Cox-Snell Residuals for the Log-EVBS Regression Model

Computes Cox-Snell residuals for a log-EVBS regression fit. Under a correctly specified model these residuals form an approximately standard exponential sample.

Usage

rcoxsnell(X, t)

Arguments

X

A numeric design matrix with an intercept column.

t

A numeric vector of strictly positive responses.

Value

A numeric vector of length length(t) containing the Cox-Snell residuals.

References

Cox, D. R. and Snell, E. J. (1968). A general definition of residuals. Journal of the Royal Statistical Society, Series B, 30, 248–275.

See also

rqrandomized, envelope_qq.

Examples

data(itajai)
X <- cbind(1, itajai$pressure)
cs <- rcoxsnell(X, itajai$wind)
summary(cs)
#>    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
#> 0.01276 0.30000 0.75253 0.99150 1.39970 7.32919