LaMa (version 3.1.0)

plot.LaMaModel: Plot a LaMaModel object

Description

Plots the pseudo-residuals of a model from lama or qreml, computed by pseudo_res from the model object alone, with one row of plots per data stream, or the estimated state-dependent densities of each data stream built with statedens.

Usage

# S3 method for LaMaModel
plot(x, type = c("residuals", "statedens"), stream = NULL, ...)

Value

for type = "residuals" the pseudo-residuals, for type = "statedens" a list with the grid x, the weighted state-dependent densities density (one column per state), the state weights and the observations data

(or a list of these for several streams), invisibly

Arguments

x

model object of class "LaMaModel"

type

"residuals" (default) for the pseudo-residuals, "statedens" for the state-dependent densities

stream

optional names of the data streams to plot, by default all

...

further arguments passed to plot.LaMaResiduals, or for type = "statedens" see ‘Details’

Details

For type = "statedens", each data stream is shown as a histogram with the state-dependent densities (probabilities for discrete distributions) weighted by the state probabilities, and their sum, the marginal density, as a dashed line. The weighted density of state \(j\) is the mean over the observations of \(p_{tj} f_j(x; \theta_{tj})\), which allows for parameters that depend on covariates, several tracks and inhomogeneous state processes. This needs allprobs to be the product of matrices from statedens, which is checked.

Further arguments for type = "statedens":

weights

state probabilities \(p_{tj}\): "stateprobs" (default) for the local state probabilities from stateprobs, "viterbi" for the states decoded by viterbi, "stationary" for the stationary distribution (averaged over tracks, or over the cycle for periodic models), or a vector of length nStates

col

colours of the states, defaults to LaMaColors

lwd

line width

n

number of grid points for continuous distributions

legend

position of the legend, e.g. "topright" (default), or FALSE for none

...

arguments passed to plot() of the histogram, e.g. breaks, main, xlab, xlim, ylim or border

Several streams are shown side by side, unless par(mfrow) has been set.

Examples

dat <- list(step = trex$step[1:500], angle = trex$angle[1:500])
nll <- function(par) {
  getAll(par, dat)
  Gamma <- tpm(eta)
  allprobs <- statedens(step, dgamma2, exp(log_mu), exp(log_sigma)) *
    statedens(angle, dvm, 0, exp(log_kappa))
  -forward(stationary(Gamma), Gamma, allprobs)
}
par <- list(eta = c(-2, -2), log_mu = log(c(0.3, 2.5)), log_sigma = log(c(0.2, 1.5)),
            log_kappa = log(c(0.2, 1.5)))
obj <- MakeADFun(nll, par, silent = TRUE)
opt <- nlminb(obj$par, obj$fn, obj$gr)
mod <- lama(obj)

plot(mod) # pseudo-residuals
plot(mod, type = "statedens") # state-dependent densities of both streams
plot(mod, type = "statedens", stream = "step", weights = "viterbi", 
     breaks = 40, xlab = "step length")