wrtdsrsd function

Get WRTDS residuals

Get WRTDS residuals for each quantile model. These are used to estimate goodness of fit of the model predictions.

wrtdsrsd(dat_in, ...)

## S3 method for class 'tidal'
wrtdsrsd(dat_in, trace = TRUE, ...)

## S3 method for class 'tidalmean'
wrtdsrsd(dat_in, trace = TRUE, ...)

Arguments

• dat_in: input tidal object which must already have fitted model data
• ...: arguments passed to or from other methods
• trace: logical indicating if progress is shown in the console

Returns

Columns are added to the data of the tidal object for residuals and non-conditional residuals. Both are required to assess the goodness of fit measure described for quantile regression in Koenker and Machado (1999).

A tidal object with columns added to the predonobs attribute for the residuals ('rsd') and non-conditional residuals ('rsdnl') of each quantile model or a tidalmean object with columns added to the predonobs attribute for the residuals ('rsd') and back-transformed residuals ('bt_rsd').

Examples

## load a fitted model object
data(tidfit)

## run the function
res <- wrtdsrsd(tidfit)
head(res)

References

Koenker, R., Machado, J.A.F. 1999. Goodness of fit and related inference processes for quantile regression. Journal of the American Statistical Association. 94(448):1296-1310.

See Also

wrtds, wrtdsperf, goodfit