qqplot2 {copula} | R Documentation

## Q-Q Plot with Rugs and Pointwise Asymptotic Confidence Intervals

### Description

A Q-Q plot (possibly) with rugs and pointwise approximate (via the Central Limit Theorem) two-sided 1-alpha confidence intervals.

### Usage

    qqplot2(x, qF, log = "", qqline.args = if(log=="x" || log=="y")
            list(untf=TRUE) else list(),
            rug.args = list(tcl=-0.6*par("tcl")),
            alpha = 0.05, CI.args = list(col="gray40"),
            CI.mtext = list(text=paste0("Pointwise asymptotic ", 100*(1-alpha),
                            "% confidence intervals"), side=4,
                            cex=0.6*par("cex.main"), adj=0, col="gray40"),
            main = expression(bold(italic(F)~~"Q-Q plot")),
            main.args = list(text=main, side=3, line=1.1, cex=par("cex.main"),
                             font=par("font.main"), adj=par("adj"), xpd=NA),
            xlab = "Theoretical quantiles", ylab = "Sample quantiles",
            file="", width=6, height=6, ...)

### Arguments

`x` | `numeric`.
`qF` | (theoretical) quantile function against which the Q-Q plot is created.
`log` | `character` string indicating whether log-scale should be used; see `?plot.default`.
`qqline.args` | argument `list` passed to `qqline()` for creating the Q-Q line. Use `qqline.args=NULL` to omit the Q-Q line.
`rug.args` | argument `list` passed to `rug()` for creating the rugs. Use `rug.args=NULL` to omit the rugs.
`alpha` | significance level.
`CI.args` | argument `list` passed to `lines()` for plotting the confidence intervals. Use `CI.args=NULL` to omit the confidence intervals.
`CI.mtext` | argument `list` passed to `mtext()` for plotting information about the confidence intervals. Use `CI.mtext=NULL` to omit the information.
`main` | title (can be an expression; use "" for no title).
`main.args` | argument `list` passed to `mtext()` for plotting the title. Use `main.args=NULL` to omit the title.
`xlab` | x axis label.
`ylab` | y axis label.
`file` | file name including the extension “.pdf”.
`width` | width parameter of `pdf()`.
`height` | height parameter of `pdf()`.
`...` | additional arguments passed to `plot()` based for plotting the points.

### Details

See the source code for how the confidence intervals are constructed precisely.

### Value

`invisible()`.

### See Also

`plot()` for the underlying plot function, `qqline()` for how the Q-Q line is implemented, `rug()` for how the rugs are constructed, `lines()` for how the confidence intervals are drawn, and `mtext()` for how the title and information about the confidence intervals is printed. `pdf()` for plotting to pdf.

### Examples

    n <- 250
    df <- 7
    set.seed(1)
    x <- rchisq(n, df=df)

    ## Q-Q plot against the true quantiles (of a chi^2_3 distribution)
    qqplot2(x, qF=function(p) qchisq(p, df=df),
            main=as.expression(substitute(bold(italic(chi[nu])~~"Q-Q Plot"),
                                          list(nu=df))))

    ## in log-log scale
    qqplot2(x, qF=function(p) qchisq(p, df=df), log="xy",
            main=as.expression(substitute(bold(italic(chi[nu])~~"Q-Q Plot"),
                                          list(nu=df))))

    ## Q-Q plot against wrong quantiles (of an Exp(1) distribution)
    qqplot2(x, qF=qexp,
            main=expression(bold(Exp(1)~~"Q-Q Plot")))

[Package copula version 0.999-15 Index]