add_residuals.mvgam {mvgam}

Calculate randomized quantile residuals for mvgam objects

Description

Calculate randomized quantile residuals for mvgam objects

Usage

add_residuals(object, ...)

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

Arguments

object

list object returned from 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

Value

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