qqghyp: Generalized Hyperbolic Quantile-Quantile and Percent-Percent...

View source: R/qqghyp.R

GeneralizedHyperbolicPlotsR Documentation

Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots

Description

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

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

Graphical parameters may be given as arguments to qqghyp, and ppghyp.

Usage

qqghyp(y, Theta, main = "Generalized Hyperbolic Q-Q Plot",
  xlab = "Theoretical Quantiles",
  ylab = "Sample Quantiles",
  plot.it = TRUE, line = TRUE, ...)

ppghyp(y, Theta, main = "Generalized Hyperbolic P-P Plot",
  xlab = "Uniform Quantiles",
  ylab = "Probability-integral-transformed Data",
  plot.it = TRUE, line = TRUE, ...)

Arguments

y

The data sample.

Theta

Parameters of the generalized 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 qqghyp and ppghyp, 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, dghyp.

Examples

par(mfrow = c(1,2))
y <- rghyp(200, c(2,2,1,2,2))
qqghyp(y, c(2,2,1,2,2),line = FALSE)
abline(0, 1, col = 2)
ppghyp(y, c(2,2,1,2,2))

HyperbolicDist documentation built on Nov. 26, 2023, 3:01 p.m.