qqgl {gld} | R Documentation |
qqgl
produces a Quantile-Quantile plot of data against the
generalised lambda distribution. It does for the generalised lambda
distribution what qqnorm
does for the normal.
qqgl(y, lambda1=0,lambda2=NULL,lambda3=NULL,lambda4=NULL, param="fmkl",lambda5=NULL, abline = TRUE, ...)
y |
The data sample |
lambda1 |
This can be either a single numeric value or a vector.
If it is a vector, it must be of length 4 for parameterisations fmkl or rs and of length 5 for parameterisation fm5 .
If it is a vector, it gives all the parameters of the generalised lambda
distribution (see below for details) and the other lambda arguments
must be left as NULL.
If it is a a single value, it is lambda 1, the location parameter of the distribution and the other parameters are given by the following arguments Note that the numbering of the lambda parameters for the fmkl parameterisation is different to that used by Freimer, Mudholkar, Kollia and Lin. |
lambda2 |
lambda 2 - scale parameter |
lambda3 |
lambda 3 - first shape parameter |
lambda4 |
lambda 4 - second shape parameter |
lambda5 |
lambda 5 - a skewing parameter, in the fm5 parameterisation |
param |
choose parameterisation:
fmkl uses Freimer, Mudholkar, Kollia and Lin (1988) (default).
rs uses Ramberg and Schmeiser (1974)
fm5 uses the 5 parameter version of the FMKL parameterisation
(paper to appear) |
abline |
A logical value, TRUE adds a line through the origian with a slope of 1 to the plot |
... |
graphical parameters |
See gld
for more details on the Generalised Lambda
Distribution. A Q-Q plot provides a way to visually assess the
correspondence between a dataset and a particular distribution.
A list of the same form as that returned by qqline
x |
The x coordinates of the points that were/would be plotted, corresponding to a generalised lambda distibution with parameters lambda 1, lambda 2, lambda 3, lambda 4. |
y |
The original y vector, i.e., the corresponding y
coordinates. |
Robert King, robert.king@newcastle.edu.au, http://tolstoy.newcastle.edu.au/~rking/
King, R.A.R. & MacGillivray, H. L. (1999), A starship method for fitting the generalised lambda distributions, Australian and New Zealand Journal of Statistics 41, 353–374
http://tolstoy.newcastle.edu.au/~rking/gld/
qqgl(rgl(100,0,1,0,-.1),0,1,0,-.1)