new file mode 100644
--- /dev/null
+++ b/scripts/statistics/base/ppplot.m
@@ -0,0 +1,67 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+## 
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+## 
+## This program is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details. 
+## 
+## You should have received a copy of the GNU General Public License
+## along with this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  [p, y] = ppplot (x [, dist [, params]])
+##
+## Performs a PP-plot (probability plot).
+##
+## If F is the CDF of the distribution `dist' with parameters `params'
+## and x a sample vector of length n, the PP-plot graphs ordinate y(i) =
+## F (i-th largest element of x) versus abscissa p(i) = (i - 0.5)/n. If
+## the sample comes from F, the pairs will approximately follow a
+## straight line.
+##
+## The default for `dist' is the standard normal distribution.  The
+## optional argument `params' contains a list of parameters of
+## `dist'. E.g., for a probability plot of the uniform distribution on
+## [2,4] ans x, use `ppplot (x, "uniform", 2, 4)'.
+##
+## If no output arguments are given, the data are plotted directly.
+
+## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description:  Perform a PP-plot (probability plot)
+
+function [p, y] = ppplot (x, dist, ...)
+  
+  if (nargin < 1)
+    usage ("ppplot (x [, dist [, params]])");
+  endif
+  
+  if !is_vector (x)
+    error ("ppplot:  x must be a vector.");
+  endif
+
+  s = sort (x);
+  n = length (x);
+  p = ((1 : n)' - 0.5) / n;
+  if (nargin == 1)
+    F = "stdnormal_cdf";
+  else
+    F = sprintf ("%s_cdf", dist);
+  endif;
+  if (nargin <= 2)
+    y = feval (F, s);
+  else
+    y = feval (F, s, all_va_args);
+  endif
+  
+  if (nargout == 0)
+    axis ([0, 1, 0, 1]);
+    set nokey;
+    plot (p, y);
+  endif
+
+endfunction