View source: R/default-gen-qq.R
R Documentation |
qq
is a generic function used to show quantile-quantile plot.
The function invokes particular methods
which depend on the class
of the first argument.
So the function makes a quantile quantile plot for univariate POT models.
qq(object, ...) ## S3 method for class 'uvpot' qq(object, main, xlab, ylab, ci = TRUE, ...)
object |
A fitted object. When using the POT package, an object
of class |
main |
The title of the graphic. If missing, the title is set to
|
xlab,ylab |
The labels for the x and y axis. If missing, they are
set to |
ci |
Logical. If |
... |
Other arguments to be passed to the |
The quantile quantile plot consists of plotting the observed quantiles in function of the theoretical ones. The theoretical quantiles Q_{Theo, j} are computed from the fitted GPD, that is:
Q_{Theo, j} = F^{-1}(p_j)
where F^{-1} is the fitted quantile function and p_j are empirical probabilities defined by :
p_{j:n} = (j - 0.35) / n
where n is the total number of observations - see Hosking (1995).
If the theoretical model is correct, then points should be “near” the line y=x.
A graphical window.
Mathieu Ribatet
Hosking, J. R. M. and Wallis, J. R. (1995). A comparison of unbiased and plotting-position estimators of L moments. Water Resources Research. 31(8): 2019–2025.
qq
, qq.uvpot
x <- rgpd(75, 1, 2, 0.1) pwmu <- fitgpd(x, 1, "pwmu") qq(pwmu)
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