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OLSPlots.jl

OLSPlots.jl is a Julia package for creating diagnostic plots for ordinary least squares (OLS) regression models, similar to those provided by R's plot.lm function.

Features

  • Creates standard diagnostic plots for OLS regression models
  • Styled to match R's default diagnostic plot presentation
  • Works with models created using GLM.jl
  • Supports customization of which plots to display

Installation

You can install the package via the Julia package manager:

using Pkg
Pkg.add("OLSPlots")

Quick Start

Here's a simple example of how to use OLSPlots.jl:

using GLM, DataFrames, OLSPlots, CairoMakie

# Create sample data
df = DataFrame(x1 = rand(100), x2 = rand(100))
df.y = 2.0 .* df.x1 - 1.5 .* df.x2 + 0.5 .* randn(100)

# Fit an OLS model
ols_model = lm(@formula(y ~ x1 + x2), df)

# Generate default diagnostic plots (1,2,3,5) - same as R's default
fig = diagnostic_plots(ols_model)

# Save the figure to a file
save("diagnostic_plots.png", fig)

Available Plots

The package can generate six different diagnostic plots:

  1. Residuals vs Fitted Values
  2. Normal Q-Q Plot
  3. Scale-Location Plot
  4. Cook's Distance Plot
  5. Residuals vs Leverage (with Cook's distance contours)
  6. Cook's Distance vs Leverage h/(1-h)

By default, plots 1, 2, 3, and 5 are displayed (the same default as R's plot.lm function).

Customizing Plots

You can customize which plots to display using the which parameter:

# Show the first four plots (1,2,3,4)
fig = diagnostic_plots(ols_model, which=[1,2,3,4])

# Generate all six plots
fig = diagnostic_plots(ols_model, which=1:6)

# Show only the Q-Q plot and Cook's distance plot
fig = diagnostic_plots(ols_model, which=[2,4])

By default, plots are styled to match R's appearance. This can be disabled with:

fig = diagnostic_plots(ols_model, r_style=false)