fBasics (version 4021.93)

QuantileQuantilePlots: Quantile-Quantile plots

Description

Returns quantile-quantile plots for the normal, the normal inverse Gaussian, the generalized hyperbolic Student-t and the generalized lambda distribution.

List of Functions:

qqnormPlot	Returns a tailored Normal quantile-quantile plot,
qqnigPlot	Returns a tailored NIG quantile-quantile plot,
qqghtPlot	Returns a tailored GHT quantile-quantile plot,
qqgldPlot	Returns a tailored GLD quantile-quantile plot.

Usage

qqnormPlot(x, labels = TRUE, col = "steelblue", pch = 19,
    title = TRUE, mtext = TRUE, grid = FALSE, rug = TRUE, 
    scale = TRUE, ...) 
qqnigPlot(x, labels = TRUE, col = "steelblue", pch = 19,
    title = TRUE, mtext = TRUE, grid = FALSE, rug = TRUE, 
    scale = TRUE, ...) 
qqghtPlot(x, labels = TRUE, col = "steelblue", pch = 19,
    title = TRUE, mtext = TRUE, grid = FALSE, rug = TRUE, 
    scale = TRUE, ...) 
qqgldPlot(x, labels = TRUE, col = "steelblue", pch = 19,
    title = TRUE, mtext = TRUE, grid = FALSE, rug = TRUE, 
    scale = TRUE, ...)

Value

displays a quantile-quantile plot.

Arguments

x

an object of class "timeSeries" or any other object which can be transformed by the function as.timeSeries into an object of class timeSeries. The latter case, other then timeSeries objects, is more or less untested.

labels

a logical flag, should the plot be returned with default labels and decorated in an automated way? By default TRUE.

col

the color for the series. In the univariate case use just a color name like the default, col="steelblue", in the multivariate case we recommend to select the colors from a color palette, e.g. col=heat.colors(ncol(x)).

pch

an integer value, by default 19. Which plot character should be used in the plot?

title

a logical flag, by default TRUE. Should a default title added to the plot?

mtext

a logical flag, by default TRUE. Should a marginal text be printed on the third site of the graph?

grid

a logical flag, should a grid be added to the plot? By default TRUE. To plot a horizontal lines only use grid="h" and for vertical lines use grid="h", respectively.

rug

a logical flag, by default TRUE. Should a rug representation of the data added to the plot?

scale

a logical flag, by default TRUE. Should the time series be scaled for the investigation?

...

optional arguments to be passed.

Author

Diethelm Wuertz for the Rmetrics R-port.

Examples

## data - 
   data(LPP2005REC, package = "timeSeries")
   SPI <- LPP2005REC[, "SPI"]
   plot(SPI, type = "l", col = "steelblue", main = "SP500")
   abline(h = 0, col = "grey")
   
## qqPlot -
   qqnormPlot(SPI)