Probability Plot

Generates a probability plot for a specified theoretical distribution, i.e., basically a qqplot where the y-axis is labeled with probabilities instead of quantiles. The function is mainly intended for teaching the concept of quantile plots.

probplot(x, qdist=qnorm, probs=NULL, line=TRUE,
         xlab=NULL, ylab="Probability in %", ...)
# S3 method for probplot
lines(x, h=NULL, v=NULL, bend=FALSE, ...)

Arguments

x	A data vector for probplot, an object of class probplot for the lines method.
qdist	A character string or a function for the quantiles of the target distribution.
probs	Vector of probabilities at which horizontal lines should be drawn.
line	Add a line passing through the quartiles to the plot?
xlab, ylab	Graphical parameters.
h	The y-value for a horizontal line.
v	The x-value for a vertical line.
bend	If TRUE, lines are ``bent'' at the quartile line, else regular ablines are added. See examples.
...	Further arguments for qdist and graphical parameters for lines.

See also

qqplot

Examples

## a simple example
x <- rnorm(100, mean=5)
probplot(x)

## the same with horizontal tickmarks at the y-axis
opar <- par("las")
par(las=1)
probplot(x)

## this should show the lack of fit at the tails
probplot(x, "qunif")

## for increasing degrees of freedom the t-distribution converges to
## normal
probplot(x, qt, df=1)
probplot(x, qt, df=3)
probplot(x, qt, df=10)
probplot(x, qt, df=100)

## manually add the line through the quartiles
p <- probplot(x, line=FALSE)
lines(p, col="green", lty=2, lwd=2)


## Make the line at prob=0.5 red
lines(p, h=0.5, col="red")

### The following use the estimted distribution given by the green
### line:

## What is the probability that x is smaller than 7?
lines(p, v=7, bend=TRUE, col="blue")

## Median and 90% confidence interval
lines(p, h=.5, col="red", lwd=3, bend=TRUE)
lines(p, h=c(.05, .95), col="red", lwd=2, lty=3, bend=TRUE)

par(opar)
#> NULL