y_hist | R Documentation |
The function y_hist()
creates a histogram and a density plot for a continuous variable.
The functions y_acf()
and y_pacf()
plot the autocorrolation and partial autocorrolation functions for y.
The function y_dots()
is design for long tail right skewed variables. It is a plot emphasising the right tail of the distribution for such variables.
y_hist(y, data, with.density = TRUE, hist.col = "black",
hist.fill = "white", dens.fill = "#FF6666",
binwidth = (max(y)-min(y))/20, from, to, title)
y_acf(x, data, title)
y_pacf(x, data, title)
y_dots(y, data, value=3, point.size = 2, point.col = "gray",
quantile = c(.10, .50, .90),
line.col = c("black","red", "black"),
line.type = c("dotted", "solid", "dotted"),
line.size = c(1,1,1), x.axis.col = "black",
x.axis.line.type = "solid", seed = 123, from, to, title)
y , x |
a continuous variable |
data |
where to find argument y |
value |
value to identify outliers i.e. for upper tail an outliers is if it is greater than Q_3+value*IQ |
with.density |
whether a density is required, default is |
hist.col |
the colour of lines of the histogram |
hist.fill |
the colour of the histogram |
dens.fill |
the color of the density plot |
binwidth |
the binwidth for the histogram |
from |
where to start the histogram (you may have to change
|
to |
where to finish the histogram (you may have to change
|
point.size |
the size of the points in |
point.col |
the colour of the points in |
quantile |
the quantile values to plot in |
line.col |
the color of the vertical lines indicating the 0.10, .50 and .90 quantiles in |
line.type |
the type of the verical lines indicationg the 0.10, .50 and .90 quantiles in |
line.size |
the size of the verical lines indication the 0.10, .50 and .90 quantiles in |
x.axis.col |
the colour of the x-axis |
x.axis.line.type |
the type of the x-axix |
seed |
the seed to jitter the y |
title |
use this for a different title |
A ggplot is returned
Mikis Stasinopoulos, Bob Rigby and Fernanda De Bastiani
Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
Stasinopoulos, M.D., Kneib, T., Klein, N., Mayr, A. and Heller, G.Z., (2024). Generalized Additive Models for Location, Scale and Shape: A Distributional Regression Approach, with Applications (Vol. 56). Cambridge University Press.
(see also https://www.gamlss.com/).
plot.ecdf
library(ggplot2)
y <- rBCT(1000, mu=3, sigma=.1, nu=-1, tau=5)
y_hist(y)
gg <- y_hist(y, with.dens=FALSE)
gg + stat_function(fun = dBCT, args=list(mu=3, sigma=.1, nu=-1, tau=5),
colour = "black")
gg + stat_function(fun = dBCT, args=list(mu=3, sigma=.1, nu=-1, tau=5),
geom = "area", alpha=0.5, fill="pink", color="black", n=301)
y_acf(diff(EuStockMarkets[,1]))
y_dots(rent$R)
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