Autocorrelation of Residuals Plot

Plot of i-th residual vs i+1-th residual.

plot_autocorrelation(object, ..., variable = "_y_hat_", smooth = FALSE)

plotAutocorrelation(object, ..., variable, smooth = FALSE)

Arguments

object	An object of class auditor_model_residual created with model_residual function.
...	Other auditor_model_residual objects to be plotted together.
variable	Name of variable to order residuals on a plot. If variable="_y_", the data is ordered by a vector of actual response (y parameter passed to the explain function).
smooth	Logical, if TRUE smooth line will be added.

Value

A ggplot object.

Examples

dragons <- DALEX::dragons[1:100, ]

# fit a model
model_lm <- lm(life_length ~ ., data = dragons)

lm_audit <- audit(model_lm, data = dragons, y = dragons$life_length)
#> Preparation of a new explainer is initiated
#>   -> model label       :  lm  (  default  )
#>   -> data              :  100  rows  8  cols 
#>   -> target variable   :  100  values 
#>   -> predict function  :  yhat.lm  will be used (  default  )
#>   -> predicted values  :  No value for predict function target column. (  default  )
#>   -> model_info        :  package stats , ver. 4.1.1 , task regression (  default  ) 
#>   -> predicted values  :  numerical, min =  585.8311 , mean =  1347.787 , max =  2942.307  
#>   -> residual function :  difference between y and yhat (  default  )
#>   -> residuals         :  numerical, min =  -88.41755 , mean =  -1.489291e-13 , max =  77.92805  
#>   A new explainer has been created!  

# validate a model with auditor
mr_lm <- model_residual(lm_audit)

# plot results
plot_autocorrelation(mr_lm)
plot(mr_lm, type = "autocorrelation")
plot_autocorrelation(mr_lm, smooth = TRUE)
plot(mr_lm, type = "autocorrelation", smooth = TRUE)