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annotate scripts/statistics/base/qqplot.m @ 11523:fd0a3ac60b0e
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| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Fri, 14 Jan 2011 05:47:45 -0500 |
| parents | e151e23f73bc |
| children | c792872f8942 |
| rev | line source |
|---|---|
| 11523 | 1 ## Copyright (C) 1995-2011 Kurt Hornik |
| 3426 | 2 ## |
| 3922 | 3 ## This file is part of Octave. |
| 4 ## | |
| 5 ## Octave is free software; you can redistribute it and/or modify it | |
| 6 ## under the terms of the GNU General Public License as published by | |
| 7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
| 8 ## your option) any later version. | |
| 3426 | 9 ## |
| 3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
| 3200 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 13 ## General Public License for more details. |
| 14 ## | |
| 3200 | 15 ## You should have received a copy of the GNU General Public License |
| 7016 | 16 ## along with Octave; see the file COPYING. If not, see |
| 17 ## <http://www.gnu.org/licenses/>. | |
| 3200 | 18 |
| 3453 | 19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}) |
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21 ## @deftypefnx {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{dist}) |
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22 ## @deftypefnx {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{dist}, @var{params}) |
| 3453 | 23 ## Perform a QQ-plot (quantile plot). |
| 3200 | 24 ## |
| 3453 | 25 ## If F is the CDF of the distribution @var{dist} with parameters |
| 26 ## @var{params} and G its inverse, and @var{x} a sample vector of length | |
| 27 ## @var{n}, the QQ-plot graphs ordinate @var{s}(@var{i}) = @var{i}-th | |
| 28 ## largest element of x versus abscissa @var{q}(@var{i}f) = G((@var{i} - | |
| 29 ## 0.5)/@var{n}). | |
| 3200 | 30 ## |
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31 ## If the sample comes from F, except for a transformation of location |
| 3200 | 32 ## and scale, the pairs will approximately follow a straight line. |
| 33 ## | |
| 3453 | 34 ## The default for @var{dist} is the standard normal distribution. The |
| 35 ## optional argument @var{params} contains a list of parameters of | |
| 36 ## @var{dist}. For example, for a quantile plot of the uniform | |
| 37 ## distribution on [2,4] and @var{x}, use | |
| 38 ## | |
| 39 ## @example | |
| 40 ## qqplot (x, "uniform", 2, 4) | |
| 41 ## @end example | |
| 3200 | 42 ## |
| 6754 | 43 ## @noindent |
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44 ## @var{dist} can be any string for which a function @var{distinv} or |
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45 ## @var{dist_inv} exists that calculates the inverse CDF of distribution |
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46 ## @var{dist}. |
| 6754 | 47 ## |
| 3200 | 48 ## If no output arguments are given, the data are plotted directly. |
| 3453 | 49 ## @end deftypefn |
| 3200 | 50 |
| 5428 | 51 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 52 ## Description: Perform a QQ-plot (quantile plot) |
| 3200 | 53 |
| 3979 | 54 function [q, s] = qqplot (x, dist, varargin) |
| 3426 | 55 |
| 3200 | 56 if (nargin < 1) |
| 6046 | 57 print_usage (); |
| 3200 | 58 endif |
| 3426 | 59 |
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60 if (!(isnumeric (x) && isvector(x))) |
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61 error ("qqplot: X must be a numeric vector"); |
| 3200 | 62 endif |
| 63 | |
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64 if (nargin == 1) |
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65 f = @stdnormal_inv; |
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66 else |
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67 if ( exist (invname = sprintf ("%sinv", dist)) |
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68 || exist (invname = sprintf ("%s_inv", dist))) |
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69 f = str2func (invname); |
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70 else |
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71 error ("qqplot: no inverse CDF found for distribution DIST"); |
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Rik <octave@nomad.inbox5.com>
parents:
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72 endif |
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Rik <octave@nomad.inbox5.com>
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73 endif; |
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parents:
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74 |
| 3200 | 75 s = sort (x); |
| 76 n = length (x); | |
| 77 t = ((1 : n)' - .5) / n; | |
| 78 if (nargin <= 2) | |
| 79 q = feval (f, t); | |
| 4348 | 80 q_label = func2str (f); |
| 3200 | 81 else |
| 5153 | 82 q = feval (f, t, varargin{:}); |
| 83 if (nargin > 3) | |
| 84 tmp = sprintf (", %g", varargin{2:end}); | |
| 85 else | |
| 86 tmp = ""; | |
| 87 endif | |
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Rik <octave@nomad.inbox5.com>
parents:
10549
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changeset
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88 q_label = sprintf ("%s with parameter(s) %g%s", |
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Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
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89 func2str (f), varargin{1}, tmp); |
| 3200 | 90 endif |
| 3426 | 91 |
| 3200 | 92 if (nargout == 0) |
| 6447 | 93 plot (q, s); |
| 3200 | 94 xlabel (q_label); |
| 95 ylabel ("sample points"); | |
| 96 endif | |
| 97 | |
| 98 endfunction |