[R] probability-probability plot

[Spencer Graves]

	  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
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