Extending some ggplot2 functionalities by permitting the drawing of both quantile-quantile (Q-Q) and probability-probability (P-P) points, lines, and confidence bands
I'm just getting around to adding equal local level bounds (from the package qqconf) to qqplotr. In this branch, users can pass in bandType = "ell" to both stat_qq_band and stat_pp_band. As we argue in our paper, these ell bands are equivalent to tail sensitive bands, except that they don't take into account uncertainty in parameter estimation (this uncertainty is negligible with large enough sample size). Since ts bands use simulation, our bands are substantially faster for large sample sizes and nearly equivalent in terms of Type I error and power. In addition, our bands can be created for any available reference distribution, not just the normal.
I leave it to you to decide how to update defaults and documentation. It would be great if you could add a reference to our paper, or I would be happy to do so and update the documentation for ell bands.
Let me know if you need anything else or have any questions,
Eric.
P.S. I had to make a small update to qqconf to get it to play nicely with qqplotr. If you pull from the master branch of eweine\qqconf, the code will work correctly. I'd like to push the update to CRAN but there's a freeze on CRAN updates until Jan 5.
Hey Adam,
I'm just getting around to adding equal local level bounds (from the package qqconf) to qqplotr. In this branch, users can pass in
bandType = "ell"to bothstat_qq_bandandstat_pp_band. As we argue in our paper, these ell bands are equivalent to tail sensitive bands, except that they don't take into account uncertainty in parameter estimation (this uncertainty is negligible with large enough sample size). Since ts bands use simulation, our bands are substantially faster for large sample sizes and nearly equivalent in terms of Type I error and power. In addition, our bands can be created for any available reference distribution, not just the normal.I leave it to you to decide how to update defaults and documentation. It would be great if you could add a reference to our paper, or I would be happy to do so and update the documentation for ell bands.
Let me know if you need anything else or have any questions,
Eric.
P.S. I had to make a small update to qqconf to get it to play nicely with qqplotr. If you pull from the master branch of eweine\qqconf, the code will work correctly. I'd like to push the update to CRAN but there's a freeze on CRAN updates until Jan 5.