graphics_gofplots_qqplot.py

# -*- coding: utf-8 -*-
"""
Created on Sun May 06 05:32:15 2012

Author: Josef Perktold
editted by: Paul Hobson (2012-08-19)
"""
# example with the new ProbPlot class
from matplotlib import pyplot as plt
import numpy as np
from scipy import stats

import statsmodels.api as sm

#example from docstring
data = sm.datasets.longley.load()
data.exog = sm.add_constant(data.exog, prepend=True)
mod_fit = sm.OLS(data.endog, data.exog).fit()
res = mod_fit.resid

left = -1.8   #x coordinate for text insert

fig = plt.figure()

ax = fig.add_subplot(2, 2, 1)
sm.graphics.qqplot(res, ax=ax)
top = ax.get_ylim()[1] * 0.75
txt = ax.text(left, top, 'no keywords', verticalalignment='top')
txt.set_bbox(dict(facecolor='k', alpha=0.1))

ax = fig.add_subplot(2, 2, 2)
sm.graphics.qqplot(res, line='s', ax=ax)
top = ax.get_ylim()[1] * 0.75
txt = ax.text(left, top, "line='s'", verticalalignment='top')
txt.set_bbox(dict(facecolor='k', alpha=0.1))

ax = fig.add_subplot(2, 2, 3)
sm.graphics.qqplot(res, line='45', fit=True, ax=ax)
ax.set_xlim(-2, 2)
top = ax.get_ylim()[1] * 0.75
txt = ax.text(left, top, "line='45', \nfit=True", verticalalignment='top')
txt.set_bbox(dict(facecolor='k', alpha=0.1))

ax = fig.add_subplot(2, 2, 4)
sm.graphics.qqplot(res, dist=stats.t, line='45', fit=True, ax=ax)
ax.set_xlim(-2, 2)
top = ax.get_ylim()[1] * 0.75
txt = ax.text(left, top, "dist=stats.t, \nline='45', \nfit=True",
              verticalalignment='top')
txt.set_bbox(dict(facecolor='k', alpha=0.1))

fig.tight_layout()

plt.gcf()


x = np.random.normal(loc=8.25, scale=3.5, size=37)
y = np.random.normal(loc=8.00, scale=3.25, size=37)
pp_x = sm.ProbPlot(x, fit=True)
pp_y = sm.ProbPlot(y, fit=True)

# probability of exceedance
fig2 = pp_x.probplot(exceed=True)

# compare x quantiles to y quantiles
fig3 = pp_x.qqplot(other=pp_y, line='45')

# same as above with probabilities/percentiles
fig4 = pp_x.ppplot(other=pp_y, line='45')