QQplot {QRMlib}R Documentation

Generic Quantile-Quantile Plot

Description

constructs a quantile-quantile plot against a given reference distribution (only normal, exponential, and student-t are currently supported)

Usage

QQplot(data, position=0.5, reference="normal", ...)

Arguments

data vector of data
position determines the plotting positions (see ppoints in R-help)
reference name of reference distribution (only normal, exp, student-t currently allowed)
... Any further parameters required by quantile function of reference distribution. For example, if reference="exp", you may want to pass 'rate'. If using the normal distribution, you may want to pass mu and sigma. If using the student-t, you may wish to pass the df parameter.

Details

Special forms like ParetoQQ plots can also be created via this function. E.g., to create a ParetoQQ plot, merely pass log(data) in place of data as the first parameter and use reference="exp" as the reference distribution. The ParetoQQ plot should provide a linear graph when a log transform of the data is plotted against the exponential distribution. See Beirlant et al, "Statistics of Extremes", Chapter 1.2.1 for descriptions of various QQ plots.

Value

NULL returned

Side Effects

QQ-plot is created on graphical device

See Also

dghyp

Examples

QQplot(rnorm(1000),reference="normal"); 
QQplot(rexp(1000),reference="exp", rate=0.3); 

[Package QRMlib version 1.4.4 Index]