qqci: qqci function

In miscFuncs: Miscellaneous Useful Functions Including LaTeX Tables, Kalman Filtering, QQplots with Simulation-Based Confidence Intervals and Development Tools

qqci function

Description

A function to compare quantiles of a given vector against quantiles of a specified distribution. The function outputs simulation-based confidence intervals too. The option of zero-ing the plot (rather than visualising a diagonal line (which can be difficult to interpret) and also standardising (so that varying uncertainty around each quantile appears equal to the eye) are also given.

Usage

qqci(
  x,
  rfun = NULL,
  y = NULL,
  ns = 100,
  zero = FALSE,
  standardise = FALSE,
  qts = c(0.025, 0.975),
  llwd = 2,
  lcol = "red",
  xlab = "Theoretical",
  ylab = "Sample",
  alpha = 0.02,
  cicol = "black",
  cilwd = 1,
  ...
)

Arguments

x	a vector of values to compare
rfun	a function accepting a single argument to generate samples from the comparison distribution, the default is rnorm
y	an optional vector of samples to compare the quantiles against. In the case this is non-null, the function rfun will be automatically chosen as bootstrapping y with replacement and sample zise the same as the length of x. You must specify exactly one of rfun or y.
ns	the number of simulations to generate: the more simulations, the more accurate the confidence bands. Default is 100
zero	logical, whether to zero the plot across the x-axis. Default is FALSE
standardise	logical, whether to standardise so that the variance around each quantile is made constant (this can help in situations where the confidence bands appear very tight in places)
qts	vector of probabilities giving which sample-based empirical quantiles to add to the plot. Default is c(0.025,0.975)
llwd	positive numeric, the width of line to plot, default is 2
lcol	colour of line to plot, default is red
xlab	character, the label for the x-axis
ylab	character, the label for the y-axis
alpha	controls transparency of samples (coloured blue)
cicol	colour of confidence band lines, default is black
cilwd	width of confidence band lines, default is 1
...	additional arguments to pass to matplot

Value

Produces a QQ-plot with simulation-based confidence bands

Examples

qqci(rnorm(1000))
qqci(rnorm(1000),zero=TRUE)
qqci(rnorm(1000),zero=TRUE,standardise=TRUE)

miscFuncs documentation built on Nov. 2, 2023, 5:21 p.m.