qq-ghyp: Quantile-Quantile Plot
In ghyp: Generalized Hyperbolic Distribution and Its Special Cases

qq-ghyp

R Documentation

Quantile-Quantile Plot

Description

This function is intended to be used as a graphical diagnostic tool for fitted univariate generalized hyperbolic distributions. Optionally a qq-plot of the normal distribution can be added.

Usage

qqghyp(object, data = ghyp.data(object), gaussian = TRUE, line = TRUE,
       main = "Generalized Hyperbolic Q-Q Plot",
       xlab = "Theoretical Quantiles", ylab = "Sample Quantiles",
       ghyp.pch = 1, gauss.pch = 6, ghyp.lty = "solid",
       gauss.lty = "dashed", ghyp.col = "black", gauss.col = "black",
       plot.legend = TRUE, location = "topleft", legend.cex = 0.8,
       spline.points = 150, root.tol = .Machine$double.eps^0.5,
       rel.tol = root.tol, abs.tol = root.tol^1.5, add = FALSE, ...)

Arguments

`object`	Usually a fitted univariate generalized hyperbolic distribution of class `mle.ghyp`. Alternatively an object of class `ghyp` and a data vector.
`data`	An object coercible to a `vector`.
`gaussian`	If `TRUE` a qq-plot of the normal distribution is plotted as a reference.
`line`	If `TRUE` a line is fitted and drawn.
`main`	An overall title for the plot.
`xlab`	A title for the x axis.
`ylab`	A title for the y axis.
`ghyp.pch`	A plotting character, i.e., symbol to use for quantiles of the generalized hyperbolic distribution.
`gauss.pch`	A plotting character, i.e., symbol to use for quantiles of the normal distribution.
`ghyp.lty`	The line type of the fitted line to the quantiles of the generalized hyperbolic distribution.
`gauss.lty`	The line type of the fitted line to the quantiles of the normal distribution.
`ghyp.col`	A color of the quantiles of the generalized hyperbolic distribution.
`gauss.col`	A color of the quantiles of the normal distribution.
`plot.legend`	If `TRUE` a legend is drawn.
`location`	The location of the legend. See `legend` for possible values.
`legend.cex`	The character expansion of the legend.
`spline.points`	The number of support points when computing the quantiles. Passed to `qghyp`.
`root.tol`	The tolerance of the quantiles. Passed to `uniroot`.
`rel.tol`	The tolerance of the quantiles. Passed to `integrate`.
`abs.tol`	The tolerance of the quantiles. Passed to `integrate`.
`add`	If `TRUE` the points are added to an existing plot window. The `legend` argument then becomes deactivated.
`...`	Arguments passed to `plot`.

Author(s)

David Luethi

Examples

  data(smi.stocks)

  smi <- fit.ghypuv(data = smi.stocks[, "Swiss.Re"])

  qqghyp(smi, spline.points = 100)

  qqghyp(fit.tuv(smi.stocks[, "Swiss.Re"], symmetric = TRUE),
         add = TRUE, ghyp.col = "red", line = FALSE)

ghyp documentation built on Aug. 21, 2023, 5:12 p.m.