plot_acf: Autocorrelation Function Plot

In ModelOriented/auditor: Model Audit - Verification, Validation, and Error Analysis

Autocorrelation Function Plot

Description

Plot Autocorrelation Function of models' residuals.

Usage

plot_acf(object, ..., variable = NULL, alpha = 0.95)

plotACF(object, ..., variable = NULL, alpha = 0.95)

Arguments

object	An object of class auditor_model_residual created with model_residual function.
...	Other auditor_model_residual objects to be plotted together.
variable	Name of variable to order residuals on a plot. If variable="_y_", the data is ordered by a vector of actual response (y parameter passed to the explain function). If variable = "_y_hat_" the data on the plot will be ordered by predicted response. If variable = NULL, unordered observations are presented.
alpha	Confidence level of the interval.

Value

A ggplot object.

Examples

dragons <- DALEX::dragons[1:100, ]

# fit a model
model_lm <- lm(life_length ~ ., data = dragons)

lm_audit <- audit(model_lm, data = dragons, y = dragons$life_length)

# validate a model with auditor
mr_lm <- model_residual(lm_audit)

# plot results
plot(mr_lm, type = "acf")
plot_acf(mr_lm)


library(randomForest)
model_rf <- randomForest(life_length~., data = dragons)
rf_audit <- audit(model_rf, data = dragons, y = dragons$life_length)
mr_rf <- model_residual(rf_audit)
plot_acf(mr_lm, mr_rf)
plot(mr_lm, mr_rf, type="acf")

ModelOriented/auditor documentation built on Oct. 31, 2023, 8:38 a.m.