# R/qqghyp.R In sjp/GeneralizedHyperbolic: The generalized hyperbolic distribution

#### Documented in ppghypqqghyp

```### Q-Q plot for generalized hyperbolic distribution
qqghyp <- function(y, mu = 0, delta = 1, alpha = 1, beta = 0, lambda = 1,
param = c(mu, delta, alpha, beta, lambda),
main = "Generalized Hyperbolic Q-Q Plot",
xlab = "Theoretical Quantiles",
ylab = "Sample Quantiles",
plot.it = TRUE, line = TRUE, ...) {

if (has.na <- any(ina <- is.na(y))) {
yN <- y
y <- y[!ina]
}

if ((n <- length(y)) == 0)
stop("y is empty or has only NAs")

x <- qghyp(ppoints(n), param = param)[order(order(y))]

if (has.na) {
y <- x
x <- yN
x[!ina] <- y
y <- yN
}

if (plot.it) {
plot(x, y, main = main, xlab = xlab, ylab = ylab, ...)
title(sub = paste("param = (",
round(param[1], 3), ", ", round(param[2], 3), ", ",
round(param[3], 3), ", ", round(param[4], 3), ", ",
round(param[5], 3), ")", sep = ""))

if (line)
abline(0, 1)
}

invisible(list(x = x, y = y))
} ## End of qqghyp()

### P-P plot for generalized hyperbolic distribution
ppghyp <- function(y, mu = 0, delta = 1, alpha = 1, beta = 0, lambda = 1,
param = c(mu, delta, alpha, beta, lambda),
main = "Generalized Hyperbolic P-P Plot",
xlab = "Uniform Quantiles",
ylab = "Probability-integral-transformed Data",
plot.it = TRUE, line = TRUE, ...) {

if (has.na <- any(ina <- is.na(y))) {
yN <- y
y <- y[!ina]
}

if((n <- length(y)) == 0)
stop("data is empty")

yvals <- pghyp(y, param = param)
xvals <- ppoints(n, a = 1 / 2)[order(order(y))]

if (has.na) {
y <- yvals
x <- xvals
yvals <- yN
yvals[!ina] <- y
xvals <- yN
xvals[!ina] <- x
}

if (plot.it) {
plot(xvals, yvals, main = main, xlab = xlab, ylab = ylab,
ylim = c(0, 1), xlim = c(0, 1), ...)
title(sub = paste("param = (",
round(param[1], 3), ", ", round(param[2], 3), ", ",
round(param[3], 3), ", ", round(param[4], 3), ", ",
round(param[5], 3), ")", sep = ""))

if (line)
abline(0, 1)
}

invisible(list(x = xvals, y = yvals))
} ## End of ppghyp()
```
sjp/GeneralizedHyperbolic documentation built on May 26, 2017, 10:13 a.m.