qqghyp function

Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots

qqghyp produces a generalized hyperbolic Q-Q plot of the values in y.

ppghyp produces a generalized hyperbolic P-P (percent-percent) or probability plot of the values in y.

Graphical parameters may be given as arguments to qqghyp, and ppghyp.

qqghyp(y, Theta, main = "Generalized Hyperbolic Q-Q Plot",
  xlab = "Theoretical Quantiles",
  ylab = "Sample Quantiles",
  plot.it = TRUE, line = TRUE, ...)

ppghyp(y, Theta, main = "Generalized Hyperbolic P-P Plot",
  xlab = "Uniform Quantiles",
  ylab = "Probability-integral-transformed Data",
  plot.it = TRUE, line = TRUE, ...)

Arguments

• y: The data sample.
• Theta: Parameters of the generalized hyperbolic 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.

Returns

For qqghyp and ppghyp, 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, dghyp.

Examples

par(mfrow = c(1,2))
y <- rghyp(200, c(2,2,1,2,2))
qqghyp(y, c(2,2,1,2,2),line = FALSE)
abline(0, 1, col = 2)
ppghyp(y, c(2,2,1,2,2))