Import.
line source
+ − % PPPLOT makes probability-probability plot
+ − %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ − %
+ − % h = ppplot(y1,[],ops) Plot a probability-probability plot comparing with
+ − % theoretical model.
+ − %
+ − % h = cdfplot(y1,y2,ops) Plot a probability-probability plot comparing two
+ − % empirical cdfs.
+ − %
+ − % ops is a cell aray of options
+ − % - 'ProbDist' -> theoretical distribution. Available distributions are:
+ − % - 'Fdist' -> F cumulative distribution function. In this case the
+ − % parameter 'params' should be a vector with distribution degrees of
+ − % freedoms [dof1 dof2]
+ − % - 'Normdist' -> Normal cumulative distribution function. In this case
+ − % the parameter 'params' should be a vector with distribution mean and
+ − % standard deviation [mu sigma]
+ − % - 'Chi2dist' -> Chi square cumulative distribution function. In this
+ − % case the parameter 'params' should be a number indicating
+ − % distribution degrees of freedom
+ − % - 'params' -> Probability distribution parameters
+ − % - 'conflevel' -> requiered confidence for confidence bounds evaluation.
+ − % Default 0.95 (95%)
+ − % - 'FontSize' -> Font size for axis. Default 22
+ − % - 'LineWidth' -> line width. Default 2
+ − % - 'axis' -> set axis properties of the plot. refer to help axis for
+ − % further details
+ − %
+ − % Luigi Ferraioli 11-02-2011
+ − %
+ − % % $Id: ppplot.m,v 1.5 2011/03/15 17:16:27 luigi Exp $
+ − %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ − function h = ppplot(y1,y2,ops)
+ −
+ − %%% check and set imput options
+ − % Default input struct
+ − defaultparams = struct('ProbDist','Fdist',...
+ − 'params',[1 1],...
+ − 'conflevel',0.95,...
+ − 'FontSize',22,...
+ − 'LineWidth',2,...
+ − 'axis',[]);
+ −
+ − names = {'ProbDist','params','conflevel','FontSize','LineWidth','axis'};
+ −
+ − % collecting input and default params
+ − if nargin == 3
+ − if ~isempty(ops)
+ − for jj=1:length(names)
+ − if isfield(ops, names(jj))
+ − defaultparams.(names{1,jj}) = ops.(names{1,jj});
+ − end
+ − end
+ − end
+ − end
+ −
+ − pdist = defaultparams.ProbDist; % check theoretical distribution
+ − dof = defaultparams.params; % distribution parameters
+ − conf = defaultparams.conflevel; % confidence level for confidence bounds calculation
+ − if conf>1
+ − conf = conf/100;
+ − end
+ − fontsize = defaultparams.FontSize;
+ − lwidth = defaultparams.LineWidth;
+ − axvect = defaultparams.axis;
+ −
+ −
+ − %%% check data input
+ − if isempty(y2) % do theoretical comparison
+ − % get empirical distribution for input data
+ − [ep,ex]=utils.math.ecdf(y1);
+ − % switch between input theoretical distributions
+ − switch lower(pdist)
+ − case 'fdist'
+ − % get theoretical probabilities corresponding to empirical quantiles
+ − tp = utils.math.Fcdf(ex,dof(1),dof(2));
+ − case 'normdist'
+ − tp = utils.math.Normcdf(ex,dof(1),dof(2));
+ − case 'chi2dist'
+ − tp = utils.math.Chi2cdf(ex,dof(1));
+ − end
+ − % get confidence levels with Kolmogorow - Smirnov test
+ − alp = (1-conf)/2;
+ − cVal = utils.math.SKcriticalvalues(numel(ex),numel(ex),alp);
+ − % get upper and lower bounds for x
+ − pup = CD+cVal;
+ − plw = CD-cVal;
+ −
+ − figure
+ − h1 = plot(tp,ep);
+ − grid on
+ − hold on
+ − lnx = [min(tp) max(tp(1:end-1))];
+ − lny = [min(tp) max(tp(1:end-1))];
+ − h2 = line(lnx,lny,'Color','k');
+ − h3 = plot(tp,pup,'b--');
+ − h4 = plot(tp,plw,'b--');
+ − xlabel('Theoretical Probability','FontSize',fontsize);
+ − ylabel('Sample Probability','FontSize',fontsize);
+ − set(h1(1), 'Color','r', 'LineStyle','-','LineWidth',lwidth);
+ − set(h2(1), 'Color','k', 'LineStyle','--','LineWidth',lwidth);
+ − set(h3(1), 'Color','b', 'LineStyle',':','LineWidth',lwidth);
+ − set(h4(1), 'Color','b', 'LineStyle',':','LineWidth',lwidth);
+ − legend([h1(1),h2(1),h3(1)],{'Sample Probability','Reference','Conf. Bounds'},'Location','SouthEast')
+ − if ~isempty(axvect)
+ − axis(axvect);
+ − else
+ − axis([0 0.99 0 0.99])
+ − end
+ − h = [h1;h2;h3;h4];
+ −
+ − else % do empirical comparison
+ − % get empirical distribution for input data
+ − [eCD1,ex1]=utils.math.ecdf(y1);
+ − [eCD2,ex2]=utils.math.ecdf(y2);
+ −
+ − % get confidence levels with Kolmogorow - Smirnov test
+ − alp = (1-conf)/2;
+ − cVal = utils.math.SKcriticalvalues(numel(ex1),numel(ex2),alp);
+ − % get confidence levels
+ − CDu = eCD2+cVal;
+ − CDl = eCD2-cVal;
+ −
+ − % get probabilities corresponding for second distribution to first empirical
+ − % probabilities
+ − tp = interp1(ex2,eCD2,ex1);
+ −
+ − % get upper and lower bounds for p
+ − pup = interp1(ex2,CDu,ex1);
+ − plw = interp1(ex2,CDl,ex1);
+ −
+ − % empirical probabilities
+ − ep = eCD1;
+ −
+ − figure
+ − h1 = plot(tp,ep);
+ − grid on
+ − hold on
+ − lnx = [min(tp) max(tp(1:end-1))];
+ − lny = [min(tp) max(tp(1:end-1))];
+ − h2 = line(lnx,lny,'Color','k');
+ − h3 = plot(tp,pup,'b--');
+ − h4 = plot(tp,plw,'b--');
+ − xlabel('Y2 Probability','FontSize',fontsize);
+ − ylabel('Y1 Probability','FontSize',fontsize);
+ − set(h1(1), 'Color','r', 'LineStyle','-','LineWidth',lwidth);
+ − set(h2(1), 'Color','k', 'LineStyle','--','LineWidth',lwidth);
+ − set(h3(1), 'Color','b', 'LineStyle',':','LineWidth',lwidth);
+ − set(h4(1), 'Color','b', 'LineStyle',':','LineWidth',lwidth);
+ − legend([h1(1),h2(1),h3(1)],{'Sample Probability','Reference','Conf. Bounds'},'Location','SouthEast')
+ − if ~isempty(axvect)
+ − axis(axvect);
+ − else
+ − axis([0 0.99 0 0.99])
+ − end
+ − h = [h1;h2;h3;h4];
+ − end
+ −
+ − end