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PIT (Probability Integral Transform) residuals

Source: R/diagnostics_sim.R
pit_residuals.Rd

For each observation, computes the quantile of the observed value within the posterior predictive distribution. If the model is correct, PIT residuals follow Uniform(0, 1).

Usage

pit_residuals(object, ...)

# Default S3 method
pit_residuals(object, observed = NULL, nsim = 250L, seed = 123L, ...)

Arguments

object

A fitted model with a simulate() method, or a matrix of simulated values (n_obs x nsim)

...

Passed to methods.

observed

Observed response vector (required if object is a matrix)

nsim

Number of simulations (default 250)

seed

Random seed (default 123)

Value

Numeric vector of length n_obs with values in [0, 1]

Details

For integer-valued responses, a randomisation step avoids discrete artefacts: the residual is drawn uniformly between P(sim < obs) and P(sim <= obs).