Re: [R] probability-probability plot

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Sun 03 Jul 2005 - 13:33:20 EST

          There are PP plots and QQ plots. I've tried PP plots and didn't get much from them. The normal QQ plot [qqnorm, in R], however, I use for all kinds of things. In a data mining situation, I'll get, e.g., 500 p.values, all uniformily distributed under the null hypothesis. I'll transform that null distribution to N(0, 1) with qnorm(p.values) and make

          qqnorm(qnorm(p.values), datax=TRUE).

          I may be chastised severely by Tukeyites for "datax=TRUE", but the human eye can decode a 45 degree angle easier than any other angle other than horizontal or vertical. If you have a couple of mild outliers with a typical aspect ratio of the plot, the "datax=TRUE" option will make the line moderately close to 45 degrees.

          spencer graves

Jonathan Baron wrote:

> On 07/02/05 15:41, Yulei He wrote:
> Hi, there.
>
> Is there any function in R to plot the probability-probability plot (PP
> plot)? Suppose I am testing some data against normal.
>
> qqnorm might be what you want, or lead to it.
>

-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
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spencer.graves@pdf.com
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Received on Sun Jul 03 13:36:20 2005

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