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Extracting residuals #14

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Neverstop7 opened this issue Jun 10, 2024 · 1 comment
Closed

Extracting residuals #14

Neverstop7 opened this issue Jun 10, 2024 · 1 comment

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@Neverstop7
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Neverstop7 commented Jun 10, 2024

Hello!
First of all thank you for creating the EnvCpt package!
I would like to extract residuals from the models to check normality and independence of errors. Why does the residual() method works for some but not all models?
Thank you!

y = BJsales
out = envcpt(y)

residuals(out$mean) # not working
residuals(out$meancpt) # not working
residuals(out$meanar1) #ok
residuals(out$meanar2) # ok
residuals(out$meanar1cpt) # not working
residuals(out$meanar2cpt) # not working
residuals(out$trend) # ok
residuals(out$trendcpt) # not working
residuals(out$trendar1) # ok
residuals(out$trendar2) # ok
residuals(out$trendar1cpt) # not working
residuals(out$trendar2cpt) # not working

@rkillick
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You may notice that the residual method doesn't work for all the changepoint modules but works for the base R models. That is just because it hasn't been coded for those - but it probably should be. I'll add this to the development strand for the main changepoint package.
Anyone finding this later, updates will be at rkillick/changepoint#80

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