Q-Q plot for uniformly distributed random variable
This function produces Q-Q plot for a random variable following uniform distribution with or without using log-scale. Note that the log-scale is by default for type "exp", which is a plot based on exponential order statistics. This appears to be more appropriate than the commonly used procedure whereby the expected value of uniform order statistics is directly log-transformed.
qqunif(u,type="unif",logscale=TRUE,base=10, col=palette()[4],lcol=palette()[2],ci=FALSE,alpha=0.05,...)
u |
a vector of uniformly distributed random variables |
type |
string option to specify distribution: "unif"=uniform, "exp"=exponential |
logscale |
to use logscale |
base |
the base of the log function |
col |
color for points |
lcol |
color for the diagonal line |
ci |
logical option to show confidence interval |
alpha |
1-confidence level, e.g., 0.05 |
... |
other options as appropriae for the qqplot function |
The returned value is a list with components of a qqplot:
x |
expected value for uniform order statistics or its -log(,base) counterpart |
y |
observed value or its -log(,base) counterpart |
Balakrishnan N, Nevzorov VB. A Primer on Statistical Distributions. Wiley 2003.
Casella G, Berger RL. Statistical Inference, Second Edition. Duxbury 2002.
Davison AC. Statistical Models. Cambridge University Press 2003.
Jing Hua Zhao
## Not run: # Q-Q Plot for 1000 U(0,1) r.v., marking those <= 1e-5 u_obs <- runif(1000) r <- qqunif(u_obs,pch=21,bg="blue",bty="n") u_exp <- r$y hits <- u_exp >= 2.30103 points(r$x[hits],u_exp[hits],pch=21,bg="green") legend("topleft",sprintf("GC.lambda=%.4f",gc.lambda(u_obs))) ## End(Not run)
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