gwer (version 2.1)

envelope: Simulated Envelope of Residuals

Description

This function produces quantile-quantile residuals plot with simulated envelope for the specified error distribution in elliptical regression models.

Usage

envelope(object, B = 100, arg = arg, ...)

Arguments

object

an object with the result of the fitted elliptical regression model.

B

number of monte carlo simulations.

arg

a numerical or vector representing the distribution parameters used.

...

arguments to be used to form the default control argument if it is not supplied directly.

References

Galea, M., Paula, G. A., and Cysneiros, F. J. A. (2005). On diagnostics in symmetrical nonlinear models. Statistics & Probability Letters, 73(4), 459-467. https://doi.org/10.1016/j.spl.2005.04.033

See Also

glm, elliptical, family.elliptical

Examples

# NOT RUN {
data(luzdat)
y <- luzdat$y
x1 <- luzdat$x1 ; x1 <- factor(x1) ; x1 <- C(x1,treatment)
x2 <- luzdat$x2
x3 <- (luzdat$x2)^2
luz <- data.frame(y,x1,x2,x3)
elliptical.fitt <- elliptical(y ~ x1+x2+x3, family = Student(df=5),
data=luz)
envelope(elliptical.fitt, B=100, arg=5)
# }