residuals.fahrmeier_94

Residuals for ddhazard

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

Aliases
  • residuals.fahrmeier_94
Documentation reproduced from package dynamichazard, version 0.1.0, License: GPL-2

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