This function can return the full functional residuals as distribution-like objects, or it can return point-based residuals derived from them (surrogate or probability-scale).
Parameters
Name
Type
Description
Default
model
object
A fitted model object from the statsmodels library.
required
type
str
The type of residual to compute. One of {“function”, “surrogate”, “probscale”}, by default “function”.
'function'
y
np.ndarray
The observed response variable. If not provided, it will be extracted from the model object.
None
Returns
Name
Type
Description
Union[List[FunctionalResidual], np.ndarray]
- If type="function", a list of FunctionalResidual objects, one for each observation. - If type="surrogate" or type="probscale", a NumPy array of the calculated point residuals.