Package 'gamlss.ggplots'

Title: Plotting Functions for Generalized Additive Model for Location Scale and Shape
Description: Functions for plotting Generalized Additive Models for Location Scale and Shape from the 'gamlss' package, Stasinopoulos and Rigby (2007) <doi:10.18637/jss.v023.i07>, using the graphical methods from 'ggplot2'.
Authors: Mikis Stasinopoulos [aut, cre, cph] , Robert Rigby [aut] , Fernanda De Bastiani [aut] , Julian Merder [ctb]
Maintainer: Mikis Stasinopoulos <[email protected]>
License: GPL-2 | GPL-3
Version: 2.1-15
Built: 2024-10-08 05:48:42 UTC
Source: https://github.com/gamlss-dev/gamlss.ggplots

Help Index


Plotting Functions for Generalized Additive Model for Location Scale and Shape

Description

Functions for plotting Generalized Additive Models for Location Scale and Shape from the 'gamlss' package, Stasinopoulos and Rigby (2007) <doi:10.18637/jss.v023.i07>, using the graphical methods from 'ggplot2'.

Details

The DESCRIPTION file:

Package: gamlss.ggplots
Title: Plotting Functions for Generalized Additive Model for Location Scale and Shape
Version: 2.1-15
Date: 2024-05-31
Authors@R: c(person("Mikis", "Stasinopoulos", role = c("aut", "cre", "cph"), email = "[email protected]", comment = c(ORCID = "0000-0003-2407-5704")), person("Robert", "Rigby", role = "aut", email = "[email protected]", comment = c(ORCID = "0000-0003-3853-1707")), person("Fernanda", "De Bastiani", role = "aut", email = "[email protected]", comment = c(ORCID = "0000-0001-8532-639X")), person("Julian", "Merder", role = "ctb") )
Description: Functions for plotting Generalized Additive Models for Location Scale and Shape from the 'gamlss' package, Stasinopoulos and Rigby (2007) <doi:10.18637/jss.v023.i07>, using the graphical methods from 'ggplot2'.
License: GPL-2 | GPL-3
URL: https://www.gamlss.com/
BugReports: https://github.com/gamlss-dev/gamlss.ggplots/issues
Depends: R (>= 3.5.0), gamlss.dist, gamlss (>= 4.3.3), gamlss.foreach
Imports: methods, ggridges, ellipse, gamlss.inf, foreach, mgcv, ggplot2, yaImpute, gamlss2
Suggests: glmnet, reshape2, igraph, networkD3, grid, gridExtra
Additional_repositories: https://gamlss-dev.R-universe.dev
LazyLoad: yes
Repository: https://gamlss-dev.r-universe.dev
RemoteUrl: https://github.com/gamlss-dev/gamlss.ggplots
RemoteRef: HEAD
RemoteSha: 10ff8ea0cef7512617318a25fdb5e4416d4d7b38
Author: Mikis Stasinopoulos [aut, cre, cph] (<https://orcid.org/0000-0003-2407-5704>), Robert Rigby [aut] (<https://orcid.org/0000-0003-3853-1707>), Fernanda De Bastiani [aut] (<https://orcid.org/0000-0001-8532-639X>), Julian Merder [ctb]
Maintainer: Mikis Stasinopoulos <[email protected]>

Index of help topics:

ACE                     Alternating Conditional Expectations
boot_coef               Plotting Bootstrap Coefficients
centile_bucket          Centile bucket plot
family_pdf              Plotting Probabilities Density Functions
                        (pdf's) for GAMLSS
fit_PB                  P-spline smoother
fitted_cdf              Plotting Cumulative Distribution Functions
                        (cdf's) for GAMLSS,
fitted_centiles         Plotting centile (growth) curves
fitted_devianceIncr     Plotting the deviance increment of GAMLSS
fitted_leverage         Plot of the linear leverage of a GAMLSS model
fitted_terms            Plotting fitted additive terms
gamlss.ggplots-package
                        Plotting Functions for Generalized Additive
                        Model for Location Scale and Shape
histSmo_plot            Supporting histSmo()
model_GAIC              Plotting GAIC for GAMLSS models
model_pca               Plotting residuals using PCA
moment_bucket           Moment bucket plot
moment_gray_half        Functions to create the background for the
                        bucket plots
pcr_coef_path           Plotting the fitted path of a PCR model.
pe_param                Partial Effect of a term on the parameters and
                        predictors
pe_pdf                  Partial Effect of a term on the response
                        distribution
prof_term               Plotting the profile deviance of one fitted
                        term
resid_density           Density of the residuals in a GAMLLSS model
resid_dtop              Detrended Transformed Owen's Plot and ECDF for
                        the residuals
resid_index             A residual plots
resid_qqplot            QQ-plot of the residuals of a GAMLSS model
resid_symmetry          Symmetry plots
resid_wp                Worm plot using ggplot2
resp_mu                 Plotting the response against quantities of the
                        fitted model
y_hist                  Histogram and density plot.

The following convention has been used to name the functions:

fitted_NAME: plots concerning fitted values from a single fitted model

resid_NAME: plots concerning residuals from a single fitted model

predict_NAME: plots concerning prediction values from a single fitted model usually having newdata option.

model_NAME: plots concerning different fitted models

where NAME refer to different characteristics.

Author(s)

Mikis Stasinopoulos [aut, cre, cph] (<https://orcid.org/0000-0003-2407-5704>), Robert Rigby [aut] (<https://orcid.org/0000-0003-3853-1707>), Fernanda De Bastiani [aut] (<https://orcid.org/0000-0001-8532-639X>), Julian Merder [ctb]

Maintainer: Mikis Stasinopoulos <[email protected]>

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC, doi:10.1201/9780429298547. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, doi:10.18637/jss.v023.i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/b21973

Stasinopoulos, M. D., Rigby, R. A., and De Bastiani F., (2018) GAMLSS: a distributional regression approach, Statistical Modelling, Vol. 18, pp, 248-273, SAGE Publications Sage India: New Delhi, India.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

gamlss, gamlss.family

Examples

library(gamlss)
m1 <- gamlss(y~pb(x), data=abdom)
resid_index(m1)

Alternating Conditional Expectations

Description

The function ACE() uses the alternating conditional expectations algorithm to find a transformations of y and x that maximise the proportion of variation in y explained by x. It is a less general function than the ace() function of the package 'acepack' in that it takes only one explanatory variable. The function ACE() is used by the function mcor() to calculate the maximal correlation between x and y.

Usage

ACE(x, y, weights, data = NULL, con_crit = 0.001, 
    fit.method = c("loess", "P-splines"), nseg = 10, 
    max.df = 6, ...)
    
mcor(x, y, data = NULL,  fit.method = c("loess", "P-splines"),  
        nseg = 10, max.df = 6,  ...)

Arguments

x

the unique x-variables

y

the y-variable

weights

prior weights

data

a data frame for y, x and weights

con_crit

the convergence criterio of the algorithm

fit.method

the method use to fit the smooth functions $t_1()$ and $t_2()$

nseg

the number of knots

max.df

the maximum od df allowed

...

arguments to pass to the fitted functions fir_PB or loess()

Details

The function ACE is a simplified version of the function ace() of the package agepack.

Value

A fitted ACE model with methods print.ACE() and plot.ACE()

Author(s)

Mikis Stasinopoulos

References

Eilers, P. H. C. and Marx, B. D. (1996). Flexible smoothing with B-splines and penalties (with comments and rejoinder). Statist. Sci, 11, 89-121.

Rigby, R. A. and Stasinopoulos D. M.(2005). Generalized additive models for location, scale and shape, (with discussion),Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

fit_PB

Examples

data(rent)
ACE(Fl, R, data=rent)
pp <- ACE(Fl, R, data=rent)
pp
plot(pp)
mcor(Fl, R, data=rent)

Plotting Bootstrap Coefficients

Description

The function boot_coef() plots in one or multiple pages the results from a boostrap generated by the function BayesianBoot(), NonParamatricBoot or nonpar_boot().

The function boot_coef_one() plots a single parameter.

Usage

boot_coef(x, terms = NULL, hist.col = "black", 
                hist.fill = "white", dens.fill = "#FF6666", 
                alpha = 0.2, nrow = NULL, ncol = NULL, 
                plots.per.page = 9, one.by.one = FALSE, title, ...)
                
boot_coef_one(x, par = 1, rug = TRUE, alpha = 0.2, hist.col = "black", 
                hist.fill = "white", line.col = "gray", 
                dens.fill = "#FF6666", title, ...)

Arguments

x

a Bayesian.boot or NonParametric.boot object

terms

which terms to plot (default NULL means all terms

par

which parameter to plot

hist.col

colour of the border histogram

hist.fill

the colour of the histogram

dens.fill

the colour of the density estimate

alpha

transparity constant

nrow

how namy rows

ncol

how many columns

plots.per.page

the maxiimum plots per page

one.by.one

whether single plots

rug

whether rug is required for boot_coef_one()

line.col

the vertical line colour for boot_coef_one()

title

the title

...

for more argument

Details

The function plots in one ore multiple pages the results from a boostrap simulation

Value

Greates a ggplot object

Author(s)

Mikis Stasinopoulos

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

term.plot

Examples

data(aids)
a <- gamlss(y ~ pb(x) + qrt, data = aids, family = NBI)
registerDoParallel(cores = 2)
B1 <- BayesianBoot(a, B=100)
stopImplicitCluster()
boot_coef(B1)

Centile bucket plot

Description

A bucket plot is a graphical way to check the skewness and kurtosis of a continuous variable or the residuals of a fitted GAMLSS model. It plots the centile skewness (tail or central) and transformed centile kurtosis of the variable (or residuals) together with a cloud of points obtained using a non-parametric bootstrap from the original variable (or residuals). It also provides a graphical way of performing a Monte Carlo simulation test on whether the centile skewness and transformed centile kurtosis of the variable of interest are simultaneously equal to zero.

There are two function here:

i) cenlile_bucket() for a single bucket plot. Note that model_cent_bucket() and centile_bucket() are synonymous.

ii) centile_bucket_wrap() for multiple bucket plots cut according to terms in the model.

Usage

centile_bucket(x, ..., type = c("tail", "central"), weights = NULL, 
       no_bootstrap = 99, col_bootstrap = hcl.colors(length.obj, 
       palette = "Set 2"), alpha_bootstrap = 1, text_to_show = NULL, 
       cex_text = 5, col_text = "black", colour_bucket = FALSE, 
       line_width = 0.5, sim_test = FALSE, no_sim_test = 1000, 
       col_sim_test = gray(0.7), alpha_sim_test = 0.1, seed_test = 1234)

model_cent_bucket(x, ..., type = c("tail", "central"), weights = NULL, 
       no_bootstrap = 99, col_bootstrap = hcl.colors(length.obj, 
       palette = "Set 2"), alpha_bootstrap = 1, text_to_show = NULL, 
       cex_text = 5, col_text = "black", colour_bucket = FALSE, 
       line_width = 0.5, sim_test = FALSE, no_sim_test = 1000, 
       col_sim_test = gray(0.7), alpha_sim_test = 0.1, seed_test = 1234)


centile_bucket_wrap(x, ..., type = c("tail", "central"), weights = NULL, 
      xvar = NULL, n_inter = 4, no_bootstrap = 99, 
      col_bootstrap = hcl.colors(length.obj, palette = "Set 2"), 
      alpha_bootstrap = 1, text_to_show = NULL, check_overlap_text = FALSE, 
      cex_text = 5, col_text = "black", colour_bucket = FALSE, 
      line_width = 0.5, sim_test = FALSE, no_sim_test = 1000, 
      col_sim_test = gray(0.7), alpha_sim_test = 0.1, seed_test = 1234)

Arguments

x

x should be a continuous vector of a GAMLSS fitted model.

...

for more that one continuous vectors or fitted models

type

whether "tail" of "central" skewness and kurtosis

weights

if priors weights are needed

no_bootstrap

the number of bootstrap samples for the cloud around the point of skewness and kurtosis.

col_bootstrap

The colour of the bootstrap samples

alpha_bootstrap

The transparency parameter of the bootstrap samples.

text_to_show

what text to show in the plots, default the names of vectors or models

cex_text

the character size of the text

col_text

the colour of the text

colour_bucket

whether colour or gray lines in the bucket

line_width

the line width

sim_test

whether to Monde Carlo simulation is needed to check the null hypothesis that there is no centile skewness and transformed centile kurtosis in the sample.

no_sim_test

The number of simulation for the test

col_sim_test

the colour used for displaying the Monde Carlo test values

alpha_sim_test

The transparency parameter of the Monde Carlo samples.

seed_test

A seed value for the Monde Carlo simulation.

xvar

the x term

n_inter

how many intervals needed

check_overlap_text

whether to check overlapping text

Details

More details about centile bucket plots is given in De Bastiani et al. (2022)

Value

A plot displaying the centile skewness and transformed centile kurtosis of the sample or residual of a model.

Note

The bucket plot provides an additional residual diagnostic tool that can be used for fitted model checking, alongside other diagnostic tools, for example worm plots, and Q (and Z) statistics.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

De Bastiani, F., Stasinopoulos, D. M., Rigby, R. A., Heller, G. Z., and Lucas A. (2022) Bucket Plot: A Visual Tool for Skewness and Kurtosis Comparisons. To be published.

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/9780429298547 An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, doi:10.18637/jss.v023.i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/b21973

Stasinopoulos, M. D., Rigby, R. A., and De Bastiani F., (2018) GAMLSS: a distributional regression approach, Statistical Modelling, Vol. 18, pp, 248-273, SAGE Publications Sage India: New Delhi, India.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

wp, Q.stats

Examples

m1 <- gamlss(R~pb(Fl)+pb(A), data=rent, family=GA)
centile_bucket(m1)

centile_bucket_wrap(m1, xvar=rent$A)

Plotting Probabilities Density Functions (pdf's) for GAMLSS

Description

The function family_pdf() takes a GAMLSS family distribution and plots different pdf's according to the specified parameters.

The function fitted_pdf() takes a gamlss fitted object and plots the fitted distributions for specified observations.

The function fitted_pdf_data() it does the same as fitted_pdf() but it adds also the observation values as grey vertical lines.

The function predict_pdf() takes a fitted object and test data and plots the predictive pdf's.

Usage

family_pdf(family = NO(), mu = NULL, sigma = NULL, nu = NULL, tau = NULL, 
         title, from = 0, to = 10, no.points = 201,
         alpha = 0.4, col.fill = hcl.colors(lobs, palette = "viridis"), 
         size.seqment = 1.5, plot.point = TRUE, size.point = 1, 
         plot.line = TRUE, size.line = 0.2, ...)
         
fitted_pdf(model, obs, title, from = 0, to = 10, no.points = 201, alpha = 0.4, 
         col.fill = hcl.colors(lobs, palette = "viridis"), 
         size.seqment = 1.5, plot.point = TRUE, size.point = 1, plot.line = TRUE,
         size.line = 0.2, ...)
         
fitted_pdf_data(model, obs, from, to, ...)         
         
predict_pdf(model, newdata, title, from = 0, to = 10, no.points = 201, 
         alpha = 0.4, col.fill = hcl.colors(lobs, palette = "viridis"), 
         size.seqment = 1.5, plot.point = TRUE, size.point = 1, 
         plot.line = TRUE, size.line = 0.2, ...)

Arguments

family

A GAMLSS family

model

A GAMLSS fitted model

obs

observations to plot fitted distributions

newdata

for test data

mu

the mu parameter value(s)

sigma

the sigma parameter value(s)

nu

the nu parameter value(s)

tau

the tau parameter value(s)

title

a diferent title for the default

from

minimum value for the response

to

maximum value for the response

no.points

number of points (relevant for continuous responses)

alpha

trasparency factor

col.fill

the colour pallet default is hcl.colors(lobs, palette="viridis")

size.seqment

for discrete responses the size of the bars

plot.point

for discrete responses whether to put poits on the top of the bars

size.point

for discrete responses

plot.line

for discrete responses whether to joint the bars with lines

size.line

for discrete responses the size of the joining lines

...

for extra argumnets

Details

The functions family_pdf() and fitted_pdf() are ggplot version of the function pdf.plot() used to plot fitted distributions of GAMLSS family at specified observation values. Note that the range of the response has to be specified using the argument from to.

For discrete fitted distributions maybe increase the value of alpha for clearer plot.

For binomial type of data (discrete response with upper limit) the function family_pdf() takes the argument to as the binomial denominator, For fitted model with binomial type responses the function fitted_pdf() takes the binomial denominator form the fitted model and set the argument to to the maximum of those binomial denominators.

Value

Creates a plot

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

gamlss, resid_density

Examples

###################################
# function fitted_pdf
# continuous variabe
a1 <- gamlss(y~pb(x),sigma.fo=~pb(x), data=abdom, family=LO)
fitted_pdf(a1, obs=c(10,15,20), from=30, to=100)
# count data
p1 <- gamlss(y~pb(x)+qrt, data=aids, family=NBI)
fitted_pdf(p1, obs=c(10:15), from=25, to=130, alpha=.9)
# binomial type
h<-gamlss(y~ward+loglos+year, sigma.formula=~year+ward, family=BB, data=aep) 
fitted_pdf(h, obs=c(10:15),  alpha=.9)
###################################
# function predict_pdf
predict_pdf(a1, newdata=abdom[10:20, ], from=30, to=100)
# count data
predict_pdf(p1, newdata=aids[10:15, ], from=30, to=150)
# binomial
predict_pdf(h, newdata=aep[10:15, ], from=0, to=20)
###################################
# function family_pdf
# continuous
family_pdf(from=-5,to=5, mu=0, sigma=c(.5,1,2))
# count data 
family_pdf(NBI, to=15, mu=1, sigma=c(.5,1,2), alpha=.9, size.seqment = 3)
# binomial type
family_pdf(BB, to=15, mu=.5, sigma=c(.5,1,2),  alpha=.9, , size.seqment = 3)

P-spline smoother

Description

The function fit_PB() fits a P-spline univariate smoother [Eilers and Marx (1996)] to y against the x with prior weights weights.

Usage

fit_PB(x, y, weights, data, xmin, xmax, nseg = 20, 
      lambda = 10, order = 2, degree = 3, max.df = 20, 
      ylim, plot = TRUE, col.ribbon = "pink")

Arguments

x

the explanatory variable

y

the response

weights

possible prior weights (set to one by default)

data

the data frame where x, y and weights are coming from

xmin

the x minimum if different from min(x)

xmax

the x maximum if different from max(x)

nseg

the number of knots

lambda

the smotthing parameter

order

the ordr of the difference

degree

the degree of the piewise polynonmial

max.df

the maximum allowed degress of freedom

ylim

the ylim in the plot

plot

whether to plot the results

col.ribbon

the color in the se of the fitted values

Value

A object Psplines is produced with methods print(), coef() deviance(), fitted(), predict() and resid().

Note

The functionfit_PB() is an engine for getting the maximal correlation between two continuous variables. It can be also used on its own as a smoother.

Author(s)

Mikis Stasinopoulos

References

Eilers, P. H. C. and Marx, B. D. (1996). Flexible smoothing with B-splines and penalties (with comments and rejoinder). Statist. Sci, 11, 89-121.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/9780429298547.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/b21973

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

ACE

Examples

data(abdom)
m1 <- fit_PB(x,y, data=abdom)

Plotting Cumulative Distribution Functions (cdf's) for GAMLSS,

Description

The function family_cdf() takes a GAMLSS family distribution and plots different pdf's according to the specified parameters.

The function fitted_cdf() takes a gamlss fitted object and plots the fitted distributions for specified observations.

The function fitted_cdf_data() is similat to fitted_cdf() but also adds the data points as gray vertical lines.

The function predict_pdf() (NOT IMPLEMENTED YET) takes a fitted object and test data and plots the predictive cdf's.

Usage

fitted_cdf(model, obs, title, from = 0, to = 10, no.points = 201, 
          alpha = 1, size.line = 1.2, 
          col.fill = hcl.colors(lobs, palette = "viridis"), 
          size.seqment = 1.5, size.point = 1, 
          plot.line = TRUE, size.line.disc = 0.2, lower.tail = TRUE, ...)

fitted_cdf_data(model, obs, from, to, ...)

predict_cdf(model, newdata, title, from = 0, to = 10, no.points = 201, 
          alpha = 0.4, size.line = 1.2, 
          col.fill = hcl.colors(lobs, palette = "viridis"), 
          size.seqment = 1.5, plot.point = TRUE, size.point = 1, 
          plot.line = TRUE, size.line.disc = 0.2, lower.tail = TRUE, ...)

family_cdf(family = NO(), mu = NULL, sigma = NULL, nu = NULL, 
         tau = NULL, title, from = 0, to = 10, no.points = 201, 
         alpha = 0.4, size.line = 1.2, col.fill = hcl.colors(lobs, 
         palette = "viridis"), size.seqment = 1.5, plot.point = TRUE,  
         size.point = 1, plot.line = TRUE, lower.tail = TRUE, ...)

Arguments

family

A GAMLSS family

model

A GAMLSS fitted model

obs

observations to plot fitted distributions

newdata

for test data

mu

the mu parameter value(s)

sigma

the sigma parameter value(s)

nu

the nu parameter value(s)

tau

the tau parameter value(s)

title

a diferent title for the default

from

minimum value for the response

to

maximum value for the response

no.points

number of points (relevant for continuous responses)

alpha

trasparency factor

col.fill

the colour pallet default is hcl.colors(lobs, palette="viridis")

size.seqment

for discrete responses the size of the bars

plot.point

for discrete responses whether to put poits on the top of the bars

size.point

for discrete responses

plot.line

for discrete responses whether to joint the bars with lines

size.line.disc

for discrete responses the size of the joining lines

size.line

The size of the lines

lower.tail

if TRUE cdf is plotted if FALSE the survival function

...

for extra argumnets

Details

The functions family_cdf(), fitted_cdf(), and predict_cdf() are function to plot cdf's for a gamlss.family, fitted gamlss model or predictive gamlss model, respectively.

For discrete fitted distributions maybe increase the value of alpha for clearer plot.

For binomial type of data (discrete response with upper limit) the function family_cdf() takes the argument to as the binomial denominator, For fitted model with binomial type responses the function fitted_cdf() takes the binomial denominator form the fitted model and set the argument to to the maximum of those binomial denominators.

Value

Creates a plot

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

gamlss

Examples

# function fitted_cdf
# continuous variabe
a1 <- gamlss(y~pb(x),sigma.fo=~pb(x), data=abdom, family=LO)
fitted_cdf(a1, obs=c(10,15,20), from=30, to=100)
fitted_cdf(a1, obs=c(10,15,20), from=30, to=100, lower.tail=FALSE)
# count data
p1 <- gamlss(y~pb(x)+qrt, data=aids, family=NBI)
fitted_cdf(p1, obs=c(10:15), from=10, to=130, alpha=.9)
fitted_cdf(p1, obs=c(10:15), from=10, to=130, alpha=.9, lower.tail=FALSE)
# binomial type
h<-gamlss(y~ward+loglos+year, sigma.formula=~year+ward, family=BB, data=aep) 
fitted_cdf(h, obs=c(10:15),  alpha=.9)
fitted_cdf(h, obs=c(10:15),  alpha=.9, lower.tail=FALSE)
###################################
# function predict_pdf
predict_cdf(a1, newdata=abdom[c(10,15,20), ], from=30, to=100)
predict_cdf(a1, newdata=abdom[10:20, ], from=30, to=100, lower.tail=FALSE)
# count data
predict_cdf(p1, newdata=aids[10:15, ], from=10, to=150)
predict_cdf(p1, newdata=aids[10:15, ], from=10, to=150, lower.tail=FALSE)
# binomial
predict_cdf(h, newdata=aep[10:15, ], from=0, to=20)
predict_cdf(h, newdata=aep[10:15, ], from=0, to=20, lower.tail=FALSE)
###################################
# function family_cdf
# continuous
family_cdf(from=-5,to=5, mu=0, sigma=c(.5,1,2))
family_cdf(from=-5,to=5, mu=0, sigma=c(.5,1,2), lower.tail=FALSE)
# count data 
family_cdf(NBI, to=15, mu=1, sigma=c(.5,1,2), alpha=.9, size.seqment = 3)
family_cdf(NBI, to=15, mu=1, sigma=c(.5,1,2), alpha=.9, size.seqment = 3, lower.tail=FALSE)
# binomial type
family_cdf(BB, to=15, mu=.5, sigma=c(.5,1,2),  alpha=.9, , size.seqment = 3)
family_cdf(BB, to=15, mu=.5, sigma=c(.5,1,2),  alpha=.9, , size.seqment = 3, lower.tail=FALSE)

Plotting centile (growth) curves

Description

The function fitted_centiles() plots centiles curves for distributions belonging to the GAMLSS family of distributions. The plot is equivalent to the standard plot of gamlss:::centiles() without a legend.

The function fitted_centiles_legend() plots centiles curves for distributions belonging to the GAMLSS family of distributions and it is equivalent to the standard plot of gamlss:::centiles() with a legend. The function is slower than fitted_centiles() since in order to plot the legend the data have to expanded.

The function model_centiles() plots centile curves for more than one model. There is no equivalent plot in the original GAMLSS centile plots but it perform the same function as gamlss:::centiles.com() which compares centiles from different models.

Usage

fitted_centiles(obj, xvar, 
               cent = c(99.4, 98, 90, 75, 50, 25, 10, 2, 0.4), 
               points = TRUE, point.col = "gray", 
               point.size = 1, line.size = 0.8, 
               line.col = hcl.colors(lc, palette = "Dark 2"), 
               line.type = rep(1, length(cent)),
               xlab = NULL, ylab = NULL, title, ...)
               
fitted_centiles_legend(obj, xvar, 
               cent = c(99.4, 98, 90, 75, 50, 25, 10, 2, 0.4),   
               points = TRUE, point.col = "gray", point.size = 1, 
               line.size = 0.8, line.col = hcl.colors(ncent, 
               palette = "Dark 2"), line.type = rep(1, length(cent)),               
               show.legend = TRUE, save.data = FALSE, title, 
               xlab = NULL, ylab = NULL, ...)               

model_centiles(obj, ..., cent = c(97, 90, 75, 50, 25, 10, 3), 
               xvar, xlab = "age", points = TRUE, 
               point.col = gray(0.8), 
               point.size = 0.05, line.size = 0.7, 
               line.col = hcl.colors(ncent,palette = "Dark 2"), 
               ncol = 2, nrow = ceiling(nnames/ncol),  in.one = FALSE,
               title)

Arguments

obj

a fitted gamlss object

xvar

the (unique) explanatory variable

cent

a vector with elements the % centile values for which the centile curves have to be evaluated (note that the order is from the highest to the lowest so legend and the plots are maching)

points

whether to plot the points (TRUE) of the data or not (FALSE)

point.col

the colour of the points

point.size

the zize of the points

line.size

the sized of the centile lines

line.col

the colour of the centile lines

line.type

the type of line (different types of lines for each centile are working with fitted_centiles_legend)

xlab

the label of the x-axis variable

ylab

the label of the resposnse variable

in.one

whether the model_centile plot should be one or multiple

title

the title if need it otherwise a dfault title is pronted

show.legend

whether to show the legend

save.data

whether to save the data.frame of the plot

nrow

the number of rows in the model_centiles() plot

ncol

the number of columns in the model_centiles() plot

...

for extra arguments for fitted_centiles(), and fitted_centiles.legend() and extra models for model_centiles()

Details

Centiles are calculated using the fitted values in obj and xvar must correspond exactly to the predictor in obj to plot correctly.

Value

A plot is created

Warning

This function is appropriate only when one continuous explanatory variable is fitted in the model

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda de Bastiani

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

centiles

Examples

data(abdom)
h<-gamlss(y~pb(x), sigma.formula=~pb(x), family=BCTo, data=abdom) 
h1 <- gamlss(y~pb(x), sigma.formula=~pb(x), family=LO, data=abdom) 
fitted_centiles(h)
fitted_centiles_legend(h)
model_centiles(h, h1)

Plotting the deviance increment of GAMLSS

Description

There are two plotting function here:

i) fitted_devianceIncr() plots the fitted model deviance components. This is useful for identifying observations with unusual y-values (given the current fitted distribution).

iii) model_devianceIncr_diff plots the difference of deviance increments from two fitted GAMLSS model. This function is useful if the GAIC and the residuals contradict each other. For example the GAIC is better for model 1 but the residuals look lot better for model 2. This can happens if the two distributions are better suited to fit different parts of the response distribution i.e. one model fits the center better but the other fits the tail better.

Usage

fitted_devianceIncr(obj, plot = TRUE, title, quan.val = 0.99,
         annotate = TRUE, line.col = "steelblue4", 
         point.col = "darkblue", annot.col = "white",
         newdata = NULL)
         

model_devianceIncr_diff(model1, model2, against = "index", 
         tol = 20, data, newdata)

Arguments

obj

a GAMLSS fitted object

plot

whether to create just the plot or save also the values with high deviance increment

title

a tittle if needed it.

quan.val

The quantile values of the deviance increment from which the obsrevrvarion should be identify

annotate

whether to plot the quantile values above in the plot.

line.col

the colour of the line

point.col

the colour of the points

annot.col

the colour of the annotation for the deviance increment plot

model1

The first fitted GAMLSS model

model2

The second fitted GAMLSS model

against

you can plot the deviance increment an index, the response or an x-variable

tol

if the absolute value of deviance increment exceeds the tol the number of the observation is plotted

data

The data if can not be found from model1

newdata

evaluates the function in new data

Details

The functions are diagnostic tools to check unusual observations in the response.

Value

return a plot

Author(s)

Mikis Stasinopulos, Rober Rigby and Fernanda de Bastiani

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

gamlss

Examples

m1 <- gamlss(R~pb(Fl)+pb(A)+H+loc, data=rent, family=GA )
m2 <- gamlss(R~pb(Fl)+pb(A)+H+loc, data=rent, family=NO )
fitted_devianceIncr(m1)
model_devianceIncr_diff(m1,m2, against="Fl")

Plot of the linear leverage of a GAMLSS model

Description

This is plot of the "linear" leverage of a GAMLSS fitted model. By linear we mean the leverage (hat-values) we would have obtain in all the explanatory variables for all distribution parameters where put together and used to fit a linear model to the response. The "linear" leverage is them the hat-values obtained by fitting this simple linear model. Hopefully the "linear" leverage can indicate observations with extreme values in the x's. Note that observations with hight linear leverage may not be influential in the GAMLSS fitting especially if the x-variables are fitted using smoothers.

Usage

fitted_leverage(obj, plot = TRUE, title, quan.val = 0.99, 
          annotate = TRUE, line.col = "steelblue4", 
          point.col = "steelblue4", annot.col = "darkred")

Arguments

obj

A GAMLSS fitted model

plot

whether to plot ot not

title

for different title than the default

quan.val

which quantile value of the leverage should be taked to indicate the observation values

annotate

whether to annotate the extreme levarages

line.col

the colour of the lines

point.col

the colout of the points

annot.col

the colour used for annotation

Value

Returns a plot of the linear leverage against index.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

gamlss

Examples

m1 <- gamlss(R~pb(Fl)+pb(A)+loc+H, data=rent, family=GA)
fitted_leverage(m1)

Plotting fitted additive terms

Description

The function fitted_terms() is doing what the function term.plot() is doing for GAMLSS models but it uses ggplot2 package. The function pe_terms() is synonymous to fitted_terms() in the package gamlss.

Usage

fitted_terms(object, 
          what = c("mu", "sigma", "nu", "tau"), 
          parameter = NULL, data = NULL, terms = NULL,
          envir = environment(formula(object)), 
          partial = FALSE, rug = FALSE, rug.sides = "b", 
          rug.col = "gray",  alpha = 0.2, 
          ylim = c("common", "free"), xlabs = NULL, 
          ylabs = NULL, main = NULL, term.col = "darkred", 
          resid.col = "lightblue", resid.alpha = 0.8, 
          resid.size = 1, nrow = NULL, ncol = NULL, 
          plots.per.page = 9, one.by.one = FALSE, 
          surface.gam = FALSE, polys = NULL, 
          polys.scheme = "topo", col.ribbon = "darksalmon",
          col.shaded = "gray", ...)

pe_terms(object, 
          what = c("mu", "sigma", "nu", "tau"), 
          parameter = NULL, data = NULL, terms = NULL,
          envir = environment(formula(object)), 
          partial = FALSE, rug = FALSE, rug.sides = "b", 
          rug.col = "gray",  alpha = 0.2, 
          ylim = c("common", "free"), xlabs = NULL, 
          ylabs = NULL, main = NULL, term.col = "darkred", 
          resid.col = "lightblue", resid.alpha = 0.8, 
          resid.size = 1, nrow = NULL, ncol = NULL, 
          plots.per.page = 9, one.by.one = FALSE, 
          surface.gam = FALSE, polys = NULL, 
          polys.scheme = "topo", col.ribbon = "darksalmon",
          col.shaded = "gray", ...)

Arguments

object

a gamlss fitted model

what

which distribution parameters, i.e. "mu"

parameter

which distribution parameters (equivalent to what)

data

data frame in which variables in object can be found

terms

which terms to plot (default NULL means all terms); a vector passed to lpred(..., type = "terms", terms =*)

envir

environment in which variables in object can be found

partial

logical; should partial residuals be plotted?

rug

add rug plots to the axes

rug.sides

which side the rug "b"=bottom

rug.col

the colour for the rug

alpha

the alpha for the shade

ylim

there are two options here a) "common" and b) "free". The "common"" option plots all figures with the same ylim range and therefore allows the viewer to check the relative contribution of each terms compate to the rest. In the ‘free’ option the limits are computed for each plot seperatly.

xlabs

the x label

ylabs

the y label

main

title NOT WORKING

term.col

the colour of the line for term

resid.col

the colour of the partial residuals

resid.alpha

The alpha for the partial residuals

resid.size

the size of the partial residuals

nrow

the number or rows in a mupliple plot

ncol

the number of rows in a mupliple plot

plots.per.page

the number of plots per page in multiple plots

one.by.one

whether to plot the terms one by one

surface.gam

whether to use surface plot if a ga() term is fitted

polys

for GRMF models

polys.scheme

The polygone information file for MRF models

col.ribbon

he colour of the ribbon

col.shaded

he colour of the shaded area

...

for extra argument

Value

A multiple plot

Author(s)

Mikis Stasinopoulos

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

term.plot

Examples

data(aids)
a <- gamlss(y ~ pb(x) + qrt, data = aids, family = NBI)
fitted_terms(a, pages = 1)

Supporting histSmo()

Description

This function helps to plot density estimates created by the histSmo() function.

Usage

histSmo_plot(x, col_fill_bar = gray(0.5), col_bar = "pink", 
        col_line = "darkblue", width_line = 1, title, xlabel)

Arguments

x

a histSmo object

col_fill_bar

The fill colour of the bars

col_bar

the colour of the border of thebars

col_line

the colour of the lines

width_line

the width of the lines

title

title if needed

xlabel

x axis lable if needed.

Details

This function supports histSmo().

Value

A plot

Author(s)

Mikis Stasinopulos, Rober Rigby and Fernanda de Bastiani

References

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

histSmo

Examples

a1 <-histSmo(abdom$y)
gg1 <-histSmo_plot(a1)
gg1

Plotting GAIC for GAMLSS models

Description

The function model_GAIC() is similar to the function GAIC.scaled() of the package gamlss. It produces, [for a given set of different fitted models or for a table produced by chooseDist()], the scaled Akaike values (see Burnham and Anderson (2002) section 2.9 for a similar concept of the GAIC weights. The plot of the GAIC's should not be interpreted as posterior probabilities of models given the data but can be used for model selection purpose since they produce a scaled ranking of the model using their relative importance i.e. from the worst to the best model.

The function model_GAIC_lollipop() is almost identical to model_GAIC() but the result is a lollipop plot.

Usage

model_GAIC(object, ..., k = 2, c = FALSE, plot = TRUE, 
       which = 1, diff.dev = 1000, text.to.show = NULL, 
       col = "rosybrown", width = 0.9, horiz = TRUE,
       scale = c("[0,1]","[max,min]"), title)

model_GAIC_lollipop(object, ..., k = 2, c = FALSE, plot = TRUE, 
         which = 1, diff.dev = 1000, text.to.show = NULL, 
         col = "skyblue", col.point = "blue", pch.point = 19, 
         width = 0.9, horiz = TRUE, 
         scale = c("[0,1]", "[max,min]"), order.val = TRUE, title)

Arguments

object

a set of gamlss fitted model(s) or a matrix table produced by chooseDist().

...

it allows several GAMLSS object to be compared using a GAIC

k

the penalty with default k=2

c

whether the corrected AIC, i.e. AICc, should be used, note that it applies only when k=2

plot

whether to plot with default equal TRUE

which

which column of GAIC table to plot

diff.dev

this argument applies only a matrix table produced by chooseDist() and prevents models with a difference in deviance greater than diff.dev from the ‘best’ model to be considered (or plotted).

text.to.show

if NULL, model_GAIC() shows the model names otherwise the character in this list (the length of which should be equal to the length of models)

col

The colour of the bars (or lines. in the lollipop)

col.point

The colour of the points in the lollipop

pch.point

The points character in the lollipop

width

the width of the bars

horiz

whether to plot the bars horizontally (default) or vertically

scale

the scale of the plot, "[0,1]" plots the AIC's from the worst to the best models in a scale from [0,1]. "[max,min]" plots the AIC's from the worst model to the best model but in the original scale of the AIC's

title

if different title is needed

order.val

whether to order the models from the best to the worst

Details

The option allow the AIC to be plotted from worst to best on a [0,1][0,1] scale using the formula i.e. (AICwAICm)/(AICwAICb))(AIC_w-AIC_m)/(AIC_w-AIC_b)) where the AICwAIC_w and AICbAIC_b are the worst and best AIC, respectively, and AICmAIC_m is the AIC of the current model. If the option scale is set to[max,min] the difference (AICwAICm)(AIC_w-AIC_m) is plotted.

Value

It returns a bar plot using package ggplot2.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Burnham K. P. and Anderson D. R (2002). Model Selection and Multimodel Inference A Practical Information-Theoretic Approach, Second Edition, Springer-Verlag New York, Inc.

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

GAIC.scaled

Examples

data(abdom)
m1 <- gamlss(y~x, family=NO, data=abdom)
m2 <- gamlss(y~x, sigma.fo=~x, family=NO, data=abdom)
m3 <- gamlss(y~pb(x), sigma.fo=~x, family=NO, data=abdom)
m4 <- gamlss(y~pb(x), sigma.fo=~pb(x), family=NO, data=abdom)

model_GAIC(m1,m2, m3, m4)

MT <- chooseDist(m3)
model_GAIC(MT)
model_GAIC(MT, which=2)
model_GAIC_lollipop(m1,m2, m3, m4)

Plotting residuals using PCA

Description

The function model_pca() plots several GAMLSS residuals using Principal Component Analysis.

Usage

model_pca(obj, ..., scale = TRUE, arrow_size = 1.5)

Arguments

obj

A gamlss object

...

for extra GAMLSS models

scale

whether to scale the residuals

arrow_size

the arrow sizw in the biplot

Details

The function model_pca() plot a biplot() plot of the residuals from different models. It uses Principal Component Analysis in the residuals of different models and plots the resuls.

Value

A biplot of the first two components is plotted.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

gamlss, resid_index

Examples

m1 <- gamlss(y~x, data=abdom)
m2 <- gamlss(y~pb(x), data=abdom)
m3 <- gamlss(y~pb(x), sigma.fo=~pb(x), data=abdom)
model_pca(m1,m2,m3)

Moment bucket plot

Description

A bucket plot is a graphical way to check the skewness and kurtosis of a continuous variable or the residuals of a fitted GAMLSS model. It plots the transformed moment skewness and transformed moment kurtosis of the variable (or residuals) together with a cloud of points obtained using a non-parametric bootstrap from the original variable (or residuals). It also provides a graphical way of performing the Jarque-Bera test (JarqueandBera,1980).

There are two function here:

i) moment_bucket() for a single bucket plot. Note that model_mom_bucket() and moment_bucket() are synonymous.

ii) moment_bucket_wrap() for multiple bucket plots cut according to terms in the model.

Usage

moment_bucket(x, ..., weights = NULL, no_bootstrap = 99, 
           col_bootstrap = hcl.colors(length.obj, palette = "Set 2"), 
           alpha_bootstrap = 1, text_to_show = NULL, 
           cex_text = 5, col_text = "black", colour_bucket = FALSE, 
           line_width = 0.5, col_JB_test = gray(.7), alpha_JB_test = .1)
           
model_mom_bucket(x, ..., weights = NULL, no_bootstrap = 99, 
          col_bootstrap = hcl.colors(length.obj, palette = "Set 2"), 
          alpha_bootstrap = 1, text_to_show = NULL, 
          cex_text = 5, col_text = "black", colour_bucket = FALSE, 
          line_width = 0.5, col_JB_test = gray(.7), alpha_JB_test = .1)           
           
moment_bucket_wrap(x, ..., weights = NULL, xvar = NULL, n_inter = 4,
          no_bootstrap = 99, 
          col_bootstrap = hcl.colors(length.obj, palette = "Set 2"), 
          alpha_bootstrap = 1, text_to_show = NULL, 
          check_overlap_text = FALSE, cex_text = 5, 
          col_text = "black", colour_bucket = FALSE,
          col_JB_test = gray(.7), alpha_JB_test = .1)

Arguments

x

x should be a continuous vector of a GAMLSS fitted model.

...

this for more that one continuous vectors or fitted models

weights

if priors weights are needed

no_bootstrap

the number of bootstrap samples for the cloud around the point of skewness and kurtosis.

col_bootstrap

The colour of the bootstrap samples

alpha_bootstrap

The transparency parameter of the bootstrap samples.

text_to_show

what text to show in the plots, default the names of vectors ot models

cex_text

the character size of the text

col_text

the colour of the text

colour_bucket

whether colour or gray lines in the bucket

line_width

the line width

xvar

the x term

n_inter

how many intervals needed

check_overlap_text

whether to check overlapping text

col_JB_test

the colour for the Jarque-Bera test

alpha_JB_test

the transparency constant for the Jarque-Bera test

Value

A plot displaying the transformed moment skewness and transformed moment kurtosis of the sample or residual of a model.

Note

The bucket plot provides an additional residual diagnostic tool that can be used for fitted model checking, alongside other diagnostic tools, for example worm plots, and Q (and Z) statistics.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

De Bastiani, F., Stasinopoulos, D. M., Rigby, R. A., Heller, G. Z., and Lucas A. (2022) Bucket Plot: A Visual Tool for Skewness and Kurtosis Comparisons. To be published.

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/9780429298547 An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, doi:10.18637/jss.v023.i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/b21973

Stasinopoulos, M. D., Rigby, R. A., and De Bastiani F., (2018) GAMLSS: a distributional regression approach, Statistical Modelling, Vol. 18, pp, 248-273, SAGE Publications Sage India: New Delhi, India.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

wp, Q.stats

Examples

m1 <- gamlss(R~pb(Fl)+pb(A), data=rent, family=GA)
moment_bucket(m1)
moment_bucket_wrap(m1, xvar=rent$A)

Functions to create the background for the bucket plots

Description

The functions plot the moment transformed skewness and moment transformed kurtosis of five important 4-parameter distributions in GAMLSS.

Usage

moment_gray_half(legend = FALSE)

moment_gray_both(line_width = 1)

moment_colour_half(legend = TRUE)

moment_colour_both(legend = TRUE, line_width = 1)

centile_colour_half(type = c("tail", "central"), legend = TRUE, 
                   line_width = 1)

centile_colour_both(type = c("tail", "central"), legend = TRUE, 
                   line_width = 1)

centile_gray_both(type = c("tail", "central"), legend = TRUE, 
                  line_width = 0.5)

Arguments

legend

whether legend is required

line_width

line width

type

whether to plot ‘tail’ or ‘central’ skewness and kurtosis.

Details

The functions are described in Rigby et al (2019)

Value

A plot is created.

Note

The functions are use by the bucket plot function model_mom_bucket() to create the background of the bucket plots.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda de Bastiani

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/9780429298547 An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, doi:10.18637/jss.v023.i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/b21973

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

momentSK, centileSK

Examples

moment_gray_half()
moment_gray_both()
moment_colour_half()
moment_colour_both()

centile_colour_both()
centile_gray_both()
centile_colour_half()

Plotting the fitted path of a PCR model.

Description

This function is similar to the function plot.PCR() which is used to plot the path of a fitted principal componet regression model, fitted using the function fitPCR() of the package gamlss.foreach.

Usage

pcr_coef_path(x, legend=FALSE, plot=TRUE)

pcr_path(x, parameter = c("mu", "sigma", "nu", "tau"),
          legend = FALSE, plot = TRUE)

Arguments

x

a fitted PCR object (or a fitted GAMLSS object for function pcr_path(

legend

whether legent is needed

plot

whether to plot the path

parameter

which GAMLSS parameter, between "mu", "sigma", "nu", "tau"

Value

A gg-plot.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

plot.PCR

Examples

library(gamlss.foreach)
library(glmnet)
library(ggplot2)
data(QuickStartExample)
attach(QuickStartExample)
hist(y, main="(a)")
if (is.null(rownames(x))) 
  colnames(x) <- paste0("X", seq(1:dim(x)[2]))
# fitting
MM<- fitPCR(x,y, k=log(100))
pp<-pcr_coef_path(MM)
pp+ ggplot2::geom_vline(xintercept = MM$pc, colour = "gray") 
# using gamlss
m1 <- gamlss(y~pcr(x=x))
pcr_path(m1)

Partial Effect of a term on the parameters and predictors

Description

The function pe_param() is similar to the function getPEF() of the gamlss package. It plot the partial effect that a particular term has one of the parameters of the distribution or its predictor eta. The function pe2_param() is build for partial effects from two terms and it is suitable to display first order interactions.

Usage

pe_param(obj = NULL, term = NULL, data = NULL, n.points = 100, 
               parameter = c("mu", "sigma", "nu", "tau"), 
               type = c("parameter", "eta"), scenario = list(),  
               how = c("median", "last", "fixed"),
               col = "darkblue", linewidth = 1.3, name.obj = NULL,
               rug.plot = TRUE, rug.col = "gray", rug.size = 0.5,  
               data.plot = FALSE, data.col = "lightblue", 
               data.size = 0.1, factor.size = 15,
               data.alpha = 0.9, bins = 30, 
               filled = FALSE, ylim = NULL,
                    title) 

pe_1_param(obj = NULL, term = NULL, data = NULL, n.points = 100,  
                parameter = c("mu", "sigma", "nu", "tau"), 
                type = c("parameter", "eta"),
                how = c("median", "last", "fixed"),
                scale.from = c("mean", "median", "none"),
                scenario = list(), col = "darkblue", linewidth = 1.3,
                name.obj = NULL, data.plot = FALSE, 
                data.col = "lightblue",data.size = 0.1,
                data.alpha = 0.9, rug.plot = TRUE, rug.col = "gray",
                rug.size = 0.5, factor.size = 15,
                ylim = NULL, title) 

pe_2_param(obj = NULL, terms = NULL, data = NULL, n.points = 100, 
                parameter = c("mu", "sigma", "nu", "tau"), 
                type = c("parameter", "eta"),
                how = c("median", "last", "fixed"),
                scenario = list(), col = "darkblue",
                linewidth = 1.3, data.plot = TRUE,
                data.col = "lightblue", data.size = 0.1,
                data.alpha = 0.9,bins = 30, 
                filled = FALSE, name.obj = NULL, title) 

pe_param_grid(model, terms, maxcol = 2, maxrow = 3, ylim=NULL, ...)

Arguments

obj

a GAMLSS fitted object

model

a GAMLSS fitted model

term

the model term we want to investigate can be one i.e. "Fl" or two c("Fl", "A")

terms

a list of model terms for example list(c("Fl","A"), "H", "loc" ))

data

the data frame used otherwise it takes it from the fitted model

n.points

the number of points for the evaluation of the term

parameter

the distribution parameter in which the term is fitted

type

here you specify or the distribution parameter i.e "parameter" or its prediction, "eta"

how

how to set all the other terms in the model

scenario

this can be a list of values for the rest of the terms in the model for the distribution parameter

plot

whether to plot the result

col

the colour of the partial effect of the term

linewidth

the size of the line of partial effect of the term

bins

the number of binds for the contour plot

filled

whether to display the values in the contour

title

the title if different from the default

name.obj

this is a way to pass the name of the object

maxcol

the maximum columns in the grid plot

maxrow

the maximum rowss in the grid plot

data.plot

whether to plot the data

rug.plot

whether to print the rug bellow the figure

rug.size

the size of the rug

rug.col

the colour of the rug

data.col

the color of the data points

data.size

the size of the data points

data.alpha

the trnsparance constant of the data points

factor.size

the size of the symbol if a factor is plotted

ylim

if a common y limit is required

scale.from

whethet to substact from the mean the median or from zero

...

for passing argument from the function pe_param_grid to the function pe_param

Details

The functions pe_param() and pe_param_grid() can be used to help the use the interpretation of a GAMLSS model. The functions pe_param() provides the partial effect of one or two terms of a specified parameter of the distribution while the rest of the terms in the model are set on specific values or scenarios. The function pe_param() calls pe_1param() if the argument terms is one i.e. "Fl" or the function pe_2param() if the terms are two i.e. c("Fl"","A"). The pe_param_grid() plots multiple plots specified by the list used in the term argument.

Similar functions are pe_quantile() and pe_moment().

Value

It is plotting the partial effect or is producing the resulting function

Author(s)

Mikis Stasinopulos, Rober Rigby and Fernanda de Bastiani

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

getPEF

Examples

m1 <- gamlss(R~pb(Fl)+pb(A)+loc+H, data=rent, gamily=GA)
pe_param(m1, "A")
pe_param(m1, c("Fl","A"), filled=TRUE)
pe_param_grid(m1, list(c("Fl","A"), c("H","loc")), filled=TRUE)
# the terms are additive no interaction

Partial Effect of a term on the response distribution

Description

The function pe_pdf() plots the partial effect that a specified term has on the distribution of the response.

The function pe_pdf_grid() plot multiple plots on the same page.

Usage

pe_pdf(obj = NULL, term = NULL,  from = NULL, to = NULL,
          y.grid.points = 100, x.grid.points = 10, x.values,
          data = NULL, scale = NULL, how = c("median", "last"), 
          scenario = list(), linewidth = 0.1, horizontal = TRUE, 
          col.fill = hcl.colors(lqq, palette = "viridis"), 
          alpha = 0.6, xlim = NULL, title)
      
pe_pdf_grid(model, terms, maxcol = 2, maxrow = 3, ...)

Arguments

obj, model

A GAMLSS object

term

The model term

terms

The model terms, more than one for pe_pdf_grid().

from

start from

to

end to

y.grid.points

in how many points the pdf should be evaluates

x.grid.points

in how namy points the terms should be plotted

x.values

possible x values

data

The data used for modelling

scale

This is a very importnat value for plotting correctly the fitted distrutions. If the defaul values it is not working please try different values

how

How to fixed the rest of the variables. For continuous oit takes the median fot factor the level with the highest frequency.

scenario

Alternatively scenatio for fixing the values.

linewidth

the size of the pdf line

horizontal

whether to plot the partial pdf on the x-axis and the x on the y-axix or opposite

col.fill

how to fill the pdf body

alpha

the transparency factor

xlim

the limits for plotting x-axis

title

whether to use a different tittle from the default one

maxcol

maximum of colomns in the grid for pe_pdf_grid()

maxrow

maximum of rows on the grid for pe_pdf_grid()

...

extra argument to be passed form pe_pdf() to pe_pdf_grid()

Details

The function pe_pdf() is one of the function design to help the use to interpret the GAMLSS model. Provides the partial effect that one of the continuous terms has on distribution of the response while the rest of the variables in the model are set on specific values or scenarios. Others similar functions are pe_param(), pe_moment() and pe_quantile().

Value

A plot of the conditional distribution given the term

Author(s)

Mikis Stasinopulos, Rober Rigby and Fernanda de Bastiani

References

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

pe_param

Examples

m1 <- gamlss(R~pb(Fl)+pb(A)+loc+H, data=rent, gamily=GA)
pe_pdf(m1, "A")
pe_pdf(m1, "A")
pe_pdf(m1, "A", horizontal=FALSE)
pe_pdf_grid(m1, c("Fl", "A", "H", "loc"))

Plotting the profile deviance of one fitted term

Description

Plotting the profile deviance of a fitted term in GAMLSS

Usage

prof_term(model = NULL, criterion = c("GD", "GAIC"), 
      penalty = 2.5,  from = NULL, to = NULL, 
      step = NULL, length = 7, xlabel = NULL, plot = TRUE, 
      perc = 95, start.prev = TRUE, line.col = "darkgreen", 
      dash.line.type = 3, dash.line.size = 0.8, text.size = 5, title)

Arguments

model

a GAMLSS fitted model

criterion

whether Global deviance or GAIC

penalty

the penalty k for GAIC

from

start from

to

finish at

step

using step

length

if the step is left NULL then length is considered for evaluating the grid for the parameter. It has a default value of 11.

xlabel

if a x label is required

plot

whether tto plot the function

perc

what percentage confidence interval is required

start.prev

whether to start from the previous fitted model parameters values or not (default is TRUE)

line.col

the colour of the plotting line

dash.line.type

the type of verical dash line for CI's

dash.line.size

The size of the dash lines

text.size

the size of text

title

the title

Details

This function is the ggplot2 version of the original prof.term() function.

Value

creates a plot

Author(s)

Mikis Stasinopoulos

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

prof.term

Examples

data(aids)
# fitting a linear model
gamlss(y~x+qrt,family=NBI,data=aids)
# testing the linear beta parameter
mod<-quote(gamlss(y ~ offset(this * x) + qrt, data = aids, family = NBI))
prof_term(mod, from = .06, to=0.13)

Density of the residuals in a GAMLLSS model

Description

The function resid_density() plots an histogram and a density estimator of the normalised quantile residuals from a fitted GAMLSS model. The function model_density() plots density estimators of the normalised quantile residuals from more than one fitted GAMLSS models.

Usage

resid_density(obj, resid, hist.col = "black", hist.fill = "white", 
              dens.fill = "#FF6666", title)
model_density(obj, ..., title)

Arguments

obj

The function needs a GAMLSS fitted model or

resid

any standarised residual

hist.col

The colour of the border of the histogram

hist.fill

The colout of the hisogram

dens.fill

the colour of the desnsity

title

A title if needed

...

extra GAMLSS models

Details

This function resid_density() is a denity plot (similar to of the four plots produded when the plotting function plot.gamlss() is used within the gamlss package. I uses plotting function from the ggplot2 package.

Value

A density plot of the residuals is produced.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

plot.gamlss

Examples

data(abdom)
a<-gamlss(y~pb(x),family=LO,data=abdom)
b<-gamlss(y~pb(x),family=NO,data=abdom)
resid_density(a)
model_density(a,b)

Detrended Transformed Owen's Plot and ECDF for the residuals

Description

The function resid_dtop() provides single de-trended transformed Owen's plot, Owen (1995), for a GAMLSS fitted objects or any other residual vector (suitable standardised). This is a diagnostic tool for checking whether the normalised quantile residuals are coming from a normal distribution or not. This could be true if the horizontal line is within the confidence intervals.

The function resid_ecdf() provides the empirical cumulative distribution function of the residuals.

The function y_ecdf() provides the empirical cumulative distribution function of any numerical vector y.

Usage

resid_dtop(obj, resid, type = c("Owen", "JW"), conf.level = c("95", "99"),
           value = 2, points.col = "steelblue4",
           check_overlap = TRUE,  title, ylim, ...)
           
resid_ecdf(obj, resid, type = c("Owen", "JW"), conf.level = c("95", "99"), 
           value = 2, points.col = "steelblue4", 
           check_overlap = TRUE,  show.outliers = TRUE, title, ...)
           
y_ecdf(y, type = c("Owen", "JW"), conf.level = c("95", "99"), value = 2, 
           points.col = "steelblue4", check_overlap = TRUE, 
           show.outliers = FALSE, from, to, title, ...)

Arguments

obj

A GAMLSS fitted model

resid

if the object is not specified the residual vector can be given here

y

a numeric vector

type

whether to use Owen (1995) or Jager and Wellner (2004) approximate formula

conf.level

95% (default) or 99% percent confidence interval for the plots

value

cut of point for large residuals

points.col

the colour of the points in the plot

check_overlap

to check for overlap when plotting the observation numbers

title

required title

show.outliers

whether to shoe the number of an outlier obsrvation

ylim

if the y limit should be different from the default max(y)+.1

from

where to start the ecdf

to

where to finish the ecdf

...

further arguments

Value

A ggplot is generated

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda de Bastiani

References

Jager, L. and Wellner, J. A (2004) A new goodness of fit test: the reversed Berk-Jones statistic, University of Washington, Department of Statistics, Technical report 443.

Owen A. B. (1995) Nonparametric Confidence Bands for a Distribution Function. Journal of the American Statistical Association Vol. 90, No 430, pp. 516-521.

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, 1-38.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

resid_wp

Examples

library(ggplot2)
data(abdom)
a<-gamlss(y~pb(x),sigma.fo=~pb(x,1),family=LO,data=abdom)
resid_dtop(a)
resid_ecdf(a)+ stat_function(fun = pNO, args=list(mu=0, sigma=1)) 
# create a gamma distributed random variable
y <- rGA(1000, mu=3, sigma=1)
gp<- y_ecdf(y)
gp + stat_function(fun = pGA, args=list(mu=3, sigma=1))

A residual plots

Description

The function resid_index() is plotting the residuals of a GAMLSS fitted model (or any other suitable standardised residual) against the observation number index.

The function resid_mu() plots the residuals against fitted values for mu.

The function resid_median() plots the residuals against fitted median values.

The function resid_param() plots the residuals against any of the GAMLSS fitted parameters, mu, sigma, nu, or tau.

The function resid_quantile() plots the residuals against any fitted quantile.

The function resid_xvar() plots the residuals against an explanatory term.

The function resid_plots() produces a plot similar to the one that the function plot() produce for a GAMLSS model in package gamlss. This is, four plots: a) resid_index()(b) resid_mu(), (c) resid_density() and (d) resid_qqplot().

Residuals above (or below) certain specified value are identified.

Usage

resid_index(obj, resid, plot = TRUE, value = 2, title, annotate = TRUE, 
           no.lines = FALSE)
           
resid_mu(obj, resid, plot = TRUE, value = 2, title, annotate = TRUE)

resid_median(obj, resid, plot = TRUE, value = 3, title, 
            annotate = TRUE)

resid_param(obj, param = c("mu", "sigma", "nu", "tau"), title, 
            line.col = "darkred", point.col = "steelblue4", 
            point.shape = 20)            

resid_quantile(obj, quantile = 0.5, title, newdata, 
            line.col = "darkred", point.col = "steelblue4", 
            point.shape = 20)
            
resid_plots(obj, theme = c("original", "ts", "new", "ecdf"), value = 3)

resid_xvar(obj, xvar, plot = TRUE, value = 2, title, annotate = TRUE)

Arguments

obj

a GAMLSS object

resid

or any other suitable standardised residual vector.

xvar

a continuous explanatory variable

plot

whether to plot the result

param

which GAMLSS parameter mu, sigma, nu, or tau

value

the cut off value for the identification of very large or very small residuals

annotate

whether the threshold annotation should appear or not

line.col

the colour of the line

point.col

the colour of the points

point.shape

the shape of the points

title

a title of the plot if needed

theme

what type of plots should resid_plots() used : "original" is like using plot.gamlss(), "ts" is like using plot.gamlss(,ts="TRUE") (not implemented yet), "new" it uses (a) resid_index(), (b) resid_density(), (c) resid_wp() and (d) resid_dtop().

no.lines

this option allows to hide the horizontal lines so the resulting gg-plot can be used later with say facet_wrap() see example

newdata

whether the evaluation should be in newdata or the old data points

quantile

which quantile? default the median (0.50).

Value

A plot of the residuals is returned.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC, doi:10.1201/9780429298547. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, doi:10.18637/jss.v023.i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. doi:10.1201/b21973

Stasinopoulos, M. D., Rigby, R. A., and De Bastiani F., (2018) GAMLSS: a distributional regression approach, Statistical Modelling, Vol. 18, pp, 248-273, SAGE Publications Sage India: New Delhi, India.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

gamlss, plot.gamlss

Examples

library(ggplot2)
data(rent)
r1<-gamlss(R~pb(Fl)+pb(A)+H+loc,family=GA,data=rent)
resid_index(r1)
resid_mu(r1)
resid_median(r1)
resid_param(r1)
resid_quantile(r1)
resid_xvar(r1, A)
resid_plots(r1)
resid_index(r1, no.lines=TRUE)+facet_wrap(~ cut_number(rent$A, 6))

QQ-plot of the residuals of a GAMLSS model

Description

The function resid_qqplot() produces a single QQ-plot of the residuals from a fitted GAMLSS model or any other model with suitable standardised residuals.

The function add_resid_qqplot() takes a QQ-plot created by resid_qqplot() and adds another QQ-plot from a different fitted model.

The function model_resid_qqplots() takes different fitted models and creates QQ-plots for all fitted models.

Usage

resid_qqplot(obj, resid, value = 3, points.col = "steelblue4", 
              line.col = "darkgray", check_overlap = TRUE, title)
              
add_resid_qqplot(gg, obj, value = 3, points.col = "sienna",
             line.col = "darkgray", check_overlap = TRUE, title)  
             
model_qqplot(obj, ..., line.col = "steelblue4", title)

Arguments

obj

A GAMLLS fitted model or

resid

any other residual suitable standardised.

gg

a ggplot

value

A cut off value to identify large or small residuals

points.col

the colout of the points in the plot

line.col

the colout of the line in the plot

check_overlap

if observations are identify this reduvce the cluterring

title

a title if needed it

...

extra GAMLSS models

Details

This is a stanard QQ-plot but with the advadance of able to identify large or samll residuals

Value

A QQ-plotbis created

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

plot.gamlss

Examples

data(abdom)
a<-gamlss(y~pb(x),family=LO,data=abdom)
b<-gamlss(y~pb(x),family=NO,data=abdom)
gg <- resid_qqplot(a)
add_resid_qqplot(gg, b)
model_qqplot(a,b)

Symmetry plots

Description

The functions resid_symmetry() and y_symmetry() plot symmtry plots for residuals and single variable, respectively.

Usage

resid_symmetry(model, title)

y_symmetry(y, title)

Arguments

model

A model which allows the function resid()

y

a single variable

title

A title for the plot if needed

Details

The function orders the data (or residuals) and takes the median minus the lower half and plot it against the upper half minus the median.

Value

The symmetry plot is produced.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

resid_index

Examples

y <- rBCT(1000, mu=3, sigma=.1, nu=-1, tau=5)
y_hist(y)
gg <- y_symmetry(y)

Worm plot using ggplot2

Description

The function produces worm plot of the residuals of a fitted model. A worm plot is a de-trended normal QQ-plot so departure from normality is highlighted.

The function plot_wp() it is similar to the gamlss package function wp() when the argument xvar is not used.

Usage

resid_wp(obj, resid, value = 3, points_col = "steelblue4", 
         poly_col = "darkred", 
         check_overlap = TRUE, title, ylim)

model_wp(obj, ..., title)  

resid_wp_wrap(obj, resid, value = 3, xvar = NULL, n_inter = 4, 
         points_col = "steelblue4", poly_col = "darkred", 
         alpha_bound = 0.1, check_overlap = TRUE, title, ylim)
         
model_wp_wrap(obj, ..., xvar = NULL, value = 3, n_inter = 4, 
         points_col = "steelblue4", alpha_bound = 0.1, 
         check_overlap = TRUE, ylim, title)

Arguments

obj

a GAMLSS fitted object or any other fitted model where the resid() method works (preferably the residuals should be standardised or better normalised quantile residuals. Note for model_wp only gamlss object are accepted.)

resid

if object is missing this argument can be used to specify the residual vector (again it should a normalised quantile residual vector)

value

A cut off point to indicate large residuals, default is value=3

xvar

the x term for which the worm plot will be plotted against

n_inter

the number of intervals for continuous x-term

points_col

the color of the points in the plot

poly_col

the colour of the fitted polynomial in the plot

check_overlap

to check for overlap when plotting the observation numbers

alpha_bound

the transparency parameter for the coinfidence bound

title

required title

ylim

if the y limit should be different from the default max(y)+.1

...

extra GAMLSS models

Value

A worm plot is produced

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

van Buuren and Fredriks M. (2001) Worm plot: simple diagnostic device for modelling growth reference curves. Statistics in Medicine, 20, 1259–1277

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

wp

Examples

data(abdom)
# with data
a<-gamlss(y~pb(x),sigma.fo=~pb(x,1),family=LO,data=abdom)
resid_wp(a)
resid_wp(resid=resid(a))

Plotting the response against quantities of the fitted model

Description

All plots are of the response variable against fitted values of interest.

The function resp_mu() is the ‘original’ one plotting the response against the parameter mu. The function reports the Pearson's correlation coefficient and plot a lines (45% degrees) throught the graph.

The function resp_param() plots the response against any fitted parameter mu, sigma, nu or tau. The function also plots a smooth curve going throught the data and gives the Pearson's correlation coefficient.

The function resp_quantile() plots the response against any fitted quantile, with default the median (0.50). The function also plots a smooth curve going throught the data and gives the Pearson's correlation coefficient.

The function quantile_gamlss() is used by the function resp_quantile() to calculate the quantiles of the fitted distribution .

Usage

resp_mu(obj, title, line.col = "darkred", 
           point.col = "steelblue4", 
           point.shape = 20)
           
resp_param(obj, param = c("mu", "sigma", "nu", "tau"), 
           title, line.col = "darkred", point.col = "steelblue4", 
           point.shape = 20)

resp_quantile(obj, quantile = 0.5, title, newdata, 
           line.col = "darkred", point.col = "steelblue4", 
           point.shape = 20)

quantile_gamlss(obj, quantile = 0.5, newdata)

Arguments

obj

a GAMLSS fitted object

param

which parameters? mu, sigma, nu or tau, [only for resp_param()].

quantile

which quantile? default the median (0.50), [only for resp_quantile() and quantile_gamlss()].

title

a tittle if needed it, by default for the function fitted_resp it print the correlation coefficients between the two variable.

line.col

the colour of the line

point.col

the colour of the points

point.shape

the shape of the points

newdata

whether the evaluation should be in newdata or the old data points [only for functions resp_quantile() and quantile_gamlss() ]

Details

This is standard plot in regression where the fitted values are plotted against the response. In GAMLSS model is done by plotting the response against the fitted values of the mu model which is most case is a location parameter.

Value

A plot is returned

Note

Do not use this plot if mu is not a location parameter.

Author(s)

Mikis Stasinopulos, Rober Rigby and Fernanda de Bastiani

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

resid_plots

Examples

m1 <- gamlss(R~pb(Fl)+pb(A)+H+loc, data=rent, family=GA )
resp_mu(m1)
resp_param(m1)
resp_quantile(m1)

Histogram and density plot.

Description

The function y_hist() creates a histogram and a density plot for a continuous variable.

The functions y_acf() and y_pacf() plot the autocorrolation and partial autocorrolation functions for y.

The function y_dots() is design for long tail right skewed variables. It is a plot emphasising the right tail of the distribution for such variables.

Usage

y_hist(y, data, with.density = TRUE, hist.col = "black",
         hist.fill = "white", dens.fill = "#FF6666", 
         binwidth = (max(y)-min(y))/20,  from, to, title)
         
y_acf(x, data, title)

y_pacf(x, data, title)

y_dots(y, data, value=3, point.size = 2, point.col = "gray", 
          quantile = c(.10, .50, .90),
          line.col = c("black","red", "black"),
          line.type = c("dotted", "solid",  "dotted"),
          line.size = c(1,1,1), x.axis.col = "black", 
          x.axis.line.type = "solid", seed = 123, from, to, title)

Arguments

y, x

a continuous variable

data

where to find argument y

value

value to identify outliers i.e. for upper tail an outliers is if it is greater than Q_3+value*IQ

with.density

whether a density is required, default is TRUE

hist.col

the colour of lines of the histogram

hist.fill

the colour of the histogram

dens.fill

the color of the density plot

binwidth

the binwidth for the histogram

from

where to start the histogram (you may have to change binwidth)

to

where to finish the histogram (you may have to change binwidth)

point.size

the size of the points in y_dots

point.col

the colour of the points in y_dots

quantile

the quantile values to plot in y_dots, the default is 0.10, .50 and .90

line.col

the color of the vertical lines indicating the 0.10, .50 and .90 quantiles in y_dots

line.type

the type of the verical lines indicationg the 0.10, .50 and .90 quantiles in y_dots

line.size

the size of the verical lines indication the 0.10, .50 and .90 quantiles in y_dots

x.axis.col

the colour of the x-axis

x.axis.line.type

the type of the x-axix

seed

the seed to jitter the y

title

use this for a different title

Value

A ggplot is returned

Author(s)

Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani

References

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.

(see also https://www.gamlss.com/).

See Also

plot.ecdf

Examples

library(ggplot2)
y <- rBCT(1000, mu=3, sigma=.1, nu=-1, tau=5)
y_hist(y)
gg <- y_hist(y, with.dens=FALSE)
gg + stat_function(fun = dBCT, args=list(mu=3, sigma=.1,  nu=-1, tau=5), 
                 colour = "black")
gg + stat_function(fun = dBCT, args=list(mu=3, sigma=.1,  nu=-1, tau=5), 
                  geom = "area", alpha=0.5, fill="pink", color="black", n=301)
                  
y_acf(diff(EuStockMarkets[,1]))    

y_dots(rent$R)