TQQPlot: Student's T Quantile - Quantile Plot

In Dowd: Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk

Description

Creates emperical QQ-plot of the quantiles of the data set x versus of a t distribution. The QQ-plot can be used to determine whether the sample in x is drawn from a t distribution with specified number of degrees of freedom.

Usage

TQQPlot(Ra, df)

Arguments

Ra	Sample data set
df	Number of degrees of freedom of the t distribution

Author(s)

Dinesh Acharya

References

Dowd, K. Measuring Market Risk, Wiley, 2007.

Examples

# t-QQ Plot for randomly generated standard normal data
   Ra <- rnorm(100)
   TQQPlot(Ra, 20)

Example output

Loading required package: bootstrap
Loading required package: MASS
Loading required package: forecast

Dowd documentation built on May 2, 2019, 10:16 a.m.