dynamichazard (version 0.1.0)

residuals.fahrmeier_94: Residuals for ddhazard

Description

Residuals function for the result of a ddhazard fit

Usage

"residuals"(object, type = c("std_space_error", "space_error", "pearson", "raw"), data = NULL, ...)

Arguments

object

Result of ddhazard call

type

Type of residuals. Four possible values: "std_space_error", "space_error", "pearson" and "raw". See the sections below for details

data

Data frame with data for Pearson or raw residuals

...

Not used

Pearson and raw residuals

Is the result of a call with a type argument of either "pearson" or "raw" for Pearson residuals or raw residuals. Returns a list with class "fahrmeier_94_res" with the following elements

residuals

List of residuals for each bin. Each element of the list contains a 2D array where the rows corresponds to the passed data and columns are the residuals (residuals), estimated probability of death (p_est), outcome (Y) and row number in the initial dataset (row_num). The data rows will only have a residuals in a given risk list if they are at risk in that risk set

type

The type of residual

State space errors

Is the result of a call with a type argument of either "std_space_error" or "space_error". The former is for standardized residuals while the latter is non-standardized. Returns a list with class "fahrmeier_94_SpaceErrors" with the following elements

residuals

2D array with either standardized or non-standardized state space errors. The row are bins and the columns are the parameters in the regression

standardize

TRUE if standardized state space errors

Covariances

3D array with the smoothed co-variance matrix for each set of the state space errors