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qqhyperb

Hyperbolic Quantile-Quantile and Percent-Percent Plots


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

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)

GeneralizedHyperbolic

The Generalized Hyperbolic Distribution

v0.8-4
GPL (>= 2)
Authors
David Scott <d.scott@auckland.ac.nz>
Initial release
2018-05-15

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