qqhyperb: Hyperbolic Quantile-Quantile and Percent-Percent Plots

In sjp/GeneralizedHyperbolic: The generalized hyperbolic distribution

Description

qqhyperb produces a hyperbolic Q-Q plot of the values in y.

pphyperb produces a hyperbolic P-P (percent-percent) or probability plot of the values in y.

Graphical parameters may be given as arguments to qqhyperb, and pphyperb.

Usage

qqhyperb(y, mu = 0, delta = 1, alpha = 1, beta = 0,
         param = c(mu, delta, alpha, beta),
         main = "Hyperbolic Q-Q Plot",
         xlab = "Theoretical Quantiles",
         ylab = "Sample Quantiles",
         plot.it = TRUE, line = TRUE, ...)

pphyperb(y, mu = 0, delta = 1, alpha = 1, beta = 0,
         param = c(mu, delta, alpha, beta),
         main = "Hyperbolic P-P Plot",
         xlab = "Uniform Quantiles",
         ylab = "Probability-integral-transformed Data",
         plot.it = TRUE, line = TRUE, ...)

Arguments

y	The data sample.
mu	mu is the location parameter. By default this is set to 0.
delta	delta is the scale parameter of the distribution. A default value of 1 has been set.
alpha	alpha is the tail parameter, with a default value of 1.
beta	beta is the skewness parameter, by default this is 0.
param	Parameters of the hyperbolic distribution.
xlab, ylab, main	Plot labels.
plot.it	Logical. Should the result be plotted?
line	Add line through origin with unit slope.
...	Further graphical parameters.

Value

For qqhyperb and pphyperb, a list with components:

x	The x coordinates of the points that are to be plotted.
y	The y coordinates of the points that are to be plotted.

References

Wilk, M. B. and Gnanadesikan, R. (1968) Probability plotting methods for the analysis of data. Biometrika. 55, 1–17.

See Also

ppoints, dhyperb, hyperbFit

Examples

par(mfrow = c(1, 2))
param <- c(2, 2, 2, 1.5)
y <- rhyperb(200, param = param)
qqhyperb(y, param = param, line = FALSE)
abline(0, 1, col = 2)
pphyperb(y, param = param)

sjp/GeneralizedHyperbolic documentation built on May 30, 2019, 12:06 a.m.