Marius Hofert
2013-Jun-29 23:08 UTC
[R] How to construct a 'proper' Q-Q line in log-log space?
Dear expeRts, I would like to create a Q-Q plot including a Q-Q line for Gamma distributed data. The specialty is that it should be in log-log scale. For Q-Q line in log-log scale, I discovered the argument 'untf' of abline. As you can see in 2), this works fine. But for 3) it does not provide the correct line. How would one add a Q-Q line to a Q-Q plot in log-log scale? Cheers, Marius th <- 0.5 n <- 250 set.seed(271) x <- rgamma(n, shape=th) qF <- function(p) qgamma(p, shape=th) ## 1) Q-Q plot in normal space plot(qF(ppoints(n)), sort(x)) qqline(y=sort(x), distribution=qF) # fine ## 2) Q-Q plot in log-x space plot(qF(ppoints(n)), sort(x), log="x") qqline(y=sort(x), distribution=qF, untf=TRUE) # fine ## 3) Q-Q plot in log-log space plot(qF(ppoints(n)), sort(x), log="xy") qqline(y=sort(x), distribution=qF, untf=TRUE) # => wrong! qqline(y=sort(log(x)), distribution=function(p) log(qF(p)), col="red") # almost, but not as 'green' below ## 4) Q-Q plot of log values directly plot(log(qF(ppoints(n))), sort(log(x))) qqline(y=sort(log(x)), distribution=function(p) log(qF(p)), untf=TRUE, col="green") # fine