envelope: QQ-plot with simulated envelopes

In MVT: Estimation and Testing for the Multivariate t-Distribution

QQ-plot with simulated envelopes

Description

Constructs a normal QQ-plot using a Wilson-Hilferty transformation for the estimated Mahalanobis distances obtained from the fitting procedure.

Usage

envelope.student(object, reps = 50, conf = 0.95, plot.it = TRUE)

Arguments

object	an object of class 'studentFit' representing the fitted model.
reps	number of simulated point patterns to be generated when computing the envelopes. The default number is 50.
conf	the confidence level of the envelopes required. The default is to find 95% confidence envelopes.
plot.it	if TRUE it will draw the corresponding plot, if FALSE it will only return the computed values.

Value

A list with the following components :

transformed	a vector with the z-scores obtained from the Wilson-Hilferty transformation.
envelope	a matrix with two columns corresponding to the values of the lower and upper pointwise confidence envelope.

References

Atkinson, A.C. (1985). Plots, Transformations and Regression. Oxford University Press, Oxford.

Osorio, F., Galea, M., Henriquez, C., Arellano-Valle, R. (2023). Addressing non-normality in multivariate analysis using the t-distribution. AStA Advances in Statistical Analysis. doi: 10.1007/s10182-022-00468-2

See Also

wilson.hilferty

Examples

data(PSG)
fit <- studentFit(~ manual + automated, data = PSG, family = Student(eta = 0.25))
envelope.student(fit, reps = 500, conf = 0.95)

MVT documentation built on Feb. 16, 2023, 8:29 p.m.