Suggestion for qqplot() improvement

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Subject: Suggestion for qqplot() improvement
From: Martin Maechler (maechler@stat.math.ethz.ch)
Date: Tue 31 Aug 1999 - 23:42:48 EST


Message-Id: <199908311342.PAA01425@sophie.ethz.ch>

>>>>> On Tue, 31 Aug 1999 14:57, Werner Stahel <stahel@stat.math.ethz.ch> said:

WSt> Here is a suggestion. It seems that qqplots, comparing a sample
WSt> to a distribution other than the normal, are not explicitly
WSt> available in S or R. I found

(in S-plus / Trellis it is, see below)

WSt> qqplot(y, rt(300, df = 5))

WSt> as an example in the help file to qqplot .
WSt> This is not very sensible.

(it only tried to show that you can QQ-plot two datasets
 of *different* length, rather than anything else)

WSt> I would prefer

WSt> n <- length(y)
WSt> qqplot(qt((1:n)/(n+1), df=5), y, xlab='quantiles', ylab='data')

yes, for comparison with a theoretical distribution.

Maybe even
      qqplot(qt(ppoints(n), df=5), y,
             xlab='quantiles of t(* ,df=5)', ylab='data')

WSt> and this could be shortened to

WSt> qqplot(y, distribution='t', df=5)

WSt> with an easy extension of the function.

I found:

   Trellis in S-plus has
            qqmath(formula, distribution = qnorm, f.value = ppoints, ...),
   for your example
        qqmath( ~ y, distribution = function(p) qt(p, df=5), ...)

which is slightly more general (also works with panels, banking to 45
deg,..) but quite a bit more complicated to use for non-sophisticated users.

What should we do / would we want for R?

Martin
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