plot-qqPlot: Quantile-quantile plots

In fBasics: Rmetrics - Markets and Basic Statistics

Quantile-quantile plots

Description

Produce quantile-quantile plots for the normal, inverse Gaussian, generalized hyperbolic Student-t and the generalized lambda distributions.

Usage

     
qqnormPlot(x, labels = TRUE, col = "steelblue", pch = 19,
    title = TRUE, mtext = TRUE, grid = FALSE, rug = TRUE, 
    scale = TRUE, ...) 
qqnigPlot(x, labels = TRUE, col = "steelblue", pch = 19,
    title = TRUE, mtext = TRUE, grid = FALSE, rug = TRUE, 
    scale = TRUE, ...) 
qqghtPlot(x, labels = TRUE, col = "steelblue", pch = 19,
    title = TRUE, mtext = TRUE, grid = FALSE, rug = TRUE, 
    scale = TRUE, ...) 
qqgldPlot(x, labels = TRUE, col = "steelblue", pch = 19,
    title = TRUE, mtext = TRUE, grid = FALSE, rug = TRUE, 
    scale = TRUE, ...)

Arguments

x	an object of class "timeSeries" or any other object which can be transformed by as.timeSeries.
labels	a logical flag, should the plot be returned with default labels and decorated in an automated way? By default TRUE.
col	the color for the series. In the univariate case use just a color name like the default, col = "steelblue", in the multivariate case we recommend to select the colors from a color palette, e.g. col = heat.colors(ncol(x)).
pch	an integer value, by default 19. Which plot character should be used in the plot?
title	a logical flag, by default TRUE. Should a default title be added to the plot?
mtext	a logical flag, by default TRUE. Should a marginal text be printed on the third site of the graph?
grid	a logical flag, should a grid be added to the plot? By default TRUE.
rug	a logical flag, by default TRUE. Should a rug representation of the data be added to the plot?
scale	a logical flag, by default TRUE. Should the plot be for the scaled time series? Used by qqnormPlot only, ignored silently by the others.
...	optional arguments passed to plot().

Details

qqnormPlot produces a tailored Normal quantile-quantile plot.

qqnigPlot produces a tailored NIG quantile-quantile plot.

qqghtPlot produces a tailored GHT quantile-quantile plot.

qqgldPlot produces a tailored GLD quantile-quantile plot.

Value

a list containing some of the quantities computed for the plot, invisibly. Currently contains the following components:

x	the quantiles of the reference distribution, used for the x-axis,
y	the (possibly scaled) ordered values of the time series, used for the y-axis.

The list has attribute "control" containing the parameters of the fitted distribution.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

See Also

seriesPlot, returnPlot, cumulatedPlot, drawdownPlot

histPlot, densityPlot, logDensityPlot

boxPlot, boxPercentilePlot

acfPlot, pacfPlot, teffectPlot, lacfPlot

scalinglawPlot

returnSeriesGUI

Examples

## data
data(LPP2005REC, package = "timeSeries")
SPI <- LPP2005REC[, "SPI"]
plot(SPI, type = "l", col = "steelblue", main = "SP500")
abline(h = 0, col = "grey")
   
qqnormPlot(SPI) 

fBasics documentation built on Oct. 24, 2025, 3:01 p.m.