Calculates quantile residuals using the predictive distribution from a jacknife (i.e., leave-one-out predictive distribution)
Usage
loo_residuals(
object,
nsim = 100,
what = c("quantiles", "samples", "loo"),
track_progress = TRUE,
...
)Arguments
- object
Output from
dsem- nsim
Number of simulations to use if
family!="fixed"for some variable, such that simulation residuals are required.- what
whether to return quantile residuals, or samples from the leave-one-out predictive distribution of data, or a table of leave-one-out predictions and standard errors for the latent state
- track_progress
whether to track runtimes on terminal
- ...
Not used
Value
A matrix of residuals, with same order and dimensions as argument tsdata
that was passed to dsem.
Details
Conditional quantile residuals cannot be calculated when using family = "fixed", because
state-variables are fixed at available measurements and hence the conditional distribution is a Dirac
delta function. One alternative is to use leave-one-out residuals, where we calculate the predictive distribution
for each state value when dropping the associated observation, and then either use that as the
predictive distribution, or sample from that predictive distribution and then calculate
a standard quantile distribution for a given non-fixed family. This appraoch is followed here.
It is currently only implemented when all variables follow family = "fixed", but
could be generalized to a mix of families upon request.