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45 lines
1.2 KiB
R
Executable File
45 lines
1.2 KiB
R
Executable File
#!/bin/env Rscript
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# Libraries
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library("pracma")
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library("ggplot2")
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# Set the seed for the RNG
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set.seed(2009)
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cauchy_location <- 1
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cauchy_scale <- 1.8
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cauchy_gen <- rcauchy(n = 107, location = cauchy_location, scale = cauchy_scale)
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cauchy_gen <- sort(cauchy_gen)
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quantile_idxs <- 1:107 / (107 + 1)
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cauchy_quantiles <- sapply(quantile_idxs, function(p) {
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cauchy_location + cauchy_scale * tan(pi * (p - 0.5))
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})
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norm_mean <- -2.8
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norm_var <- 1.4
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norm_quantiles <- sapply(quantile_idxs, function(p) {
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norm_mean + sqrt(2 * norm_var) * erfinv(2 * p - 1)
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})
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df <- data.frame(
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quantile_idxs = quantile_idxs,
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cauchy_gen = cauchy_gen,
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cauchy_quantiles = cauchy_quantiles,
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norm_quantiles = norm_quantiles
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)
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# Then plot them and save the output
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plot <- ggplot(df, aes(x = quantile_idxs)) +
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geom_line(aes(y = cauchy_gen, color = "Generated")) +
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geom_line(aes(y = cauchy_quantiles, color = "Cauchy Quantiles")) +
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geom_line(aes(y = norm_quantiles, color = "Normal Quantiles")) +
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xlab("Quantiles") +
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ylab("") +
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scale_color_manual(values = c("red", "blue", "green")) +
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theme(legend.title = element_blank())
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ggsave(plot = plot, "output.png")
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