[R] Normal probability plot examples for Wikipedia (was "qqnorm with histogram?")

[peter dalgaard]

Not that I want to get deeply involved with this, but techniques that allow you to take the random variation of the plots into account are badly needed in practice. I mean, running qqnorm(rnorm(10)) a dozen times _ought_ to cure you of overinterpreting plots that are not bang-on a straight line but have apparent curvature, outliers, etc., but tell that to students these days... 

Confidence bands would be good to include. Various techniques are in circulation; I believe John Fox implemented one for Rcmdr/car. I seem to recall that these are based on the binomial distribution or its asymptotic approximation. 

If you are qqnorm()-in residuals, the theory for constructing CI's for the normal plot breaks down and you need to resort to simulation techniques, e.g. something like

> Y <-  rgamma(10, 5)
> qqnorm(scale(Y))
> for (i in 1:10) lines(qqnorm(sort(scale(rnorm(10))),plot=FALSE), col="lightgray")

-pd

On 04 Aug 2014, at 18:55 , Spencer Graves <spencer.graves at structuremonitoring.com> wrote:

> Hi, Jim et al.:
> 
> 
>      Thanks for the reply, Jim.
> 
> 
>      What are your favorite examples using normal probability plots to identify outliers, skewness, kurtosis, mixtures, and the need for transformations in plots of raw data and residuals from model fits -- or using half-normal plots with estimated parameters?
> 
> 
>      I ask, because I believe the current Wikipedia article on "Normal probability plot" could be improved dramatically with a set of great examples.  I also plan to write a function to display a normal probability plot with a histogram, a density estimate, and a boxplot and use it with the examples.  My current plan is to create this with a function qqnormPlus(..., datax=TRUE, histargs, densityargs, boxplotargs) that passes histargs, densityargs and boxplotargs to truehist{MASS}, density, and boxplot, respectively.  I plan to add this to the Ecfun package (for which I'm the author and maintainer).
> 
> 
>      This wikipedia article received 14774 views in the past 90 days, averaging not quite 700 per day, so I think it's worth doing.  I could use suggestions (and help from other Wikipedians on this list).
> 
> 
>      Thanks,
>      Spencer
> 
> 
> On 8/3/2014 2:59 PM, Jim Lemon wrote:
>> Hi Spencer,
>> The last example for the twoord.plot function (plotrix) does this.
>> 
>> Jim
>> 
>> On Sun, 3 Aug 2014 12:38:10 PM Spencer Graves wrote:
>>>        Does a function exist that combines a normal probability plot
>>> with a histogram and maybe a density estimate on the same plot?
>>> 
>>> 
>>>        I'm revising the Wikipedia article on "Normal probability plot",
>>> and I think it would be good to provide examples of this.
>>> 
>>> 
>>>        Thanks,
>>>        Spencer
>>> 
>>> 
>>> p.s.  Please reply also with suggestions for how to improve that
>>> Wikipedia article if you feel so inclined.
>>> 
>>> ______________________________________________
>>> 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.
>>> 
> 
> ______________________________________________
> 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.

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com