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Q-Q Plot for Cox-Snell Residuals

Source: R/diagnostics.R
qqplot_residuals.Rd

Creates a Q-Q plot comparing Cox-Snell residuals to the theoretical Exp(1) distribution. A good fit shows points along the diagonal.

Usage

qqplot_residuals(object, data, par = NULL, add_line = TRUE, ...)

Arguments

object

A dfr_dist object

data

Data frame with survival data

par

Parameter vector. If NULL, uses object's stored parameters.

add_line

If TRUE, adds reference line at y = x

...

Additional arguments passed to residuals and qqplot

Value

Invisibly returns Cox-Snell residuals

Details

Cox-Snell residuals r_i = H(t_i) should follow an Exp(1) distribution if the model is correctly specified. Departure from the diagonal line in the Q-Q plot indicates model misspecification:

  • Points above the line: observations failed earlier than expected

  • Points below the line: observations survived longer than expected

  • Systematic curvature: wrong distributional form

Examples

# Check fit of exponential model
set.seed(42)
df <- data.frame(t = rexp(100, rate = 0.5), delta = 1)
exp_dist <- dfr_exponential(lambda = 0.5)

qqplot_residuals(exp_dist, df)


# Check fit with wrong model (Weibull data, exponential fit)
df_weib <- data.frame(t = sampler(dfr_weibull(shape = 2, scale = 5))(100), delta = 1)
exp_fit <- dfr_exponential(lambda = 1 / mean(df_weib$t))  # Moment estimate
qqplot_residuals(exp_fit, df_weib)  # Should show systematic departure