Probability Plot

probplot.ml

(*A good example*)
let y = Mat.(gaussian 100 1 *$ 10.) in
let h = create "" in 
let _ = set_background_color h 28 28 28 in
let _ = set_title h "Gaussian Data to fit Weibull Dist" in 
let _ = set_xlabel h "Sample Data" in
let _ = set_ylabel h "Theoratical Weibull Distribution invCdf" in
let _ = probplot ~h ~dist:(fun i -> Owl_stats.Cdf.weibull_Pinv i 1. 1.) y in
output h;;

(* Now this example will also work! *)
let y = Mat.(gaussian 100 1 *$ 10.) in
probplot ~dist:(fun i -> Owl_stats.Cdf.weibull_Pinv i 1. 1.) y


(* TODO: change y axis tick labels *)

let ticks_perc = [1.; 5.; 10.; 20.; 50.; 80.; 90.; 95.; 99.] in
let ps = List.map (fun i -> i /. 100.) ticks_perc in
let ticks_quan = List.map norminv ps in
let ticks_perc = List.map string_of_float ticks_perc in
let yticks = List.combine ticks_quan ticks_perc in
set_yticklabels h yticks

probplot.pdf