momentuHMM (version 1.2.0)

pseudoRes: Pseudo-residuals

Description

The pseudo-residuals of momentuHMM models, as described in Zucchini and McDonad (2009).

Usage

pseudoRes(m)

Arguments

m

A momentuHMM, miHMM, or miSum object.

Value

A list of psuedo-residuals for each data stream (e.g., 'stepRes', 'angleRes')

Details

If some turning angles in the data are equal to pi, the corresponding pseudo-residuals will not be included. Indeed, given that the turning angles are defined on (-pi,pi], an angle of pi results in a pseudo-residual of +Inf (check Section 6.2 of reference for more information on the computation of pseudo-residuals).

A continuity adjustment (adapted from Harte 2017) is made for discrete probability distributions. When the data are near the boundary (e.g. 0 for ``pois''; 0 and 1 for ``bern''), then the pseudo residuals can be a poor indicator of lack of fit.

Note that pseudo-residuals for multiple imputation analyses are based on pooled parameter estimates and the means of the data values across all imputations.

References

Harte, D. 2017. HiddenMarkov: Hidden Markov Models. R package version 1.8-8.

Zucchini, W. and MacDonald, I.L. 2009. Hidden Markov Models for Time Series: An Introduction Using R. Chapman & Hall (London).

Examples

# NOT RUN {
# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m
res <- pseudoRes(m)
qqnorm(res$stepRes)
qqnorm(res$angleRes)

# }