Description Usage Arguments Examples
This function generates Randomized Quantile Residuals.
1 |
y |
vector with the response variable. |
pi |
value or vector with the values for pi parameter. |
xi |
value or vector with the values for pi parameter. |
m |
the maximum value. |
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 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 | # Example 1, without covariates -------------------------------------------
set.seed(456)
y <- rcub(n=1000, pi=0.15, xi=0.6, m=8)
mod1 <- cub(pi.fo=y~1, xi.fo=~1, m=8)
summary(mod1)
# Residuals for the correct model
r1 <- rqr(y, pi=mod1$fitted.pi, xi=mod1$fitted.xi, m=8)
# Residuals for a wrong model, using arbitrary estimated parameters
r2 <- rqr(y, pi=0.8, xi=0.2, m=8)
par(mfrow=c(1, 2))
car::qqPlot(r1, dist="norm", mean=0, sd=1, main='Correct model', las=1)
car::qqPlot(r2, dist="norm", mean=0, sd=1, main='Wrong model', las=1)
ks.test(r1, "pnorm", mean=0, sd=1)
ks.test(r2, "pnorm", mean=0, sd=1)
# Example 2, with covariates ----------------------------------------------
# Function to generate some random values from a CUB model
# pi explained by x1
# xi explained by x2
gendata <- function(n, m) {
x1 <- runif(n)
x2 <- rpois(n, lambda=4)
pi <- pnorm(-1 + 2 * x1)
xi <- pnorm( 4 - 1 * x2)
y <- rcub(n=n, pi=pi, xi=xi, m=m)
data.frame(y, x1, x2)
}
set.seed(12345)
dataset <- gendata(n=500, m=5)
# This is the correct model, pi explained by x1 and xi explained by x2
mod3 <- cub(pi.fo=y ~ x1, xi.fo= ~ x2, m=5, data=dataset)
# This is the wrong model
mod4 <- cub(pi.fo=y ~ x2, xi.fo=~ x1, m=5, data=dataset)
# The residuals for both models
r3 <- rqr(dataset$y, pi=mod3$fitted.pi, xi=mod3$fitted.xi, m=5)
r4 <- rqr(dataset$y, pi=mod4$fitted.pi, xi=mod4$fitted.xi, m=5)
par(mfrow=c(1, 2))
car::qqPlot(r3, dist="norm", mean=0, sd=1, main='Correct model', las=1)
car::qqPlot(r4, dist="norm", mean=0, sd=1, main='Wrong model', las=1)
ks.test(r3, "pnorm", mean=0, sd=1)
ks.test(r4, "pnorm", mean=0, sd=1)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.