plot.mvgam_lfo: Plot Pareto-k and ELPD values from a leave-future-out object

In mvgam: Multivariate (Dynamic) Generalized Additive Models

Plot Pareto-k and ELPD values from a leave-future-out object

Description

This function takes an object of class mvgam_lfo and creates several informative diagnostic plots

Usage

## S3 method for class 'mvgam_lfo'
plot(x, ...)

Arguments

x	An object of class mvgam_lfo
...	Ignored

Value

A base R plot of Pareto-k and ELPD values over the evaluation timepoints. For the Pareto-k plot, a dashed red line indicates the specified threshold chosen for triggering model refits. For the ELPD plot, a dashed red line indicates the bottom 10% quantile of ELPD values. Points below this threshold may represent outliers that were more difficult to forecast

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