[R] probability-probability plot

Spencer Graves spencer.graves at pdf.com
Sun Jul 3 05:33:20 CEST 2005

	  There are PP plots and QQ plots.  I've tried PP plots and didn't get 
much from them.  The normal QQ plot [qqnorm, in R], however, I use for 
all kinds of things.  In a data mining situation, I'll get, e.g., 500 
p.values, all uniformily distributed under the null hypothesis.  I'll 
transform that null distribution to N(0, 1) with qnorm(p.values) and make

	  qqnorm(qnorm(p.values), datax=TRUE).

	  I may be chastised severely by Tukeyites for "datax=TRUE", but the 
human eye can decode a 45 degree angle easier than any other angle other 
than horizontal or vertical.  If you have a couple of mild outliers with 
a typical aspect ratio of the plot, the "datax=TRUE" option will make 
the line moderately close to 45 degrees.

	  spencer graves

Jonathan Baron wrote:

> On 07/02/05 15:41, Yulei He wrote:
>  Hi, there.
>  Is there any function in R to plot the probability-probability plot (PP
>  plot)? Suppose I am testing some data against normal.
> qqnorm might be what you want, or lead to it.

Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves at pdf.com
www.pdf.com <http://www.pdf.com>
Tel:  408-938-4420
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