[R] QQ plotting of various distributions...

[Eric Thompson]

The supposed example of a Q-Q plot is most certainly not how to make a
Q-Q plot. I don't even know where to start....

First off, the two "Q:s in the title of the plot stand for "quantile",
not "random". The "answer" supplied simply plots two sorted samples of
a distribution against each other. While this may resemble the general
shape of a QQ plot, that is where the similarities end.

Some general advice: be careful who you take advice from on the
internet. The Wikipedia entry for Q-Q plot may be a good start if you
don't know what a Q-Q plot is, although you should also use it with
caution.

Lets say you have some samples that may be normally distributed:

set.seed(1)
x <- rnorm(30)

# now try with R's built in function
qqnorm(x, xlim = c(-3, 3), ylim = c(-3, 3))

# Now try Sunil's "Q-Q plot" method, but for rnorm
# rather than rgamma
some_data <- x
test_data <- rnorm(30)
points(sort(some_data),sort(test_data), col = "blue")

# Note that the points are NOT the same!

This should have been obvious for the simple reason that the QQ plot
should not be influenced by the random number generator that you are
using! A QQ plot is uniquely reproducible. The more general (and
correct) way to get the QQ plot involves choosing a plotting position
and the quantile function (e.g. qnorm or qgamma functions in R) of the
pertinent distribution:

# Sort the data:
x.s <- sort(x)
n <- length(x)

# Plotting position (must be careful here in general!)
p <- ppoints(n)

# Compute the quantile
x.q <- qnorm(p)

points(x.q, x.s, col = "red")

# and they fall exactly on the points generated by qqnorm().

Now, you should be able to generalize this for any distribution. Hope
this helps.


Eric Thompson




2009/9/27 Petar Milin <pmilin at ff.uns.ac.rs>:
> Thanks for the answer. Now, only problem is to to get parameter(s) of a
> given function. For gamma, I shall try with gammafit() from mhsmm package.
> Also, I shall look for others appropriate parameter estimates. Will use
> SuppDists too.
>
> Best,
> PM
>
> Sunil Suchindran wrote:
>>
>> #same shape
>>
>> some_data <- rgamma(500,shape=6,scale=2)
>> test_data <- rgamma(500,shape=6,scale=2)
>> plot(sort(some_data),sort(test_data))
>> # You can also use qqplot(some_data,test_data)
>> abline(0,1)
>>
>> # different shape
>>
>> some_data <- rgamma(500,shape=6,scale=2)
>> test_data <- rgamma(500,shape=4,scale=2)
>> plot(sort(some_data),sort(test_data))
>> abline(0,1)
>>
>> It is helpful to assess the sampling variability, by
>> creating repeated sets of test_data, and plotting
>> all of these along with your observations to create
>> a confidence "envelope".
>>
>> The SuppDists provides Inverse Gauss.
>>
>>
>> On Thu, Sep 17, 2009 at 11:46 AM, Petar Milin <pmilin at ff.uns.ac.rs> wrote:
>>
>>    Hello!
>>    I am trying with this question again:
>>    I would like to test few distributional assumptions for some
>>    behavioral response data. There are few theories about true
>>    distribution of those data, like: normal, lognormal, gamma,
>>    ex-Gaussian (exponential-Gaussian), Wald (inverse Gaussian) etc. The
>>    best way would be via qq-plot, to show to students differences.
>>    First two are trivial:
>>    qqnorm(dat$X)
>>    qqnorm(log(dat$X))
>>    Then, things are getting more "hairy". I am not sure how to make
>>    plots for the rest. I tried gamma with:
>>    qqmath(~ X, data=dat, distribution=function(X)
>>    � qgamma(X, shape, scale))
>>    Which should be the same as:
>>    plot(qgamma(ppoints(dat$X), shape, scale), sort(dat$X))
>>    Shape and scale parameters I got via mhsmm package that has
>>    gammafit() for shape and scale parameters estimation.
>>    Am I on right track? Does anyone know how to plot the rest:
>>    ex-Gaussian (exponential-Gaussian), Wald (inverse Gaussian)?
>>
>>    Thanks,
>>    PM
>>
>>    ______________________________________________
>>    R-help at r-project.org <mailto:R-help at r-project.org> mailing list
>>    https://stat.ethz.ch/mailman/listinfo/r-help
>>    PLEASE do read the posting guide
>>    http://www.R-project.org/posting-guide.html
>>    <http://www.r-project.org/posting-guide.html>
>>    and provide commented, minimal, self-contained, reproducible code.
>>
>>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>