qqPlot: Quantile-Comparison Plots

In jonathon-love/car3: Companion to Applied Regression

Description

Plots empirical quantiles of a variable, or of studentized residuals from a linear model, against theoretical quantiles of a comparison distribution.

Usage

qqPlot(x, ...)

qqp(...)

## Default S3 method:
qqPlot(x, distribution="norm", ylab=deparse(substitute(x)),
		xlab=paste(distribution, "quantiles"), main=NULL, las=par("las"),
		envelope=.95, col=palette()[1], col.lines=palette()[2], 
		lwd=2, pch=1, cex=par("cex"), 
		line=c("quartiles", "robust", "none"), id=TRUE, grid=TRUE, ...)

## S3 method for class 'lm'
qqPlot(x, xlab=paste(distribution, "Quantiles"),
		ylab=paste("Studentized Residuals(", 
		            deparse(substitute(x)), ")", sep=""), 
		main=NULL, distribution=c("t", "norm"), 
		line=c("robust", "quartiles", "none"), las=par("las"),
		simulate=TRUE, envelope=.95,  reps=100, 
		col=palette()[1], col.lines=palette()[2], lwd=2, pch=1, cex=par("cex"),
		id=TRUE, grid=TRUE, ...)

Arguments

x	vector of numeric values or lm object.
distribution	root name of comparison distribution – e.g., "norm" for the normal distribution; t for the t-distribution.
ylab	label for vertical (empirical quantiles) axis.
xlab	label for horizontal (comparison quantiles) axis.
main	label for plot.
envelope	confidence level for point-wise confidence envelope, or FALSE for no envelope.
las	if 0, ticks labels are drawn parallel to the axis; set to 1 for horizontal labels (see par).
col	color for points; the default is the first entry in the current color palette (see palette and par).
col.lines	color for lines; the default is the second entry in the current color palette.
pch	plotting character for points; default is 1 (a circle, see par).
cex	factor for expanding the size of plotted symbols; the default is 1.
id	controls point identification; if FALSE, no points are identified; can be a list of named arguments to the showLabels function; TRUE is equivalent to list(method="y", n=2, cex=1, col=palette()[1], location="lr"), which identifies the 2 points with the 2 points with the most extreme verical values — studentized residuals for the "lm" method. Points labels are by default taken from the names of the variable being plotted; if no names are available, indices are used.
lwd	line width; default is 2 (see par).
line	"quartiles" to pass a line through the quartile-pairs, or "robust" for a robust-regression line; the latter uses the rlm function in the MASS package. Specifying line = "none" suppresses the line.
simulate	if TRUE calculate confidence envelope by parametric bootstrap; for lm object only. The method is due to Atkinson (1985).
reps	integer; number of bootstrap replications for confidence envelope.
...	arguments such as df to be passed to the appropriate quantile function.
grid	If TRUE, the default, a light-gray background grid is put on the graph

Details

Draws theoretical quantile-comparison plots for variables and for studentized residuals from a linear model. A comparison line is drawn on the plot either through the quartiles of the two distributions, or by robust regression.

Any distribution for which quantile and density functions exist in R (with prefixes q and d, respectively) may be used. When plotting a vector, the confidence envelope is based on the SEs of the order statistics of an independent random sample from the comparison distribution (see Fox, 2008). Studentized residuals from linear models are plotted against the appropriate t-distribution with a point-wise confidence envelope computed by default by a parametric bootstrap, as described by Atkinson (1985). The function qqp is an abbreviation for qqPlot.

Value

These functions return the labels of identified points.

Author(s)

John Fox [e-mail]

References

Fox, J. (2008) Applied Regression Analysis and Generalized Linear Models, Second Edition. Sage.

Fox, J. and Weisberg, S. (2011) An R Companion to Applied Regression, Second Edition, Sage.

Atkinson, A. C. (1985) Plots, Transformations, and Regression. Oxford.

See Also

qqplot, qqnorm, qqline, showLabels

Examples

x<-rchisq(100, df=2)
qqPlot(x)
qqPlot(x, dist="chisq", df=2)

qqPlot(lm(prestige ~ income + education + type, data=Duncan), 
	envelope=.99)

jonathon-love/car3 documentation built on May 19, 2019, 7:28 p.m.