QuantileQuantilePlots {fBasics}

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.

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, ...)

Arguments

x

an object of class "timeSeries" or any other object which can be transformed byas.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.

Details

List of Functions:

qqnormPlot Produces a tailored Normal quantile-quantile plot,

qqnigPlot Produces a tailored NIG quantile-quantile plot,

qqghtPlot Produces a tailored GHT quantile-quantile plot,

qqgldPlot Produces a tailored GLD quantile-quantile plot.

Value

displays a quantile-quantile plot.

Author(s)

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)