R/qqghyp.R

In HyperbolicDist: The Hyperbolic Distribution

### Q-Q plot for generalized hyperbolic distribution
qqghyp <- function(y, Theta, main = "Generalized Hyperbolic Q-Q Plot",
                   xlab = "Theoretical Quantiles",
                   ylab = "Sample Quantiles",
                   plot.it = TRUE, line = TRUE, ...){
  if (has.na <- any(ina <- is.na(y))) {
    yN <- y
    y <- y[!ina]
  }
  if (0 == (n <- length(y))) 
    stop("y is empty or has only NAs")
  x <- qghyp(ppoints(n), Theta)[order(order(y))]
  if (has.na) {
    y <- x
    x <- yN
    x[!ina] <- y
    y <- yN
  }
  if (plot.it){
    plot(x, y, main = main, xlab = xlab, ylab = ylab, ...) 
    title(sub = paste("Theta = (",
            round(Theta[1], 3), ",", round(Theta[2], 3), ",",
            round(Theta[3], 3), ",", round(Theta[4], 3), ",",
            round(Theta[5], 3), ")", sep = ""))
  }
  if(line) abline(0,1)

  invisible(list(x = x, y = y))
} ## End of qqghyp()

### P-P plot for generalized hyperbolic distribution
ppghyp <- function(y, Theta, main = "Generalized Hyperbolic P-P Plot",
                   xlab = "Uniform Quantiles",
                   ylab = "Probability-integral-transformed Data",
                   plot.it = TRUE, line = TRUE, ...){
  if (has.na <- any(ina <- is.na(y))) {
    yN <- y
    y <- y[!ina]
  }
  if(0 == (n <- length(y)))
    stop("data is empty")

  yvals <- pghyp(y, Theta)
  xvals <- ppoints(n, a = 1/2)[order(order(y))]
  if (has.na) {
    y <- yvals
    x <- xvals
    yvals <- yN
    yvals[!ina] <- y
    xvals <- yN
    xvals[!ina] <- x
  }
  if (plot.it){
    plot(xvals, yvals, main = main, xlab = xlab, ylab = ylab,
         ylim = c(0,1), xlim = c(0,1), ...)
    title(sub = paste("Theta = (",
            round(Theta[1], 3), ",", round(Theta[2], 3), ",",
            round(Theta[3], 3), ",", round(Theta[4], 3), ",",
            round(Theta[5], 3), ")", sep = ""))
  }

  if (line) abline(0,1)

  invisible(list(x = xvals, y = yvals))
} ## End of ppghyp()