qq-ghyp                 package:ghyp                 R Documentation

_Q_u_a_n_t_i_l_e-_Q_u_a_n_t_i_l_e _P_l_o_t

_D_e_s_c_r_i_p_t_i_o_n:

     This function is intended to be used as a graphical diagnostic
     tool for fitted univariate generalized hyperbolic distributions.
     Optionally a qq-plot of the normal distribution can be added.

_U_s_a_g_e:

     qqghyp(object, data = ghyp.data(object), gaussian = T, line = T, 
            main = "Generalized Hyperbolic Q-Q Plot", 
            xlab = "Theoretical Quantiles", ylab = "Sample Quantiles", 
            ghyp.pch = 1, gauss.pch = 6, ghyp.lty = "solid", 
            gauss.lty = "dashed", ghyp.col = "black", gauss.col = "black", 
            plot.legend = T, location = "topleft", legend.cex = 0.8, 
            spline.points = 150, root.tol = .Machine$double.eps^0.5, 
            rel.tol = root.tol, abs.tol = root.tol^1.5, ...)

_A_r_g_u_m_e_n_t_s:

  object: Usually a fitted univariate generalized hyperbolic
          distribution of class 'mle.ghyp'. Alternatively an object of
          class 'ghyp' and a data vector.

    data: A vector.

gaussian: If 'TRUE' a qq-plot of the normal distribution is plotted as
          a reference.

    line: If 'TRUE' a line is fitted and drawn.

    main: An overall title for the plot.

    xlab: A title for the x axis.

    ylab: A title for the y axis.

ghyp.pch: A plotting character, i.e., symbol to use for quantiles of
          the generalized hyperbolic distribution.

gauss.pch: A plotting character, i.e., symbol to use for quantiles of
          the normal distribution.

ghyp.lty: The line type of the fitted line to the quantiles of the
          generalized hyperbolic distribution.

gauss.lty: The line type of the fitted line to the quantiles of the
          normal distribution.

ghyp.col: A color of the quantiles of the generalized hyperbolic
          distribution.

gauss.col: A color of the quantiles of the normal distribution.

plot.legend: If 'TRUE' a legend is drawn.

location: The location of the legend. See 'legend' for possible values.

legend.cex: The character expansion of the legend. 

spline.points: The number of support points when computing the
          quantiles. Passed to 'qghyp'.

root.tol: The tolerance of the quantiles. Passed to 'uniroot'.

 rel.tol: The tolerance of the quantiles. Passed to 'integrate'.

 abs.tol: The tolerance of the quantiles. Passed to 'integrate'.

     ...: Arguments passed to 'plot'.

_A_u_t_h_o_r(_s):

     David Lthi

_S_e_e _A_l_s_o:

     'hist', 'fit.ghypuv', 'qghyp',  'plot',  'lines'

_E_x_a_m_p_l_e_s:

       data(smi.stocks)
       smi <- fit.ghypuv(data = smi.stocks[, "Swiss.Re"])
       qqghyp(smi, spline.points = 100)

