【机器学习】Matlab中实现QQ-plot的一个好工具gqqplot

Matlab中实现QQ-plot的一个好工具gqqplot

26 JUN

June 26, 2013

这几天看了一下QQ-plot以及在Matlab中的实现，可是Matlab自带的qqplot函数不能满足我的使用，因此在网上搜索到了一个好工具：gqqplot。gqqplot可以于很多常见的分布进行比较，而qqplot仅仅可以比较正态分布。其zip文件下载链接：gqqplot

gqqplot description：

GQQPLOT(X,DIST) makes an plot of the quantiles of the data set X versus the inverse of the cdf of a distribution specified in DIST, evaluated at probabilities equal to the quantiles of X. The parameters of the distribution are calculated from X.

The purpose of the QQ plot is to determine whether the sample in X is drawn from a given distribution. If it is, the plot will be linear. In the case of the Binomial distribution, an additional parameter is needed: N, number of trials, e.g. GQQPLOT(X,'binom',N).

The name of the distribution can be (case insensitive):

'norm' or 'normal'
'gam' or 'gamma'
'logn' or 'Lognormal',
'exp' or 'Exponential',
'wbl' or 'Weibull'.
'beta'
'bin' or 'Binomial'
'ev' or 'Extreme Value',
'gev' or 'Generalized Extreme Value',
'gp' or 'Generalized Pareto',
'nbin' or 'Negative Binomial',
'poiss' or 'poisson'
'unif' or 'uniform'
'rayl' or 'rayleigh'

EXAMPLE:

x= gamrnd(2,0.5,1000,1);
gqqplot(x, 'normal' ) %Bad fit
gqqplot(x, 'gamma' ) %Good fit