Quantile-Quantile Plot Extensions for 'ggplot2'

Extensions of 'ggplot2' Q-Q plot functionalities.


qqplotr

The qqplotr package extends some ggplot2 functionalities by permitting the drawing of both quantile-quantile (Q-Q) and probability-probability (P-P) points, lines, and confidence bands. The functions of this package also allow a detrend adjustment of the plots, proposed by Thode (2002) to help reduce visual bias when assessing the results.

Installation

If you would like to install the development version of qqplotr, you may do so by using, for example, devtools:

library(devtools)
devtools::install_github("aloy/qqplotr")

If, instead, you wish to install the stable CRAN version, then simply do:

install.packages("qqplotr")

Details

The functions of this package, implemeneted as Stats from ggplot2, are divided into two groups: (1) Q-Q and (2) P-P plot.

Both groups are composed of three functions: point, line, and band. Those Stats complement each other when drawn together, but they may also be plotted independently.

Below we will give an overview of all those Stats and, further in the document, we will present some usage examples.

Q-Q plot

  • stat_qq_point This is a modified version of ggplot2::stat_qq with some parameters adjustments and a new option to detrend the points.
  • stat_qq_line Draws a reference line based on the data quantiles, as in stats::qqline.
  • stat_qq_band Draws confidence bands based on three methods: "normal", "boot", and "ts":
    • "normal" constructs simultaneous confidence bands based on Normal confidence intervals;
    • "boot" creates pointwise confidence bands based on a parametric boostrap;
    • "ts" constructs tail-sensitive confidence bands, as proposed by Aldor-Noiman et al. (2013).

In order to facilitate the visualization of multiple Q-Q band methods at the same time, the geom_qq_band Geom was also implemented. Its usage will be illustrated further below.

P-P plot

  • stat_pp_point Plots cumulative probabilities versus probability points. The cumulative probability function is constructed with the sample data, and then evaluated at each probability point.
  • stat_pp_line Draws a reference identity line (x = y).
  • stat_pp_band Draws confidence bands. For now, only the bootstrap version ("boot") is available.

Usage

Q-Q plot

Start by loading the qqplotr package:

require(qqplotr)

Let's start by simulating from a standard Normal distribution:

set.seed(0)
smp <- data.frame(norm = rnorm(100))

Then, we use the provided stat_qq_* functions to construct a complete Q-Q plot with the points, reference line, and the confidence bands. As default, the standard Q-Q Normal plot with Normal confidence bands is constructed:

gg <- ggplot(data = smp, mapping = aes(sample = norm)) +
    stat_qq_band() +
    stat_qq_line() +
    stat_qq_point() +
    labs(x = "Theoretical Quantiles", y = "Sample Quantiles")
gg

As we can see, all the points lie within the confidence bands, which is expected for the given distribution.

As previously described in the Details section, three confidence bands constructs are available, which may be adjusted with the bandType parameter. Here, we may use the geom_qq_band instead of stat_qq_band, which permits a little more flexibility with the graphical parameters when constructing and visualizing different confidence bands.

gg <- ggplot(data = smp, mapping = aes(sample = norm)) +
    geom_qq_band(bandType = "ts", mapping = aes(fill = "TS")) +
    geom_qq_band(bandType = "normal", mapping = aes(fill = "Normal")) +
    geom_qq_band(bandType = "boot", mapping = aes(fill = "Bootstrap")) +
    stat_qq_line() +
    stat_qq_point() +
    labs(x = "Theoretical Quantiles", y = "Sample Quantiles") +
    scale_fill_discrete("Bandtype")
gg

To construct Q-Q plots with other theoretical distributions we may use the distribution parameter. Specific distributional parameters may be passed as a list to the dparams paramater.

Now, let's use draw the Q-Q plot functions for the mean ozone levels from the airquality dataset . Since the data is non-negative, lets choose the Exponential distribution (exp) as the theoretical.

It is important to note that the distribution nomenclature follows that from the stats package. So, if you wish to provide a custom distribution, you may do so by creating the density, cumulative, quantile, and random functions following the standard nomenclature from the stats package, i.e., for the "custom" distribution, you must define "dcustom", "pcustom", "qcustom", and "rcustom" functions.

That being said, let's set distribution = "exp" and rate = 2 (the latter one just to exemplify the usage of dparams):

di <- "exp" # exponential distribution
dp <- list(rate = 2) # exponential rate parameter
 
gg <- ggplot(data = airquality, mapping = aes(sample = Ozone)) +
    stat_qq_band(distribution = di, dparams = dp) +
    stat_qq_line(distribution = di, dparams = dp) +
    stat_qq_point(distribution = di, dparams = dp) +
    labs(x = "Theoretical Quantiles", y = "Sample Quantiles")
gg

The qqplotr package also offers the option to detrend Q-Q and P-P plots in order to help reducing visual bias caused by the orthogonal distances from points to the reference lines (Thode, 2002). That bias may cause wrong conclusions to be drawn via visual inference of the plot. To do that we must set detrend = TRUE:

di <- "exp"
dp <- list(rate = 2)
de <- TRUE # enabling the detrend option
 
gg <- ggplot(data = airquality, mapping = aes(sample = Ozone)) +
    stat_qq_band(distribution = di, dparams = dp, detrend = de) +
    stat_qq_line(distribution = di, dparams = dp, detrend = de) +
    stat_qq_point(distribution = di, dparams = dp, detrend = de) +
    labs(x = "Theoretical Quantiles", y = "Sample Quantiles")
gg

Note that the detrend option causes to plot to "rotate", that is, instead of being presented as a diagonal plot, we visualize the data in a horizontal manner.

The Q-Q plot functions are also compatible with many ggplot2 operators, such as Facets (sub-plots). For instance, lets consider the barley dataset from the lattice package to illustrate how Facets behave when applied to the Q-Q plot functions:

# install.packages("lattice")
data("barley", package = "lattice")
 
gg <- ggplot(data = barley, mapping = aes(sample = yield, color = site, fill = site)) +
    stat_qq_band() +
    stat_qq_line() +
    stat_qq_point() +
    facet_wrap(~ site) +
    labs(x = "Theoretical Quantiles", y = "Sample Quantiles")
gg

P-P plot

Let's start by plotting the previously simulated Normal data versus the standard Normal distribution:

gg <- ggplot(data = smp, mapping = aes(sample = norm)) +
    stat_pp_band() +
    stat_pp_line() +
    stat_pp_point() +
    labs(x = "Probability Points", y = "Cumulative Probability")
gg

Notice that the label names are different from those of the Q-Q plots. Here, the cumulative probability points (y-axis) are constructed by evaluating the theoretical CDF on sample quantiles.

As discussed before, in the case of P-P plots the distributional parameters do impact the results. For instance, say we want to evaluate the same standard Normal data with a shifted and rescaled Normal(2,2) distribution:

dp <- list(mean = 2, sd = 2) # shifted and rescaled Normal parameters
 
gg <- ggplot(data = smp, mapping = aes(sample = norm)) +
    stat_pp_band(dparams = dp) +
    stat_pp_line() +
    stat_pp_point(dparams = dp) +
    labs(x = "Probability Points", y = "Cumulative Probability")
gg

As we already know, the plot shows that the chosen Normal distribution parameters are not appropriate for the input data.

Also notice that the stat_pp_line function lacks the dparams paramater. The reason is that stat_pp_line draws by default the identity line and, thus, it isn't dependent of the sample data and/or its distribution. However, if the user wishes to draw another line (different from the identity) he/she may do so by providing the intercept and slope values, respectively, as a vector of length two to the ab parameter:

gg <- ggplot(data = smp, mapping = aes(sample = norm)) +
    stat_pp_band() +
    stat_pp_line(ab = c(.2, .5)) + # intercept = 0.2, slope = 0.5
    stat_pp_point() +
    labs(x = "Probability Points", y = "Cumulative Probability")
gg

We may also detrend the P-P plots in the same way as before. Let's evaluate again the mean ozone levels from the airquality dataset. We had previously seen that the Exponential distribution was more appropriate than the Normal distribution, so let's take that into account:

di <- "exp"
dp <- list(rate = .022) # value is based on some empirical tests
de <- TRUE
 
gg <- ggplot(data = airquality, mapping = aes(sample = Ozone)) +
    stat_pp_band(distribution = di, detrend = de, dparams = dp) +
    stat_pp_line(detrend = de) +
    stat_pp_point(distribution = di, detrend = de, dparams = dp) +
    labs(x = "Probability Points", y = "Cumulative Probability") +
    scale_y_continuous(limits = c(-.5, .5))
gg

Based on empirical tests, we set the rate parameter to rate = .022. That value let the most P-P points inside the confidence bands. Even so, that group of outside the confidence bands (at the lower tail) indicate that a more appropriate distribution should be selected.

Shiny App

In this package, we also included an interactive Shiny app with which you're able to explore this package functions and its parameters. To run the app, simply call:

runShinyExample()

References

News

qqplotr 0.0.2

  • Added the identity argument to *_qq_* functions, which permits to draw the identity line (instead of the usual Q-Q line).

  • Changed "bs" to "boot" as one of the possible values of the bandType argument, for obvious reasons. :)

  • By default, distributional parameters are now automatically estimated with MLE for stat_qq_point, stat_qq_line, stat_pp_point, and stat_pp_band.

  • Created a Shiny app to showcase the package functions and its parameters.

  • Included error handling for most of the main parameters from all functions.

  • Added partial match for most of the character arguments.

  • Fixed a bug caused by stat_qq_line default colors when facetting.

  • Created the vignette introduction.Rmd.

  • Removed most inheritances from Q-Q functions, as they were not actually essential.

  • Added detrend option for P-P functions.

  • Changed the P-P functions labels in the examples from the documentation.

  • Implemented the P-P band stat stat_pp_band via parametric bootstrap.

  • Created a description for the package itself, i.e., now ?qqplotr works.

  • Implemented the P-P plot stats: stat_pp_point and stat_pp_line.

qqplotr 0.0.1

  • Initial release of the package.

  • Implementation of three ggplot2 stats: stat_qq_point, stat_qq_line and stat_qq_band.

Reference manual

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install.packages("qqplotr")

0.0.2 by Alexandre Almeida, 2 months ago


https://github.com/aloy/qqplotr


Report a bug at https://github.com/aloy/qqplotr/issues


Browse source code at https://github.com/cran/qqplotr


Authors: Alexandre Almeida [aut, cre], Adam Loy [aut], Heike Hofmann [aut]


Documentation:   PDF Manual  


GPL-3 | file LICENSE license


Imports dplyr, robustbase, knitr, MASS

Depends on ggplot2

Suggests shiny, devtools, lattice, shinyBS


See at CRAN