qqgl {gld}R Documentation

Quantile-Quantile plot against the generalised lambda distribution

Description

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.

Usage

qqgl(y, lambda1=0,lambda2=NULL,lambda3=NULL,lambda4=NULL,
  param="fmkl",lambda5=NULL, abline = TRUE, ...)

Arguments

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

Details

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.

Value

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.

Author(s)

Robert King, robert.king@newcastle.edu.au, http://tolstoy.newcastle.edu.au/~rking/

References

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/

See Also

gld,starship

Examples

qqgl(rgl(100,0,1,0,-.1),0,1,0,-.1)

[Package gld version 1.8.3 Index]