SkewHyperbolicPlots | R Documentation |
qqskewhyp
produces a skew hyperbolic t-distribution Q-Q
plot of the values in y
, ppskewhyp
produces a skew
hyperbolic t-distribution P-P (percent-percent) plot or
probability plot of the values in y
. Graphical parameters may
be given as arguments to qqskewhyp
and ppskewhyp
.
qqskewhyp(y, mu = 0, delta = 1, beta = 1, nu = 1,
param = c(mu, delta, beta, nu),
main = "Skew Hyperbolic Student-t QQ Plot",
xlab = "Theoretical Quantiles", ylab = "Sample Quantiles",
plot.it = TRUE, line = TRUE, ...)
ppskewhyp(y, beta = NULL, delta = NULL, mu = NULL, nu = NULL,
param = c(mu, delta, beta, nu),
main = "Skew Hyperbolic Student-t P-P Plot",
xlab = "Uniform Quantiles",
ylab = "Probability-integral-transformed Data",
plot.it = TRUE, line = TRUE, ...)
y |
The sample data. |
mu |
Location parameter |
delta |
Scale parameter |
beta |
Skewness parameter |
nu |
Shape parameter |
param |
Specifying the parameters as a vector of the form |
main,xlab,ylab |
Plot labels. |
plot.it |
Logical; if |
line |
Logical; if |
... |
Further graphical parameters. |
Users may either specify the values of the parameters individually or
as a vector. If both forms are specified, then the values specified by
the vector param
will overwrite the other ones.
For qqskewhyp
and ppskewhyp
, a list with components:
x |
The x coordinates of the points to be plotted. |
y |
The y coordinates of the points to be plotted. |
David Scott d.scott@auckland.ac.nz, Fiona Grimson
Aas, K. and Haff, I. H. (2006). The Generalised Hyperbolic Skew Student's t-distribution, Journal of Financial Econometrics, 4, 275–309.
ppoints
, qqplot
, dskewhyp
par(mfrow = c(1,2))
param <- c(0,1,0,10)
y <- rskewhyp(500, param = param)
qqskewhyp(y, param = param, main = "Skew Hyperbolic\n Q-Q Plot")
ppskewhyp(y, param = param, main = "Skew Hyperbolic\n P-P Plot")
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