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mvgam (version 1.1.51)

add_residuals.mvgam: Calculate randomized quantile residuals for mvgam objects

Description

Calculate randomized quantile residuals for mvgam objects

Usage

add_residuals(object, ...)

# S3 method for mvgam add_residuals(object, ...)

Value

A list object of class mvgam with residuals included in the 'resids' slot

Arguments

object

list object of class mvgam. See mvgam()

...

unused

Details

For each series, randomized quantile (i.e. Dunn-Smyth) residuals are calculated for inspecting model diagnostics If the fitted model is appropriate then Dunn-Smyth residuals will be standard normal in distribution and no autocorrelation will be evident. When a particular observation is missing, the residual is calculated by comparing independent draws from the model's posterior distribution