3.8 Q-Q Plots

With a quantile plot (Q-Q plot) it is possible to visualize whether an ordered sample is distributed according to a given distribution function. If, e.g., a sample is normally distributed, the plot of the empirical quantiles vs. the quantiles of a normal distribution should result in an approximately linear plot. Q-Q plots vs. a normal distribution can be generated with the following command:

8666 VaRqqplot (matrix(N,1)|MMPL,VaR,opt)