Quantile-Quantile (QQ) Plot

[ac_1]

A simple question: is there a QQ-plot graphical procedure in RATS i.e. quantiles (fractiles) of sample data may be compared graphically against quantiles of a base (normal, t, etc) distribution ?

[IRJ]

The QPLOT procedure (QPLOT.src) does a QQ plot (it allows for a normal or exponential distribution).

[TomDoan]

A simple question: is there a QQ-plot graphical procedure in RATS i.e. quantiles (fractiles) of sample data may be compared graphically against quantiles of a base (normal, t, etc) distribution ?

What you're describing isn't a QQ plot but a Q plot, which, as was pointed out can be done with @QPLOT. QQ is a plot of two sample quantiles against each other on a scatter plot. If they're from the same distribution, the points should lie roughly on the y=x line. It's actually just a scattergram of sorted versions of the two series.

Code: Select all

all 200
set test1 = %ran(1.5)
set test2 = %ran(1.0)
*
*  Q-Q plot
*
set x2 = test2
set x1 = test1
order x2
order x1
scatter(lines=||0.0,1.0||)
# x1 x2