ghyp (version 1.6.5)

qq-ghyp: Quantile-Quantile Plot

Description

This function is intended to be used as a graphical diagnostic tool for fitted univariate generalized hyperbolic distributions. Optionally a qq-plot of the normal distribution can be added.

Usage

qqghyp(object, data = ghyp.data(object), gaussian = TRUE, line = TRUE,
       main = "Generalized Hyperbolic Q-Q Plot",
       xlab = "Theoretical Quantiles", ylab = "Sample Quantiles",
       ghyp.pch = 1, gauss.pch = 6, ghyp.lty = "solid",
       gauss.lty = "dashed", ghyp.col = "black", gauss.col = "black",
       plot.legend = TRUE, location = "topleft", legend.cex = 0.8,
       spline.points = 150, root.tol = .Machine$double.eps^0.5,
       rel.tol = root.tol, abs.tol = root.tol^1.5, add = FALSE, ...)

Arguments

object

Usually a fitted univariate generalized hyperbolic distribution of class mle.ghyp. Alternatively an object of class ghyp and a data vector.

data

An object coercible to a vector.

gaussian

If TRUE a qq-plot of the normal distribution is plotted as a reference.

line

If TRUE a line is fitted and drawn.

main

An overall title for the plot.

xlab

A title for the x axis.

ylab

A title for the y axis.

ghyp.pch

A plotting character, i.e., symbol to use for quantiles of the generalized hyperbolic distribution.

gauss.pch

A plotting character, i.e., symbol to use for quantiles of the normal distribution.

ghyp.lty

The line type of the fitted line to the quantiles of the generalized hyperbolic distribution.

gauss.lty

The line type of the fitted line to the quantiles of the normal distribution.

ghyp.col

A color of the quantiles of the generalized hyperbolic distribution.

gauss.col

A color of the quantiles of the normal distribution.

plot.legend

If TRUE a legend is drawn.

location

The location of the legend. See legend for possible values.

legend.cex

The character expansion of the legend.

spline.points

The number of support points when computing the quantiles. Passed to qghyp.

root.tol

The tolerance of the quantiles. Passed to uniroot.

rel.tol

The tolerance of the quantiles. Passed to integrate.

abs.tol

The tolerance of the quantiles. Passed to integrate.

add

If TRUE the points are added to an existing plot window. The legend argument then becomes deactivated.

...

Arguments passed to plot.

Author

David Luethi

See Also

hist, fit.ghypuv, qghyp, plot, lines

Examples

  data(smi.stocks)

  smi <- fit.ghypuv(data = smi.stocks[, "Swiss.Re"])

  qqghyp(smi, spline.points = 100)

  qqghyp(fit.tuv(smi.stocks[, "Swiss.Re"], symmetric = TRUE),
         add = TRUE, ghyp.col = "red", line = FALSE)