R: Variance Gamma Quantile-Quantile and Percent-Percent Plots
VarianceGammaPlots
R Documentation
Variance Gamma Quantile-Quantile and Percent-Percent Plots
Description
qqvg produces a variance gamma Q-Q plot of the values in
y.
ppvg produces a variance gamma P-P (percent-percent) or
probability plot of the values in y.
Graphical parameters may be given as arguments to qqvg and
ppvg.
The spread parameter sigma, default is 1,
must be positive.
theta
The asymmetry parameter theta, default is 0.
nu
The shape parameter nu, default is 1, must be
positive.
param
An optional option, specifying the parameters as a vector
which takes the form c(vgC,sigma,theta,nu) if known.
main
Plot title.
xlab, ylab
Plot labels.
plot.it
Logical. Should the result be plotted?
line
Add line through origin with unit slope.
...
Further graphical parameters.
Details
Users may specify the parameter values of the data sample y using
argument param. If param is not specified by users, then
the values are estimated from y by vgFit. For more details of
fiting a variance gamma distribution to data, see vgFit.
Value
For qqvg and ppvg, 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.
Wilk, M. B. and Gnanadesikan, R. (1968)
Probability plotting methods for the analysis of data.
Biometrika.
55, 1–17.
See Also
ppoints, dvg.
Examples
## Example 1: the parameter values are known
par(mfrow = c(1,2))
y <- rvg(200, param = c(2,2,1,2))
qqvg(y, param = c(2,2,1,2),line = FALSE)
abline(0, 1, col = 2)
ppvg(y, param = c(2,2,1,2))
## Example 2: the parameter values are unknown
par(mfrow = c(1,2))
y <- rvg(200, param = c(2,2,1,2))
qqvg(y, line = FALSE)
abline(0, 1, col = 2)
ppvg(y)