checkSSMresiduals | R Documentation |
Compute and (optionally) plot residuals from SSM model fit
checkSSMresiduals(
y,
w,
show.plot = TRUE,
resid.type = c("standardized", "unstandardized")
)
y |
a |
w |
a |
show.plot |
logical, if |
resid.type |
residual type, either "standardized" or "unstandardized" |
It is recommended that resid.type
be set to the default, "standardized", which will scale residuals by their expected standard deviation
a vector of residuals, returned invisibly
y <- sim.GRW(ns = 50, ms = 0.2)
w <- fitSimple(y, model = "URW", method = "SSM") # wrong model
checkSSMresiduals(y, w, show.plot = TRUE) # positive residuals show model mis-fit
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