# Plot Diagnostics for gel and gmm objects It is a plot method for `gel` or `gmm` objects. ```r ## S3 method for class 'gel' plot(x, which = c(1L:4), main = list("Residuals vs Fitted values", "Normal Q-Q", "Response variable and fitted values","Implied probabilities"), panel = if(add.smooth) panel.smooth else points, ask = prod(par("mfcol")) < length(which) && dev.interactive(), ..., add.smooth = getOption("add.smooth")) ## S3 method for class 'gmm' plot(x, which = c(1L:3), main = list("Residuals vs Fitted values", "Normal Q-Q", "Response variable and fitted values"), panel = if(add.smooth) panel.smooth else points, ask = prod(par("mfcol")) < length(which) && dev.interactive(), ..., add.smooth = getOption("add.smooth")) ``` ## Arguments - `x`: `gel` or `gmm` object, typically result of `gel` or `gmm`. - `which`: if a subset of the plots is required, specify a subset of the numbers `1:4` for `gel` or `1:3` for `gmm`. - `main`: Vector of titles for each plot. - `panel`: panel function. The useful alternative to `points`, `panel.smooth` can be chosen by `add.smooth = TRUE`. - `ask`: logical; if `TRUE`, the user is **ask**ed before each plot, see `par(ask=.)`. - ``...``: other parameters to be passed through to plotting functions. - `add.smooth`: logical indicating if a smoother should be added to most plots; see also `panel` above. ## Details It is a beta version of a plot method for `gel` objects. It is a modified version of `plot.lm`. For now, it is available only for linear models expressed as a formula. Any suggestions are welcome regarding plots or options to include. The first two plots are the same as the ones provided by `plot.lm`, the third is the dependant variable $y$ with its mean $\hat{y}$ (the fitted values) and the last plots the implied probabilities with the empirical density $1/T$. ## Examples ```r # GEL # n = 500 phi<-c(.2,.7) thet <- 0 sd <- .2 x <- matrix(arima.sim(n = n,list(order = c(2,0,1), ar = phi, ma = thet, sd = sd)), ncol = 1) y <- x[7:n] ym1 <- x[6:(n-1)] ym2 <- x[5:(n-2)] H <- cbind(x[4:(n-3)], x[3:(n-4)], x[2:(n-5)], x[1:(n-6)]) g <- y ~ ym1 + ym2 x <- H t0 <- c(0,.5,.5) res <- gel(g, x, t0) plot(res, which = 3) plot(res, which = 4) # GMM # res <- gmm(g, x) plot(res, which = 3) ```

plot function