R help - Apr 2013 - 95% Confidence Interval for a p-p plot

Hi,

I want to create upper and lower 95% confidence intervals for a p-p plot of
an empirical distribution with a theoretical gamma distribution.

This is my code: 

x<-rgamma(100,shape=2, rate=1) # empirical data
fitdistr(x,"gamma") # fit a gamma distribution
dist<-pgamma(x,shape=1.9884256 ,rate=0.8765314 ) # fitted distribution,
using the loglikelihood estimated parameters plot(ppoints(n=100),
sort(dist)) # create p-p plot 
abline(0,1) # diagonal line to check fit

Is there an implementation of the delta method in R that I could use for
this in order to estimate the variance of the predicted probability ?


Regards



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Pablo,

Check the qqPlot function in "car":

require(car)
qqPlot(x, dist = "gamma", shape = 1.7918012, rate = 0.9458022)


Best,
Jorge.-


On Tue, Apr 2, 2013 at 4:41 AM, pablo.castano <> wrote:
> Hi,
>
> I want to create upper and lower 95% confidence intervals for a p-p plot of
> an empirical distribution with a theoretical gamma distribution.
>
> This is my code:
>
> x<-rgamma(100,shape=2, rate=1) # empirical data
> fitdistr(x,"gamma") # fit a gamma distribution
> dist<-pgamma(x,shape=1.9884256 ,rate=0.8765314 ) # fitted distribution,
> using the loglikelihood estimated parameters plot(ppoints(n=100),
> sort(dist)) # create p-p plot
> abline(0,1) # diagonal line to check fit
>
> Is there an implementation of the delta method in R that I could use for
> this in order to estimate the variance of the predicted probability ?
>
>
> Regards
>
>
>
> --
> View this message in context:
>
http://r.789695.n4.nabble.com/95-Confidence-Interval-for-a-p-p-plot-tp4662982.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help@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.
>
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