confint.cumres: Returns prediction bands for 'cumres' object

In gof: Model-diagnostics based on cumulative residuals

Description

Calculates prediction bands for the cumulative residual process under the null.

Usage

  ## S3 method for class 'cumres'
 confint(object,
    parm = 1:length(object$variable), level = 0.95,
    cval = NULL, ...)

Arguments

object	Object produced by the function cumres
parm	vector of numbers indicating which processes from the x to calculate prediction bands for.
level	The required prediction level.
cval	Overrules the level-parameter by calculating symmetric prediction bands defined by the standard error multiplied by cval.
...	Additional arguments.

Value

list with the following members:

• "t"Ordered values of variable that is used to cumulate residuals after

• yuUpper simultaneous confidence limit

Author(s)

Klaus K. Holst <[e-mail]>

See Also

cumres

Examples

n <- 500; x <- abs(rnorm(n,sd=0.2))+0.01; y <- sqrt(x) + rnorm(n,sd=0.2)
l <- lm(y ~ x)
g <- cumres(l, R=1000)
confint(g,1)

Example output

Loading 'gof' version 0.9.1
$t
         [,1]
499 0.1782724
297 0.1786578
222 0.1788759
200 0.1809294
78  0.1828903
147 0.1831277
266 0.1833007
37  0.1843834
217 0.1852934
193 0.1853164
77  0.1854092
201 0.1856218
44  0.1858087
416 0.1858507
344 0.1862151
328 0.1868591
228 0.1869085
362 0.1873586
405 0.1874470
282 0.1875775
83  0.1879889
464 0.1885389
155 0.1888896
355 0.1893181
320 0.1907742
289 0.1910153
97  0.1924880
424 0.1935453
238 0.1947777
9   0.1960983
138 0.1969508
458 0.1971912
318 0.1976528
492 0.1978354
351 0.1982012
457 0.1983666
10  0.1983888
143 0.1995079
224 0.2010276
16  0.2022389
469 0.2022684
312 0.2023838
213 0.2034588
315 0.2043536
126 0.2043655
498 0.2045826
4   0.2054978
103 0.2057137
111 0.2061090
426 0.2072584
86  0.2072860
444 0.2078634
237 0.2085027
324 0.2090542
208 0.2102925
400 0.2103876
461 0.2112685
89  0.2120957
70  0.2122769
484 0.2127168
129 0.2130151
60  0.2134748
433 0.2141416
475 0.2141919
334 0.2149090
345 0.2149664
118 0.2159256
156 0.2182489
74  0.2199362
451 0.2205388
399 0.2205986
225 0.2211646
72  0.2211983
21  0.2227580
314 0.2229161
63  0.2231432
387 0.2233130
194 0.2240439
33  0.2240644
116 0.2247847
406 0.2247871
161 0.2254037
274 0.2265272
96  0.2271121
456 0.2272433
182 0.2273135
184 0.2285829
356 0.2292420
174 0.2309583
491 0.2309972
288 0.2314496
236 0.2318680
151 0.2320613
17  0.2330226
245 0.2341698
409 0.2341894
388 0.2348576
352 0.2353191
483 0.2354771
149 0.2376863
497 0.2377086
64  0.2378105
378 0.2382206
209 0.2386489
230 0.2386505
304 0.2391861
145 0.2402523
452 0.2404168
402 0.2407075
302 0.2409269
262 0.2410743
243 0.2457865
246 0.2463285
360 0.2480637
285 0.2484901
294 0.2484935
99  0.2485107
307 0.2494730
442 0.2502589
188 0.2506004
57  0.2536283
404 0.2536923
102 0.2542110
381 0.2558566
386 0.2559020
85  0.2565532
81  0.2568453
167 0.2570092
423 0.2571923
23  0.2577234
27  0.2583867
135 0.2587074
93  0.2588176
275 0.2588461
39  0.2595547
327 0.2599752
336 0.2601974
462 0.2614717
466 0.2634100
42  0.2635097
251 0.2639441
34  0.2639733
162 0.2641326
296 0.2642781
170 0.2648715
368 0.2651500
363 0.2663047
62  0.2663189
199 0.2669157
313 0.2672338
425 0.2672833
195 0.2676855
341 0.2681265
180 0.2694391
234 0.2698323
371 0.2699427
202 0.2713075
49  0.2716208
257 0.2720635
258 0.2722228
144 0.2728215
88  0.2728300
173 0.2744781
270 0.2746000
244 0.2747582
335 0.2749785
490 0.2750079
114 0.2752157
401 0.2753824
226 0.2759856
123 0.2761288
205 0.2762501
160 0.2765873
348 0.2771444
299 0.2772211
7   0.2788674
79  0.2796931
239 0.2812135
247 0.2825759
137 0.2831034
168 0.2838593
105 0.2840480
55  0.2857124
133 0.2857646
136 0.2876340
189 0.2891704
280 0.2895280
397 0.2904469
117 0.2910472
28  0.2910815
176 0.2913045
382 0.2913990
54  0.2924358
377 0.2928465
286 0.2930949
20  0.2932593
370 0.2934646
411 0.2973344
61  0.2974846
171 0.2977681
18  0.2980670
309 0.2985291
375 0.2997523
30  0.2998470
67  0.3010800
261 0.3013086
38  0.3023777
187 0.3031819
75  0.3031856
29  0.3032008
53  0.3034080
278 0.3047006
419 0.3049233
106 0.3058281
158 0.3066655
90  0.3068890
273 0.3089187
480 0.3094913
142 0.3095913
45  0.3098339
196 0.3115731
429 0.3131086
12  0.3138681
494 0.3143788
178 0.3163183
472 0.3169319
235 0.3171263
489 0.3189334
374 0.3191280
365 0.3195235
459 0.3217502
417 0.3228480
271 0.3234156
13  0.3247131
283 0.3248476
407 0.3249105
445 0.3249267
410 0.3252625
437 0.3266763
350 0.3269753
391 0.3282501
26  0.3284016
276 0.3291224
413 0.3292137
104 0.3296908
248 0.3303534
59  0.3308618
100 0.3312610
366 0.3314664
292 0.3314758
376 0.3321045
408 0.3339253
488 0.3341312
449 0.3343615
367 0.3348757
190 0.3361718
6   0.3373037
212 0.3381273
66  0.3384715
354 0.3389973
150 0.3394929
384 0.3407543
471 0.3407680
214 0.3407774
438 0.3444141
179 0.3454772
115 0.3456186
233 0.3462333
455 0.3469080
31  0.3477556
41  0.3478019
420 0.3487135
35  0.3488204
210 0.3505159
25  0.3507802
412 0.3512670
369 0.3519827
361 0.3537349
453 0.3542030
132 0.3583940
231 0.3599694
441 0.3602557
277 0.3606520
434 0.3608627
311 0.3628431
346 0.3637558
91  0.3640637
204 0.3644766
256 0.3669267
43  0.3682828
8   0.3685018
495 0.3688013
291 0.3691987
140 0.3698448
240 0.3704589
112 0.3721675
333 0.3723649
500 0.3731157
427 0.3734346
310 0.3735002
92  0.3738381
326 0.3749362
414 0.3750122
454 0.3752717
421 0.3754603
73  0.3755072
293 0.3755739
468 0.3766956
165 0.3767438
121 0.3786667
443 0.3800612
164 0.3804046
301 0.3820670
390 0.3821871
343 0.3826096
163 0.3837470
474 0.3848421
428 0.3857165
98  0.3859686
219 0.3890791
380 0.3891585
130 0.3891851
319 0.3891950
485 0.3893748
227 0.3894976
52  0.3897309
357 0.3900718
203 0.3902367
385 0.3916013
229 0.3930657
36  0.3945385
305 0.3957858
50  0.3964112
24  0.3976265
322 0.3978038
431 0.3984953
470 0.3989931
347 0.3991755
87  0.4003438
329 0.4004462
396 0.4016787
389 0.4021014
107 0.4024065
46  0.4039811
218 0.4080201
134 0.4093799
80  0.4098006
32  0.4107906
260 0.4145946
191 0.4155059
253 0.4156056
383 0.4156683
152 0.4160936
418 0.4161539
415 0.4190974
330 0.4216447
5   0.4223330
264 0.4249322
290 0.4260481
254 0.4261997
157 0.4281861
281 0.4294322
481 0.4310008
394 0.4331378
338 0.4368515
14  0.4382363
220 0.4425967
432 0.4446967
101 0.4455416
295 0.4474237
108 0.4487277
477 0.4489290
71  0.4537320
216 0.4572737
119 0.4609065
323 0.4612536
373 0.4621497
332 0.4621950
22  0.4628623
353 0.4638249
109 0.4666671
298 0.4676881
325 0.4689800
272 0.4690367
128 0.4695123
269 0.4710847
487 0.4717960
439 0.4718752
479 0.4724798
249 0.4726807
166 0.4727757
303 0.4735293
267 0.4737546
473 0.4741954
463 0.4749047
141 0.4749302
127 0.4824533
68  0.4826496
493 0.4836643
241 0.4844057
308 0.4850380
48  0.4856225
146 0.4893474
430 0.4928980
482 0.4947357
447 0.4993063
206 0.5012944
186 0.5019795
154 0.5030595
478 0.5070471
198 0.5073261
448 0.5083311
259 0.5084479
403 0.5116622
476 0.5122822
82  0.5134546
340 0.5212371
19  0.5216679
496 0.5225507
47  0.5234555
131 0.5257839
65  0.5265913
393 0.5270020
358 0.5305516
110 0.5320029
321 0.5337665
279 0.5337675
467 0.5343596
120 0.5370134
422 0.5375001
207 0.5382218
159 0.5385114
265 0.5403505
446 0.5425277
486 0.5452704
169 0.5479208
392 0.5520214
197 0.5549904
364 0.5550013
215 0.5550662
465 0.5587421
113 0.5612767
268 0.5613961
223 0.5617729
2   0.5624445
263 0.5647048
40  0.5667407
3   0.5688314
183 0.5688838
15  0.5736707
211 0.5795417
435 0.5868053
398 0.5870740
153 0.5898825
11  0.5981554
139 0.6015813
148 0.6048596
450 0.6080630
56  0.6082204
51  0.6083415
192 0.6106223
125 0.6136447
284 0.6150656
252 0.6164331
95  0.6185098
94  0.6185142
339 0.6194610
172 0.6224329
316 0.6235093
287 0.6313824
359 0.6344701
69  0.6389626
255 0.6433752
342 0.6443535
379 0.6569436
306 0.6740785
242 0.6768610
122 0.6811832
185 0.6816233
436 0.6831138
372 0.6931919
440 0.6936353
232 0.6964931
317 0.7025820
331 0.7093403
175 0.7143041
460 0.7148570
1   0.7177911
181 0.7184591
349 0.7273393
395 0.7541216
58  0.7727462
337 0.8108431
221 0.8249723
300 0.8271547
124 0.8364825
76  0.8402713
84  0.8460004
177 0.9253593
250 1.0060098

$yu
              [,1]
  [1,] 0.024146746
  [2,] 0.024593587
  [3,] 0.025183605
  [4,] 0.081006235
  [5,] 0.081717851
  [6,] 0.081899162
  [7,] 0.081955756
  [8,] 0.082877872
  [9,] 0.083366423
 [10,] 0.083793791
 [11,] 0.084808754
 [12,] 0.085638373
 [13,] 0.088375867
 [14,] 0.097390416
 [15,] 0.097898232
 [16,] 0.098174702
 [17,] 0.100357984
 [18,] 0.100719747
 [19,] 0.103494989
 [20,] 0.104604706
 [21,] 0.105143240
 [22,] 0.108365967
 [23,] 0.111343901
 [24,] 0.113067193
 [25,] 0.113555821
 [26,] 0.117226617
 [27,] 0.119200090
 [28,] 0.120916864
 [29,] 0.123500995
 [30,] 0.124027975
 [31,] 0.126061855
 [32,] 0.126937045
 [33,] 0.129072664
 [34,] 0.133042352
 [35,] 0.152243682
 [36,] 0.152626972
 [37,] 0.154123557
 [38,] 0.154912796
 [39,] 0.155358037
 [40,] 0.156567145
 [41,] 0.160520717
 [42,] 0.169539245
 [43,] 0.169997855
 [44,] 0.170925678
 [45,] 0.171326869
 [46,] 0.171623180
 [47,] 0.172668957
 [48,] 0.174082878
 [49,] 0.175045621
 [50,] 0.175418528
 [51,] 0.175991692
 [52,] 0.178207155
 [53,] 0.179961183
 [54,] 0.180383751
 [55,] 0.182746885
 [56,] 0.183144446
 [57,] 0.184591662
 [58,] 0.185143002
 [59,] 0.185942971
 [60,] 0.186400985
 [61,] 0.186933760
 [62,] 0.189026065
 [63,] 0.190192385
 [64,] 0.190735417
 [65,] 0.191262708
 [66,] 0.191822399
 [67,] 0.192896869
 [68,] 0.200742073
 [69,] 0.201109159
 [70,] 0.201742011
 [71,] 0.204056310
 [72,] 0.204858440
 [73,] 0.206694245
 [74,] 0.209607925
 [75,] 0.216883763
 [76,] 0.217076312
 [77,] 0.218531198
 [78,] 0.218721289
 [79,] 0.222079681
 [80,] 0.222462669
 [81,] 0.222889277
 [82,] 0.224385162
 [83,] 0.224951784
 [84,] 0.225112875
 [85,] 0.225335469
 [86,] 0.226362877
 [87,] 0.227967612
 [88,] 0.229047031
 [89,] 0.229641560
 [90,] 0.229782145
 [91,] 0.229947399
 [92,] 0.233512075
 [93,] 0.233668195
 [94,] 0.233793920
 [95,] 0.233993970
 [96,] 0.234263084
 [97,] 0.234400908
 [98,] 0.234553389
 [99,] 0.234843433
[100,] 0.235034797
[101,] 0.235236976
[102,] 0.235616734
[103,] 0.235852054
[104,] 0.236166462
[105,] 0.236426685
[106,] 0.237476320
[107,] 0.238689691
[108,] 0.238964589
[109,] 0.241686078
[110,] 0.242355769
[111,] 0.243781336
[112,] 0.244376618
[113,] 0.244772144
[114,] 0.244826715
[115,] 0.245349486
[116,] 0.246035306
[117,] 0.246078393
[118,] 0.246182824
[119,] 0.246246506
[120,] 0.246708295
[121,] 0.247201592
[122,] 0.247584548
[123,] 0.247714421
[124,] 0.248451392
[125,] 0.248674989
[126,] 0.249280292
[127,] 0.249796069
[128,] 0.249800211
[129,] 0.249983826
[130,] 0.250021512
[131,] 0.250136870
[132,] 0.251343593
[133,] 0.251337199
[134,] 0.251527190
[135,] 0.251476536
[136,] 0.251467487
[137,] 0.251523767
[138,] 0.251502321
[139,] 0.251728069
[140,] 0.251693994
[141,] 0.251660546
[142,] 0.251638939
[143,] 0.251677655
[144,] 0.251682027
[145,] 0.251733416
[146,] 0.251813518
[147,] 0.251831559
[148,] 0.251820035
[149,] 0.251913258
[150,] 0.251887280
[151,] 0.251795351
[152,] 0.251712108
[153,] 0.251639029
[154,] 0.251570844
[155,] 0.251513427
[156,] 0.251437597
[157,] 0.251296434
[158,] 0.251214082
[159,] 0.251075731
[160,] 0.251008678
[161,] 0.250790963
[162,] 0.250711048
[163,] 0.250651224
[164,] 0.250560900
[165,] 0.250350676
[166,] 0.250231882
[167,] 0.249634439
[168,] 0.248939502
[169,] 0.248800278
[170,] 0.248624471
[171,] 0.248278569
[172,] 0.248049240
[173,] 0.247793898
[174,] 0.247668875
[175,] 0.247548618
[176,] 0.247378879
[177,] 0.247261200
[178,] 0.247177859
[179,] 0.246751135
[180,] 0.246662678
[181,] 0.245831497
[182,] 0.245722581
[183,] 0.245275707
[184,] 0.244686967
[185,] 0.244564207
[186,] 0.244157530
[187,] 0.243987011
[188,] 0.243241701
[189,] 0.242767062
[190,] 0.242147882
[191,] 0.241955740
[192,] 0.240418892
[193,] 0.240084414
[194,] 0.239831293
[195,] 0.239461717
[196,] 0.239272371
[197,] 0.238776893
[198,] 0.238601169
[199,] 0.237832587
[200,] 0.237563349
[201,] 0.237306453
[202,] 0.236987797
[203,] 0.236823805
[204,] 0.236665731
[205,] 0.236508518
[206,] 0.236191429
[207,] 0.235905698
[208,] 0.235654581
[209,] 0.235529543
[210,] 0.235309974
[211,] 0.235004650
[212,] 0.234832508
[213,] 0.234412714
[214,] 0.233968456
[215,] 0.233663398
[216,] 0.233532883
[217,] 0.233428713
[218,] 0.233328004
[219,] 0.233225743
[220,] 0.232685147
[221,] 0.232605219
[222,] 0.232541542
[223,] 0.232224294
[224,] 0.232164524
[225,] 0.232094448
[226,] 0.231933329
[227,] 0.231317270
[228,] 0.231265675
[229,] 0.230844534
[230,] 0.230796016
[231,] 0.230660196
[232,] 0.230216729
[233,] 0.230029707
[234,] 0.229774322
[235,] 0.229330148
[236,] 0.229261441
[237,] 0.229141074
[238,] 0.229130021
[239,] 0.229126399
[240,] 0.227959617
[241,] 0.227887024
[242,] 0.227683006
[243,] 0.226701725
[244,] 0.225986077
[245,] 0.225354073
[246,] 0.225141538
[247,] 0.224925512
[248,] 0.224525966
[249,] 0.223921615
[250,] 0.223692839
[251,] 0.223267552
[252,] 0.223035070
[253,] 0.222832680
[254,] 0.222041551
[255,] 0.221366271
[256,] 0.221265218
[257,] 0.221164087
[258,] 0.220987887
[259,] 0.219586060
[260,] 0.219432081
[261,] 0.219238173
[262,] 0.219114631
[263,] 0.219070695
[264,] 0.218844449
[265,] 0.218746517
[266,] 0.218691002
[267,] 0.218427527
[268,] 0.218373407
[269,] 0.217494873
[270,] 0.217348859
[271,] 0.216377270
[272,] 0.216350509
[273,] 0.215599514
[274,] 0.215570309
[275,] 0.215425036
[276,] 0.215408109
[277,] 0.214719969
[278,] 0.214632582
[279,] 0.214183624
[280,] 0.214132613
[281,] 0.213255556
[282,] 0.213102716
[283,] 0.213069440
[284,] 0.212108597
[285,] 0.212100668
[286,] 0.211644734
[287,] 0.211608219
[288,] 0.211614685
[289,] 0.211573401
[290,] 0.211539461
[291,] 0.210911452
[292,] 0.210117803
[293,] 0.209457474
[294,] 0.208595051
[295,] 0.208410103
[296,] 0.208322008
[297,] 0.208081099
[298,] 0.208076910
[299,] 0.208083799
[300,] 0.208082803
[301,] 0.208086820
[302,] 0.208119764
[303,] 0.207740748
[304,] 0.207326385
[305,] 0.207351998
[306,] 0.205040031
[307,] 0.204944446
[308,] 0.204958745
[309,] 0.202443465
[310,] 0.202393625
[311,] 0.201939450
[312,] 0.201751572
[313,] 0.201459005
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gof documentation built on May 2, 2019, 5:52 p.m.