Mercurial > octave
annotate scripts/statistics/base/qqplot.m @ 23220:092078913d54
maint: Merge stable to default.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 22 Feb 2017 12:58:07 -0500 |
parents | ef4d915df748 3ac9f9ecfae5 |
children | 58cb2f52ce67 |
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1 ## Copyright (C) 1995-2017 Kurt Hornik |
3426 | 2 ## |
3922 | 3 ## This file is part of Octave. |
4 ## | |
5 ## Octave is free software; you can redistribute it and/or modify it | |
6 ## under the terms of the GNU General Public License as published by | |
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7 ## the Free Software Foundation; either version 3 of the License, or |
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8 ## (at your option) any later version. |
3426 | 9 ## |
3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
3200 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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13 ## GNU General Public License for more details. |
3426 | 14 ## |
3200 | 15 ## You should have received a copy of the GNU General Public License |
7016 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
3200 | 18 |
3453 | 19 ## -*- texinfo -*- |
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20 ## @deftypefn {} {[@var{q}, @var{s}] =} qqplot (@var{x}) |
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21 ## @deftypefnx {} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{y}) |
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22 ## @deftypefnx {} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{dist}) |
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23 ## @deftypefnx {} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{y}, @var{params}) |
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24 ## @deftypefnx {} {} qqplot (@dots{}) |
3453 | 25 ## Perform a QQ-plot (quantile plot). |
3200 | 26 ## |
3453 | 27 ## If F is the CDF of the distribution @var{dist} with parameters |
28 ## @var{params} and G its inverse, and @var{x} a sample vector of length | |
29 ## @var{n}, the QQ-plot graphs ordinate @var{s}(@var{i}) = @var{i}-th | |
30 ## largest element of x versus abscissa @var{q}(@var{i}f) = G((@var{i} - | |
31 ## 0.5)/@var{n}). | |
3200 | 32 ## |
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33 ## If the sample comes from F, except for a transformation of location |
3200 | 34 ## and scale, the pairs will approximately follow a straight line. |
35 ## | |
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36 ## If the second argument is a vector @var{y} the empirical CDF of @var{y} |
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37 ## is used as @var{dist}. |
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38 ## |
3453 | 39 ## The default for @var{dist} is the standard normal distribution. The |
40 ## optional argument @var{params} contains a list of parameters of | |
41 ## @var{dist}. For example, for a quantile plot of the uniform | |
42 ## distribution on [2,4] and @var{x}, use | |
43 ## | |
44 ## @example | |
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45 ## qqplot (x, "unif", 2, 4) |
3453 | 46 ## @end example |
3200 | 47 ## |
6754 | 48 ## @noindent |
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49 ## @var{dist} can be any string for which a function @var{distinv} or |
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50 ## @var{dist_inv} exists that calculates the inverse CDF of distribution |
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51 ## @var{dist}. |
6754 | 52 ## |
3200 | 53 ## If no output arguments are given, the data are plotted directly. |
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54 ## @seealso{ppplot} |
3453 | 55 ## @end deftypefn |
3200 | 56 |
5428 | 57 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
3456 | 58 ## Description: Perform a QQ-plot (quantile plot) |
3200 | 59 |
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60 function [qout, sout] = qqplot (x, dist, varargin) |
3426 | 61 |
3200 | 62 if (nargin < 1) |
6046 | 63 print_usage (); |
3200 | 64 endif |
3426 | 65 |
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66 if (! (isnumeric (x) && isvector (x))) |
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67 error ("qqplot: X must be a numeric vector"); |
3200 | 68 endif |
69 | |
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70 if (nargin == 1) |
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71 f = @stdnormal_inv; |
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72 else |
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73 if (isnumeric (dist)) |
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74 f = @(y) empirical_inv (y, dist); |
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75 elseif (ischar (dist) && (exist (invname = [dist "inv"]) |
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76 || exist (invname = [dist "%s_inv"]))) |
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77 f = str2func (invname); |
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78 else |
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79 error ("qqplot: no inverse CDF found for distribution DIST"); |
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80 endif |
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81 endif; |
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82 |
3200 | 83 s = sort (x); |
84 n = length (x); | |
85 t = ((1 : n)' - .5) / n; | |
86 if (nargin <= 2) | |
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87 q = f (t); |
4348 | 88 q_label = func2str (f); |
3200 | 89 else |
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90 q = f (t, varargin{:}); |
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91 if (nargin == 3) |
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92 q_label = sprintf ("%s with parameter %g", func2str (f), varargin{1}); |
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93 else |
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94 q_label = sprintf ("%s with parameters %g", func2str (f), varargin{1}); |
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95 param_str = sprintf (", %g", varargin{2:end}); |
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96 q_label = [q_label param_str]; |
5153 | 97 endif |
3200 | 98 endif |
3426 | 99 |
3200 | 100 if (nargout == 0) |
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101 plot (q, s, "-x"); |
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102 q_label = strrep (q_label, '_inv', '\_inv'); |
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103 if (q_label(1) == '@') |
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104 q_label = q_label(6:end); # Strip "@(y) " from anon. function |
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105 endif |
3200 | 106 xlabel (q_label); |
107 ylabel ("sample points"); | |
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108 else |
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109 qout = q; |
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110 sout = s; |
3200 | 111 endif |
112 | |
113 endfunction | |
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114 |
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115 ## Test input validation |
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116 %!error qqplot () |
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117 %!error <X must be a numeric> qqplot ({1}) |
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118 %!error <X must be a .* vector> qqplot (ones (2,2)) |
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119 %!error <no inverse CDF found> qqplot (1, "foobar") |