qqgig function

Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plots

Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plots

qqgig produces a generalized inverse Gaussian QQ plot of the values in y.

ppgig produces a generalized inverse Gaussian PP (percent-percent) or probability plot of the values in y.

If line = TRUE, a line with zero intercept and unit slope is added to the plot.

Graphical parameters may be given as arguments to qqgig, and ppgig.

qqgig(y, chi = 1, psi = 1, lambda = 1, param = c(chi, psi, lambda), main = "GIG Q-Q Plot", xlab = "Theoretical Quantiles", ylab = "Sample Quantiles", plot.it = TRUE, line = TRUE, ...) ppgig(y, chi = 1, psi = 1, lambda = 1, param = c(chi, psi, lambda), main = "GIG P-P Plot", xlab = "Uniform Quantiles", ylab = "Probability-integral-transformed Data", plot.it = TRUE, line = TRUE, ...)

Arguments

  • y: The data sample.
  • chi: A shape parameter that by default holds a value of 1.
  • psi: Another shape parameter that is set to 1 by default.
  • lambda: Shape parameter of the GIG distribution. Common to all forms of parameterization. By default this is set to 1.
  • param: Parameters of the generalized inverse Gaussian distribution.
  • xlab, ylab, main: Plot labels.
  • plot.it: Logical. TRUE denotes the results should be plotted.
  • line: Logical. If TRUE, a line with zero intercept and unit slope is added to the plot.
  • ...: Further graphical parameters.

Returns

For qqgig and ppgig, a list with components: - x: The x coordinates of the points that are be plotted.

  • y: The y coordinates of the points that are 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, dgig.

Examples

par(mfrow = c(1, 2)) y <- rgig(1000, param = c(2, 3, 1)) qqgig(y, param = c(2, 3, 1), line = FALSE) abline(0, 1, col = 2) ppgig(y, param = c(2, 3, 1))