Inspect simulation-based residual uniformity
Source:R/model_performance_residuals.R
autoplot.check_residuals.RdPlot the scaled residuals returned by check_residuals() against their
theoretical uniform quantiles. Systematic departures from the diagonal can
indicate remaining structure, distributional mismatch or influential
observations in a fitted pricing model.
Usage
# S3 method for class 'check_residuals'
autoplot(object, show_message = TRUE, max_points = 1000, ...)Arguments
- object
An object produced by
check_residuals().- show_message
Logical. If
TRUE, print a concise interpretation of the Kolmogorov-Smirnov p-value.- max_points
Maximum number of QQ-plot points to display. If the residual check contains more points, an evenly spaced subset is shown. Use
Infto display all points.- ...
Currently unused.
Value
A ggplot2::ggplot object.
Details
The subtitle reports the uniformity-test p-value stored in object. This
p-value is a diagnostic signal rather than a stand-alone model acceptance
criterion. The shape and location of deviations should be assessed together
with exposure, fitted values and relevant risk-factor levels.
Reducing max_points affects only the displayed QQ points; it does not
change the residual calculation or the reported test.