam'
add_residuals(object, ...)

Arguments

object	list object returned from mvgam. See mvgam()
...	unused

Details

For each series, randomized quantile (i.e. Dunn-Smyth) residuals are calculated for inspecting model diagnostics If the fitted model is appropriate then Dunn-Smyth residuals will be standard normal in distribution and no autocorrelation will be evident. When a particular observation is missing, the residual is calculated by comparing independent draws from the model's posterior distribution

Value

A list object of class mvgam with residuals included in the 'resids' slot

mvgam documentation built on Sept. 11, 2024, 8:55 p.m.