[R] percentile-percentile plot

[Duncan Murdoch]

On Tue, 6 Apr 2004 13:33:58 -0400, Jean Eid
<jeaneid at chass.utoronto.ca> wrote :

>Hi,
>
>Is there a function that does percentile-percentile plot. I do not mean
>the qqplot. I need to plot the percentiles rather than points themselves.
>I am hoping for a plot that tells me that the x percentile of one data set
>corresponds to the y percentile of the other. for example a point on the
>plot of (.5, .2) will tell me that the 50th percentile of the first data
>and the 20th percentile of the second data are equal.
>
>Is there any function that does this?

I think you'll have to write your own.  Here's a rough start:

ppplot <- function(x,y) {
  x <- sort(x)
  y <- sort(y)
  px <- ppoints(x)
  py <- ppoints(y)
  plot(px, approx(y, py, x)$y)
}

This function messes up if the distributions are too different; you'll
need to fix up the approx call somehow.

Duncan Murdoch