I am trying to recreate the following plot with R. Minitab describes this as a normal probability plot.
Perhaps this will be something you can build on. By default, stat_smooth() uses level=0.95.
df <- data.frame(sort(x), ppoints(x))
colnames(df) <- c("x","y")
ggplot(df, aes(x,y)) +
geom_point() +
stat_smooth() +
scale_y_continuous(limits=c(0,1),breaks=seq(from=0.05,to=1,by=0.05), formatter="percent")
Try the qqPlot
function in the QTLRel
package.
require("QTLRel")
qqPlot(rnorm(100))
I know it's an old question, but for others who also still look for a solution, have a look at ggqqplot
from the ggpubr
package.
library(ggpubr)
ggqqplot(data$sample)
you are using the incorrect "y", they should be quantiles (labeled with probabilities). The following shows the line in the right spot:
df<-data.frame(x=sort(x),y=qnorm(ppoints(length(x))))
probs <- c(0.01, 0.05, seq(0.1, 0.9, by = 0.1), 0.95, 0.99)
qprobs<-qnorm(probs)
xl <- quantile(x, c(0.25, 0.75))
yl <- qnorm(c(0.25, 0.75))
slope <- diff(yl)/diff(xl)
int <- yl[1] - slope * xl[1]
ggplot(data = df, aes(x = x, y = y)) + geom_point() + geom_abline(intercept = int,slope = slope)+scale_y_continuous(limits=range(qprobs), breaks=qprobs, labels = 100*probs)+labs(y ="Percent" , x="Data")
to add the confidence bounds as in Minitab, you can do the following
fd<-fitdistr(x, "normal") #Maximum-likelihood Fitting of Univariate Dist from MASS
xp_hat<-fd$estimate[1]+qprobs*fd$estimate[2] #estimated perc. for the fitted normal
v_xp_hat<- fd$sd[1]^2+qprobs^2*fd$sd[2]^2+2*qprobs*fd$vcov[1,2] #var. of estimated perc
xpl<-xp_hat + qnorm(0.025)*sqrt(v_xp_hat) #lower bound
xpu<-xp_hat + qnorm(0.975)*sqrt(v_xp_hat) #upper bound
df.bound<-data.frame(xp=xp_hat,xpl=xpl, xpu = xpu,nquant=qprobs)
and add the following two lines to your ggplot from above (in addition, replace the slope and intercept line approach with the estimated percentiles)
geom_line(data=df.bound,aes(x = xp, y = qprobs))+
geom_line(data=df.bound,aes(x = xpl, y = qprobs))+
geom_line(data=df.bound,aes(x = xpu, y = qprobs))