gg_PIT_global {recalibratiNN}

Plots Density Distributions of PIT-values for global calibration diagnose.

Description

A function based on ggplot2 to observe the global the density of PIT-values. For more detailed edition of layers a posteriori, please refer to ggplot2 User Guide.

Usage

gg_PIT_global(
  pit,
  type = "density",
  fill = "steelblue4",
  alpha = 0.8,
  print_p = TRUE
)

Arguments

pit

vector of pit values

type

either "density" or "histogram" to change type of graph.

fill

The color to fill the density plot. The default is 'stealblue4.

alpha

The opacity of the density plot filling. Default is set to 0.8.

print_p

Logical value indicating whether or not to print the p-value of ks.test()

Value

a ggplot density graph

Examples

n <- 10000
split <- 0.8

# generating heterocedastic data
mu <- function(x1){
10 + 5*x1^2
}

sigma_v <- function(x1){
30*x1
}

x <- runif(n, 1, 10)
y <- rnorm(n, mu(x), sigma_v(x))

x_train <- x[1:(n*split)]
y_train <- y[1:(n*split)]

x_cal <- x[(n*split+1):n]
y_cal <- y[(n*split+1):n]

model <- lm(y_train ~ x_train)

y_hat <- predict(model, newdata=data.frame(x_train=x_cal))

MSE_cal <- mean((y_hat - y_cal)^2)

pit <- PIT_global(ycal=y_cal, yhat=y_hat, mse=MSE_cal)

gg_PIT_global(pit)