Calculates Dunn-Smyth residuals for gllvm model.
# S3 method for class 'gllvm'
residuals(object, ...)
matrix of residuals
matrix of linear predictors
Computes Dunn-Smyth residuals (randomized quantile residuals, Dunn and Smyth, 1996) for gllvm model. For the observation \(Y_{ij}\) Dunn-Smyth residuals are defined as
$$r_{ij}=\Phi^{-1}(u_{ij}F_{ij}(y_{ij}) + (1-u_{ij})F_{ij}^-(y_{ij})),$$
where \(\Phi(.)\) and \(F_{ij}(.)\) are the cumulative probability functions of the standard normal distribution, \(F_{ij}^-(y))\) is the limit as \(F_{ij}(y)\) is approached from the negative side, and \(u_{ij}\) has been generated at random from the standard uniform distribution.
Dunn, P. K., and Smyth, G. K. (1996). Randomized quantile residuals. Journal of Computational and Graphical Statistics, 5, 236-244.
Hui, F. K. C., Taskinen, S., Pledger, S., Foster, S. D., and Warton, D. I. (2015). Model-based approaches to unconstrained ordination. Methods in Ecology and Evolution, 6:399-411.