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Combined deviance and quantile residuals check plots for GAMs
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library(gridBase) | |
library(grid) | |
library(mgcv) | |
library(statmod) | |
## nicer version of gam.check/rqgam.chack | |
# - deviance residuals for the Q-Q and histogram | |
# - RQR for resids vs linear pred | |
# - response vs fitted | |
# hist.p gives the quantiles of the residuals to show | |
better_check <- function(b, k.sample = 5000, k.rep = 200, rep = 0, level = 0.9, | |
rl.col = 2, rep.col = "gray80", hist.p=c(0.01, 0.099), ...){ | |
# layout stuff | |
opar <- par(mfrow=c(2,2)) | |
# grab the randomised quantile residuals | |
# requires statmod package | |
# need to do the right thing for mgcv's Tweedie | |
if(grepl("^Tweedie",b$family$family)){ | |
if(is.null(environment(b$family$variance)$p)){ | |
p.val <- b$family$getTheta(TRUE) | |
environment(b$family$variance)$p <- p.val | |
} | |
qres <- qres.tweedie(b) | |
# and for negbin | |
}else if(grepl("^Negative Binomial",b$family$family)){ | |
# need to set $theta | |
if("extended.family" %in% class(b$family)){ | |
# for SNW's extended family, need to set TRUE in getTheta as theta | |
# is on the wrong scale | |
b$theta <- b$family$getTheta(TRUE) | |
}else{ | |
b$theta <- b$family$getTheta() | |
} | |
qres <- qres.nbinom(b) | |
}else{ | |
stop("Only negative binomial and Tweedie response distributions are supported.") | |
} | |
# values of the linear predictor | |
linpred <- napredict(b$na.action, b$linear.predictors) | |
## get the deviance residuals | |
resid <- residuals(b, type = "deviance") | |
## Q-Q plot of deviance resids | |
qq.gam(b, rep = rep, level = level, type = "deviance", rl.col = rl.col, | |
rep.col = rep.col, main="Quantile-quatile plot", ...) | |
## Q resids vs. linear pred | |
plot(linpred, qres, main="Resids vs. linear pred.", | |
xlab="linear predictor", ylab="Randomised quantile residuals", | |
pch=19, cex=0.5, col=rgb(0, 0, 0, 0.6), ...) | |
lines(lowess(linpred, qres), col = 2) | |
## histogram of deviance resids | |
vps <- baseViewports() | |
pushViewport(vps$figure) | |
# partial histogram | |
hist(resid[resid >= quantile(resid, hist.p[1]) & | |
resid <= quantile(resid, hist.p)[2]], | |
xlab = "deviance residuals", main = "Histogram of residuals",...) | |
box() | |
# setup the smaller plot | |
pushViewport(viewport(x=-.4, y=.45 ,width=.3, height=.3)) | |
oopar <- par(plt = gridFIG(), new=TRUE) | |
# histogram of full data | |
hist(resid, xlab = "", main="", axes=FALSE, ylab="", ...) | |
axis(1, cex.axis=0.5, mgp=c(3, 0.1, 0), tck=-0.02) | |
# reset grid options for next plot | |
popViewport(2) | |
par(oopar) | |
## Response vs. Fitted Values | |
plot(fitted(b), b$y, | |
main="Response vs. Fitted Values", | |
xlab="Fitted Values", ylab="Response", | |
pch=19, cex=0.5, col=rgb(0, 0, 0, 0.6), ...) | |
lines(lowess(b$fitted.values, b$y), col = 2) | |
par(opar) | |
} | |
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Nice! A couple of comments:
If you do
opar <- par()
and then at the end dopar(opar)
as here and the function bails out for whatever reason before thepar(opar)
line, you'll leave the user's graphics device in a state it wasn't in before the function call. Better to do:and don't have a call to
par
as the last line of the function.To be honest it's probably easier to do
But that may just be me...
For some weird reason, the Response vs Fitted (lower right) is smaller than all the other figures?