Last data update: 2014.03.03

R: Normal inverse Gaussian Quantile-Quantile and Percent-Percent...
nigPlotsR Documentation

Normal inverse Gaussian Quantile-Quantile and Percent-Percent Plots

Description

qqnig produces a normal inverse Gaussian Q-Q plot of the values in y.

ppnig produces a normal inverse Gaussian P-P (percent-percent) or probability plot of the values in y.

Graphical parameters may be given as arguments to qqnig, and ppnig.

Usage

qqnig(y, mu = 0, delta = 1, alpha = 1, beta = 0,
         param = c(mu, delta, alpha, beta),
         main = "Normal inverse Gaussian Q-Q Plot",
         xlab = "Theoretical Quantiles",
         ylab = "Sample Quantiles",
         plot.it = TRUE, line = TRUE, ...)

ppnig(y, mu = 0, delta = 1, alpha = 1, beta = 0,
         param = c(mu, delta, alpha, beta),
         main = "Normal inverse Gaussian 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 normal inverse Gaussian 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 qqnig and ppnig, 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, dnig, nigFit

Examples

par(mfrow = c(1, 2))
param <- c(2, 2, 2, 1.5)
y <- rnig(200, param = param)
qqnig(y, param = param, line = FALSE)
abline(0, 1, col = 2)
ppnig(y, param = param)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(GeneralizedHyperbolic)
Loading required package: DistributionUtils
Loading required package: RUnit
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/GeneralizedHyperbolic/qqnig.Rd_%03d_medium.png", width=480, height=480)
> ### Name: nigPlots
> ### Title: Normal inverse Gaussian Quantile-Quantile and Percent-Percent
> ###   Plots
> ### Aliases: qqnig ppnig
> ### Keywords: hplot distribution
> 
> ### ** Examples
> 
> par(mfrow = c(1, 2))
> param <- c(2, 2, 2, 1.5)
> y <- rnig(200, param = param)
> qqnig(y, param = param, line = FALSE)
> abline(0, 1, col = 2)
> ppnig(y, param = param)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>