Calculate randomized quantile residuals for mvgam objects

Usage

add_residuals(object, ...)

# S3 method for mvgam
add_residuals(object, ...)

Arguments

object: list object returned from mvgam. See mvgam()
...: unused

Value

A list object of class mvgam with residuals included in the 'resids' slot

Details

For each series, randomized quantile (i.e. Dunn-Smyth) residuals are calculated for inspecting model diagnostics If the fitted model is appropriate then Dunn-Smyth residuals will be standard normal in distribution and no autocorrelation will be evident. When a particular observation is missing, the residual is calculated by comparing independent draws from the model's posterior distribution