annotate scripts/statistics/base/qqplot.m @ 3458:d25bc039237b

[project @ 2000-01-19 09:36:14 by jwe]
author jwe
date Wed, 19 Jan 2000 09:36:28 +0000
parents e031284eea27
children 5fea33691021
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
2 ##
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
3 ## This program is free software; you can redistribute it and/or modify
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
4 ## it under the terms of the GNU General Public License as published by
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
5 ## the Free Software Foundation; either version 2, or (at your option)
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
6 ## any later version.
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
7 ##
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
8 ## This program is distributed in the hope that it will be useful, but
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
11 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
12 ##
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
13 ## You should have received a copy of the GNU General Public License
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
14 ## along with this file. If not, write to the Free Software Foundation,
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
16
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
17 ## -*- texinfo -*-
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
18 ## @deftypefn {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{dist}, @var{params})
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
19 ## Perform a QQ-plot (quantile plot).
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
20 ##
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
21 ## If F is the CDF of the distribution @var{dist} with parameters
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
22 ## @var{params} and G its inverse, and @var{x} a sample vector of length
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
23 ## @var{n}, the QQ-plot graphs ordinate @var{s}(@var{i}) = @var{i}-th
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
24 ## largest element of x versus abscissa @var{q}(@var{i}f) = G((@var{i} -
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
25 ## 0.5)/@var{n}).
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
26 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
27 ## If the sample comes from F except for a transformation of location
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
28 ## and scale, the pairs will approximately follow a straight line.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
29 ##
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
30 ## The default for @var{dist} is the standard normal distribution. The
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
31 ## optional argument @var{params} contains a list of parameters of
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
32 ## @var{dist}. For example, for a quantile plot of the uniform
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
33 ## distribution on [2,4] and @var{x}, use
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
34 ##
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
35 ## @example
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
36 ## qqplot (x, "uniform", 2, 4)
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
37 ## @end example
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
38 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
39 ## If no output arguments are given, the data are plotted directly.
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
40 ## @end deftypefn
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
41
3456
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3453
diff changeset
42 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3453
diff changeset
43 ## Description: Perform a QQ-plot (quantile plot)
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
44
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
45 function [q, s] = qqplot (x, dist, ...)
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
46
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
47 if (nargin < 1)
3456
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3453
diff changeset
48 usage ("qqplot (x, dist, params)");
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
49 endif
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
50
3457
e031284eea27 [project @ 2000-01-19 08:49:56 by jwe]
jwe
parents: 3456
diff changeset
51 if (! (is_vector(x)))
3458
d25bc039237b [project @ 2000-01-19 09:36:14 by jwe]
jwe
parents: 3457
diff changeset
52 error ("qqplot: x must be a vector");
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
53 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
54
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
55 s = sort (x);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
56 n = length (x);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
57 t = ((1 : n)' - .5) / n;
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
58 if (nargin == 1)
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
59 f = "stdnormal_inv";
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
60 else
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
61 f = sprintf ("%s_inv", dist);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
62 endif;
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
63 if (nargin <= 2)
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
64 q = feval (f, t);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
65 q_label = f;
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
66 else
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
67 param_string = sprintf ("%g", va_arg ());
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
68 for k = 2 : (nargin - 2);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
69 param_string = sprintf ("%s, %g", param_string, va_arg ())
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
70 endfor
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
71 q = eval (sprintf ("%s (t, %s);", f, param_string));
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
72 q_label = sprintf ("%s with parameter(s) %s", f, param_string);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
73 endif
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
74
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
75 if (nargout == 0)
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
76 xlabel (q_label);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
77 ylabel ("sample points");
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
78 set nokey;
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
79 plot (q, s);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
80 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
81
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
82 endfunction