wp {gamlss} | R Documentation |
Worm plot
Description
Provides a single plot or multiple worm plots for a GAMLSS fitted or more general for any fitted models where the method resid()
exist and the residuals are defined sensibly. The worm plot (a de-trended QQ-plot), van Buuren and Fredriks M. (2001), is a diagnostic tool for checking the residuals within different ranges (by default not overlapping) of the explanatory variable(s).
Usage
wp(object = NULL, xvar = NULL, resid = NULL, n.inter = 4,
xcut.points = NULL, overlap = 0, xlim.all = 4,
xlim.worm = 3.5, show.given = TRUE, line = TRUE,
ylim.all = 12 * sqrt(1/length(resid)),
ylim.worm = 12 * sqrt(n.inter/length(resid)),
cex = 1, cex.lab = 1, pch = 21, bg = "wheat",
col = "red", bar.bg = c(num = "light blue"), ...)
Arguments
object |
a GAMLSS fitted object or any other fitted model where the |
xvar |
the explanatory variable(s) against which the worm plots will be plotted. If only one variable is involved use |
resid |
if object is missing this argument can be used to specify the residual vector (again it should a quantile residuals or it be assumed to come from a normal distribution) |
n.inter |
the number of intervals in which the explanatory variable |
xcut.points |
the x-axis cut off points e.g. |
overlap |
how much overlapping in the |
xlim.all |
for the single plot, this value is the x-variable limit, default is |
xlim.worm |
for multiple plots, this value is the x-variable limit, default is |
show.given |
whether to show the x-variable intervals in the top of the graph, default is |
line |
whether to plot the polynomial line in the worm plot, default value is |
ylim.all |
for the single plot, this value is the y-variable limit, default value is |
ylim.worm |
for multiple plots, this values is the y-variable limit, default value is |
cex |
the cex plotting parameter for changing the side of worm with default |
cex.lab |
the cex plotting parameter for changing the size of the axis labels |
pch |
the pch plotting parameter with default |
bg |
The background colour of the worm plot points |
col |
the colour of the fitted (and horizontal and vertical) lines |
bar.bg |
the colour of the bars when |
... |
for extra arguments |
Details
If the xvar
argument is not specified then a single worm plot is used. In this case a worm plot is a de-trended normal QQ-plot so departure from normality is highlighted.
If a single xvar
is specified (with or without the use of a formula) i.e. xvar=x1
or xvar=~x1
) then we have as many worm plot as n.iter
.
In this case the x-variable is cut into n.iter
intervals with an equal number observations and de-trended normal QQ (i.e. worm) plots for each interval are plotted. This is a way of highlighting failures of the model within different ranges of the
the single explanatory variable. The fitted coefficients from fitting cubic polynomials to the residuals (within each x-variable interval) can be obtain by e.g. coeffs<-wp(model1,xvar=x,n.iner=9)
. van Buuren and Fredriks M. (2001) used these residuals to identify regions (intervals) of the explanatory variable within which the model does not fit adequately the data (called "model violation")
Two variables can be displayed with the use of a formula, i.e. xvar=~x1*x2
. In this case the n.inter
can be a vector with two values.
Value
For multiple plots the xvar
intervals and the coefficients of the fitted cubic polynomials to the residuals (within each xvar
interval) are returned.
Note
Note that the wp()
function, if the argument object
is used, is looking for the data argument of the object. If the argument data
exists it uses its environment to find xvar
(whether it is a formula or not). As a result if data
exists within object
xvar=~x*f
can be used (assuming that x
and f
are in the data) otherwise the variable should be explicitly defined i.e. xvar=~data$x*data$f
.
Author(s)
Mikis Stasinopoulos and Bob Rigby
References
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, 1-38.
Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
(see also https://www.gamlss.com/).
van Buuren and Fredriks M. (2001) Worm plot: simple diagnostic device for modelling growth reference curves. Statistics in Medicine, 20, 1259–1277
See Also
Examples
data(abdom)
# with data
a<-gamlss(y~pb(x),sigma.fo=~pb(x,1),family=LO,data=abdom)
wp(a)
coeff1<-wp(a,xvar=x)
coeff1
## Not run:
# no data argument
b <- gamlss(abdom$y~pb(abdom$x),sigma.fo=~pb(abdom$x),family=LO)
wp(b)
wp(b, xvar=abdom$x)# not wp(b, xvar=x)
# using the argument resid
# this will work
wp(resid=resid(a), xvar=abdom$x)
# not this
# wp(resid=resid(a), xvar=x)
# this example uses the rent data
m1 <- gamlss(R~pb(Fl)+pb(A)+loc, sigma.fo=~pb(Fl)+pb(A), data=rent, family=GA)
# a single worm plot
wp(m1, ylim.all=0.5)
# a single continuous x variable
wp(m1, xvar=Fl, ylim.worm=.8)
# a single x variable changing the default number of intervals
wp(m1, xvar=Fl, ylim.worm=1.5, n.inter=9)
# different x variable changing the default number of intervals
B1<-wp(m1, xvar=A, ylim.worm=1.2, n.inter=9)
B1
# the number five plot has intervals
# [5,] 1957.5 1957.5
# rather disappoining
# try formula for xvar
wp(m1, xvar=~A, ylim.worm=1.2, n.inter=9)
# better in this case using formula
# now using a factor included in the model
wp(m1, xvar=~loc, ylim.worm=1.2, n.inter=9)
# using a factor notin the model
wp(m1, xvar=~B, ylim.worm=1.5, n.inter=9)
# level 2 (with B=1) did not fit well
# trying two continuous variable
wp(m1, xvar=~Fl*A, ylim.worm=1.5, n.inter=4)
# one continuous and one categorical
wp(m1, xvar=~Fl*loc, ylim.worm=1.5, n.inter=4)
# two categorical
wp(m1, xvar=~B*loc, ylim.worm=1.5, n.inter=4)
## End(Not run)