vgPlots: Variance Gamma Quantile-Quantile and Percent-Percent Plots

In VarianceGamma: The Variance Gamma Distribution

Variance Gamma Quantile-Quantile and Percent-Percent Plots

Description

qqvg produces a variance gamma Q-Q plot of the values in y.

ppvg produces a variance gamma P-P (percent-percent) or probability plot of the values in y. Graphical parameters may be given as arguments to qqvg and ppvg.

Usage

  qqvg(y, vgC = NULL, sigma = NULL, theta = NULL, nu = NULL,
    param = c(vgC, sigma, theta, nu), main = "Variance Gamma Q-Q Plot",
    xlab = "Theoretical Quantiles", ylab = "Sample Quantiles",
    plot.it = TRUE, line = TRUE, ...)

  ppvg(y, vgC = NULL, sigma = NULL, theta = NULL, nu = NULL,
    param = c(vgC, sigma, theta, nu), main = "Variance Gamma P-P Plot",
    xlab = "Uniform Quantiles",
    ylab = "Probability-integral-transformed Data", plot.it = TRUE,
    line = TRUE, ...)

Arguments

y	The data sample.
vgC	The location parameter c, default is 0.
sigma	The spread parameter \sigma, default is 1, must be positive.
theta	The asymmetry parameter \theta, default is 0.
nu	The shape parameter \nu, default is 1, must be positive.
param	An optional option, specifying the parameters as a vector which takes the form c(vgC,sigma,theta,nu) if known.
main	Plot title.
xlab, ylab	Plot labels.
plot.it	Logical. Should the result be plotted?
line	Add line through origin with unit slope.
...	Further graphical parameters.

Details

Users may specify the parameter values of the data sample y using argument param. If param is not specified by users, then the values are estimated from y by vgFit. For more details of fiting a variance gamma distribution to data, see vgFit.

Value

For qqvg and ppvg, a list with components:

x	The x coordinates of the points that are to be plotted.
y	The y coordinates of the points that are to be plotted.

Author(s)

David Scott [e-mail], Christine Yang Dong [e-mail]

References

Wilk, M. B. and Gnanadesikan, R. (1968) Probability plotting methods for the analysis of data. Biometrika. 55, 1–17.

See Also

ppoints, dvg.

Examples

## Example 1: the parameter values are known
par(mfrow = c(1,2))
y <- rvg(200, param = c(2,2,1,2))
qqvg(y, param = c(2,2,1,2),line = FALSE)
abline(0, 1, col = 2)
ppvg(y, param = c(2,2,1,2))

## Example 2: the parameter values are unknown
par(mfrow = c(1,2))
y <- rvg(200, param = c(2,2,1,2))
qqvg(y, line = FALSE)
abline(0, 1, col = 2)
ppvg(y)

VarianceGamma documentation built on Nov. 26, 2023, 1:07 a.m.