augment.mvgam: Augment an mvgam object's data

Description

Add fits and residuals to the data, implementing the generic augment from the package broom.

Usage

# S3 method for mvgam
augment(x, robust = FALSE, probs = c(0.025, 0.975), ...)

Value

A list or tibble (see details) combining:

The data supplied to mvgam().
The outcome variable, named as .observed.
The fitted backcasts, along with their variability and credible bounds.
The residuals, along with their variability and credible bounds.

Arguments

x: An object of class mvgam.
robust: If FALSE (the default) the mean is used as the measure of central tendency and the standard deviation as the measure of variability. If TRUE, the median and the median absolute deviation (MAD) are applied instead.
probs: The percentiles to be computed by the quantile function.
...: Unused, included for generic consistency only.

Details

A list is returned if class(x$obs_data) == 'list', otherwise a tibble is returned, but the contents of either object is the same.

The arguments robust and probs are applied to both the fit and residuals calls (see fitted.mvgam() and residuals.mvgam() for details).

Examples

Run this code

# \donttest{
set.seed(0)
dat <- sim_mvgam(T = 80,
                 n_series = 3,
                 mu = 2,
                 trend_model = AR(p = 1),
                 prop_missing = 0.1,
                 prop_trend = 0.6)

mod1 <- mvgam(formula = y ~ s(season, bs = 'cc', k = 6),
              data = dat$data_train,
              trend_model = AR(),
              family = poisson(),
              noncentred = TRUE,
              chains = 2,
              silent = 2)

augment(mod1, robust = TRUE, probs = c(0.25, 0.75))
# }