This commit is contained in:
Filipe Rodrigues 2023-06-17 15:31:31 +01:00
parent 9c27df5b32
commit 83124e719f

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@ -15,13 +15,13 @@ cauchy_gen <- sort(cauchy_gen)
quantile_idxs <- 1:107 / (107 + 1)
cauchy_quantiles <- sapply(quantile_idxs, function(p) {
cauchy_location + cauchy_scale * tan(pi * (p - 0.5))
qcauchy(p, location = cauchy_location, scale = cauchy_scale)
})
norm_mean <- -2.8
norm_var <- 1.4
norm_quantiles <- sapply(quantile_idxs, function(p) {
norm_mean + sqrt(2 * norm_var) * erfinv(2 * p - 1)
qnorm(p, mean = norm_mean, sd = sqrt(norm_var))
})
df <- data.frame(
@ -36,9 +36,10 @@ plot <- ggplot(df, aes(x = quantile_idxs)) +
geom_line(aes(y = cauchy_gen, color = "Generated")) +
geom_line(aes(y = cauchy_quantiles, color = "Cauchy Quantiles")) +
geom_line(aes(y = norm_quantiles, color = "Normal Quantiles")) +
geom_line(aes(y = quantile_idxs, color = "Line bisector of odd quadrants")) +
xlab("Quantiles") +
ylab("") +
scale_color_manual(values = c("red", "blue", "green")) +
scale_color_manual(values = c("red", "blue", "black", "green")) +
theme(legend.title = element_blank())
ggsave(plot = plot, "output.png")