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timereg (version 1.8.6)

plot.cum.residuals: Plots cumulative residuals

Description

This function plots the output from the cumulative residuals function "cum.residuals". The cumulative residuals are compared with the performance of similar processes under the model.

Usage

## S3 method for class 'cum.residuals':
plot(x,pointwise.ci=1,hw.ci=0,sim.ci=0,
robust=1, specific.comps=FALSE,level=0.05,start.time=0,stop.time=0,
add.to.plot=FALSE,mains=TRUE,main=NULL,xlab=NULL,
ylab ="Cumulative MG-residuals",ylim=NULL,score=0,conf.band=FALSE,...)

Arguments

x
the output from the "cum.residuals" function.
pointwise.ci
if >1 pointwise confidence intervals are plotted with lty=pointwise.ci
hw.ci
if >1 Hall-Wellner confidence bands are plotted with lty=hw.ci. Only 95% bands can be constructed.
sim.ci
if >1 simulation based confidence bands are plotted with lty=sim.ci. These confidence bands are robust to non-martingale behaviour.
robust
if "1" robust standard errors are used to estimate standard error of estimate, otherwise martingale based estimate are used.
specific.comps
all components of the model is plotted by default, but a list of components may be specified, for example first and third "c(1,3)".
level
gives the significance level. Default is 0.05.
start.time
start of observation period where estimates are plotted. Default is 0.
stop.time
end of period where estimates are plotted. Estimates thus plotted from [start.time, max.time].
add.to.plot
to add to an already existing plot. Default is "FALSE".
mains
add names of covariates as titles to plots.
main
vector of names for titles in plots.
xlab
label for x-axis. NULL is default which leads to "Time" or "". Can also give a character vector.
ylab
label for y-axis. Default is "Cumulative MG-residuals".
ylim
limits for y-axis.
score
if '0' plots related to modelmatrix are specified, thus resulting in grouped residuals, if '1' plots for modelmatrix but with random realizations under model, if '2' plots residuals versus continuous covariates of model with random realizations unde
conf.band
makes simulation based confidence bands for the test processes under the 0 based on variance of these processes limits for y-axis. These will give additional information of whether the observed cumulative residuals are extreme or not when based on a var
...
unused arguments - for S3 compatibility

References

Martinussen and Scheike, Dynamic Regression Models for Survival Data, Springer (2006).

Examples

Run this code
# see cum.residuals for examples

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