residual_outliers(resid_matrix, number_of_rows)
number_of_rows
to specify the number of rows in the returned matrix.This function returns a matrix with columns that have a 1
at indices where the residuals have an outlier, and a 0
everywhere else. Outliers are calculated per variable (column) separately. We consider residual outliers the rows in the column of residuals or in the column of squared residuals that are more than 2.5 times the standard deviation away from the mean (standard deviation and mean are calculated separately per column and for residuals/squared residuals). The dummy columns are prepended with zeros to match the size of the other input variables to the model.
resid_matrix <- matrix(rnorm(39 * 3), nrow = 39, ncol = 3, dimnames = list(NULL, c('rumination', 'happiness', 'activity'))) resid_matrix[13, 2] <- 48 resid_matrix[23, 2] <- -62 resid_matrix[36, 2] <- 33 resid_matrix[27, 3] <- 75 resid_matrixrumination happiness activity [1,] -1.371250974 1.70716311 1.13703288 [2,] 0.614104585 -0.33256956 -0.42725349 [3,] 1.190919770 -1.66971752 -0.05865325 [4,] 0.789231366 0.11795709 0.33931925 [5,] 0.038039222 1.65342170 1.33927778 [6,] -1.081108257 -0.32286035 -0.58805066 [7,] 1.623369426 1.06516296 0.60055382 [8,] 0.289760884 -3.27485414 -0.66104895 [9,] 1.245896136 1.29333956 0.57720194 [10,] 0.389772082 1.57052456 -0.08876772 [11,] 0.358712427 1.36974398 -0.98367252 [12,] -1.025433630 -0.02665345 -0.70682491 [13,] 0.775573017 48.00000000 0.78497821 [14,] -0.186925733 -0.66889088 1.48146686 [15,] -0.366548649 -0.77810609 -0.70054760 [16,] 1.001822088 -0.06220454 0.12435008 [17,] 0.315701990 0.35899281 -1.27595435 [18,] 0.102895430 0.62388349 -0.41275405 [19,] -0.970793350 0.48599479 0.59333421 [20,] 0.389457555 -0.02913179 -0.24941077 [21,] 0.941124836 -0.43959275 0.92190167 [22,] 1.499734412 0.94445621 -0.13523535 [23,] 1.247399010 -62.00000000 0.24440387 [24,] -0.007690873 0.68362030 -1.10645778 [25,] -0.840802644 0.96296710 -0.96916976 [26,] 0.204316050 -1.48470729 0.33294118 [27,] -1.072999197 1.61136161 75.00000000 [28,] -0.110584563 0.90956619 -0.15656425 [29,] -0.785326989 -0.30358705 -0.44212303 [30,] -1.148760063 -0.18244292 0.02191524 [31,] 1.170929310 1.69560253 -0.21519413 [32,] 1.559591885 0.04619016 -0.29946827 [33,] -0.494878229 0.16810275 -0.79147547 [34,] 0.352642600 -0.63158727 0.50493200 [35,] 0.258570867 0.15021676 -0.72686198 [36,] -1.250803457 33.00000000 -2.32446978 [37,] -0.160327318 -1.06272874 -0.02380246 [38,] 0.293791316 -0.56284273 -0.17824882 [39,] -0.294281361 0.99946218 0.45349481autovarCore:::residual_outliers(resid_matrix, 40)rumination happiness activity [1,] 0 0 0 [2,] 0 0 0 [3,] 0 0 0 [4,] 0 0 0 [5,] 0 0 0 [6,] 0 0 0 [7,] 0 0 0 [8,] 1 0 0 [9,] 0 0 0 [10,] 0 0 0 [11,] 0 0 0 [12,] 0 0 0 [13,] 0 0 0 [14,] 0 1 0 [15,] 0 0 0 [16,] 0 0 0 [17,] 0 0 0 [18,] 0 0 0 [19,] 0 0 0 [20,] 0 0 0 [21,] 0 0 0 [22,] 0 0 0 [23,] 0 0 0 [24,] 0 1 0 [25,] 0 0 0 [26,] 0 0 0 [27,] 0 0 0 [28,] 0 0 1 [29,] 0 0 0 [30,] 0 0 0 [31,] 0 0 0 [32,] 0 0 0 [33,] 0 0 0 [34,] 0 0 0 [35,] 0 0 0 [36,] 0 0 0 [37,] 0 0 0 [38,] 0 0 0 [39,] 0 0 0 [40,] 0 0 0