TQQPlot function

Student's T Quantile - Quantile Plot

Creates emperical QQ-plot of the quantiles of the data set x versus of a t distribution. The QQ-plot can be used to determine whether the sample in x is drawn from a t distribution with specified number of degrees of freedom.

TQQPlot(Ra, df)

Arguments

• Ra: Sample data set
• df: Number of degrees of freedom of the t distribution

Examples

# t-QQ Plot for randomly generated standard normal data
   Ra <- rnorm(100)
   TQQPlot(Ra, 20)

Author(s)

Dinesh Acharya

References

Dowd, K. Measuring Market Risk, Wiley, 2007.