ecdfHT.draw: Graph and annotate an ecdfHT plot

In ecdfHT: Empirical CDF for Heavy Tailed Data

Description

Does the computations and plotting for ecdfHT and can be used to add to an existing plot.

Usage

ecdfHT.draw(transform.info, x, p, show.plot = TRUE, new.plot = FALSE,
  show.ci = FALSE, xlab = "x", ylab = "", ...)

ecdfHT.axes(transform.info, x.labels = c(), y.labels = c(),
  show.vert.gridlines = FALSE, show.horiz.gridlines = FALSE, ...)

ecdfHT.h(x, t)

ecdfHT.g(p, q)

Arguments

transform.info	A list with information about the transformation, computed in ecdfHT
x	The data, a vector of double precision numbers. Assumbed to be sorted and have distinct values.
p	Probabilities, a vector of doubles. Typically p[i]=(i=0.5)/length(x), unless there are repeats in x.
show.plot	Boolean value: indicates whether to plot or not.
new.plot	Boolean value: indicates whether to produce a new plot or add to an existing plot.
show.ci	Boolean value: indicates whether or not confidence intervals are shown.
xlab	String to label the horizontal axis.
ylab	String to label the vertical axis.
...	Optional parameters for the plot, e.g. col='red'.
x.labels	Vector of numbers specifying the location of the labels on the horizontal axis
y.labels	Vector of numbers specifying the location of the labels on the vertical axis
show.vert.gridlines	Boolean value indicating whether or not vertical grid lines should be drawn.
show.horiz.gridlines	Boolean value indicating whether or not horizontal grid lines should be drawn.
t	A vector of length 3 that specifies the x values that determine the left tail, middle, and right tail
q	A vector of length 3 that specifies the quantile values that determine the left tail, middle, and right tail.

Details

ecdfHT.draw computes transform and plots. ecdfHT.axes draws axes on the plot; it can be used to manually select tick marks, etc. ecdfHT.h computes the function h(x) for the transformation of the horizontal axis. ecdfHT.g computes the function g(p) for the transformation of the vertical axis.

Always call ecdfHT first to produce the basic plot, then use ecdfHT.draw to add other curves to the plot as in the examples below

Value

A list of values used in the plot, see return value of ecdfHT.

ecdfHT.h returns the vector y=h(x;t), ecdfHT.g returns the vector y=g(p;q)

Examples

set.seed(1)
x <- rcauchy( 1000 )
t.info <- ecdfHT( x, show.axes=FALSE )
ecdfHT.axes( t.info, x.labels=c(-50,-5,0,5,50), y.labels=c(.001,.01,.1,.5,.9,.99,.999),
  show.vert.gridlines=TRUE, show.horiz.gridline=TRUE, lty=2 )
q1 <- qcauchy(t.info$ecdf) # Cauchy quantiles
ecdfHT.draw( t.info, q1, t.info$ecdf, col='red',show.ci=TRUE)
q2 <- qnorm(t.info$ecdf,sd=sd(x))  # Gaussian quantiles
ecdfHT.draw( t.info, q2, t.info$ecdf, col='green',show.ci=TRUE)
title(paste("simulated Cauchy data, n=",length(x),"\nred=Cauchy cdf, green=normal cdf"))

x <- seq(-5,5,1)
t <- c(-3,0,3)
ecdfHT.h(x,t)
p <- seq(0.05,.95,.1)
q <- c(.1,.5,.9)
ecdfHT.g(p,q)

ecdfHT documentation built on May 2, 2019, 1:09 p.m.