Normal probability plot examples for Wikipedia (was "qqnorm with histogram?")

Not that I want to get deeply involved with this, but techniques that allow you to take the random variation of the plots into account are badly needed in practice. I mean, running qqnorm(rnorm(10)) a dozen times _ought_ to cure you of overinterpreting plots that are not bang-on a straight line but have apparent curvature, outliers, etc., but tell that to students these days...

Confidence bands would be good to include. Various techniques are in circulation; I believe John Fox implemented one for Rcmdr/car. I seem to recall that these are based on the binomial distribution or its asymptotic approximation.

If you are qqnorm()-in residuals, the theory for constructing CI's for the normal plot breaks down and you need to resort to simulation techniques, e.g. something like

Y <-  rgamma(10, 5)
qqnorm(scale(Y))
for (i in 1:10) lines(qqnorm(sort(scale(rnorm(10))),plot=FALSE), col="lightgray")

-pd

On 04 Aug 2014, at 18:55 , Spencer Graves <spencer.graves at structuremonitoring.com> wrote:

Hi, Jim et al.:


      Thanks for the reply, Jim.


      What are your favorite examples using normal probability plots to identify outliers, skewness, kurtosis, mixtures, and the need for transformations in plots of raw data and residuals from model fits -- or using half-normal plots with estimated parameters?


      I ask, because I believe the current Wikipedia article on "Normal probability plot" could be improved dramatically with a set of great examples.  I also plan to write a function to display a normal probability plot with a histogram, a density estimate, and a boxplot and use it with the examples.  My current plan is to create this with a function qqnormPlus(..., datax=TRUE, histargs, densityargs, boxplotargs) that passes histargs, densityargs and boxplotargs to truehist{MASS}, density, and boxplot, respectively.  I plan to add this to the Ecfun package (for which I'm the author and maintainer).


      This wikipedia article received 14774 views in the past 90 days, averaging not quite 700 per day, so I think it's worth doing.  I could use suggestions (and help from other Wikipedians on this list).


      Thanks,
      Spencer


On 8/3/2014 2:59 PM, Jim Lemon wrote:

Hi Spencer,
The last example for the twoord.plot function (plotrix) does this.

Jim

On Sun, 3 Aug 2014 12:38:10 PM Spencer Graves wrote:

        Does a function exist that combines a normal probability plot
with a histogram and maybe a density estimate on the same plot?


        I'm revising the Wikipedia article on "Normal probability plot",
and I think it would be good to provide examples of this.


        Thanks,
        Spencer


p.s.  Please reply also with suggestions for how to improve that
Wikipedia article if you feel so inclined.