QQ plots in Julia with Gadfly (based on Vega example)

qqplot.jl

using Stats, Distributions, Gadfly

import Gadfly.ElementOrFunction

# First add a method to the basic Gadfly.plot function for QQPair types (generated by Distributions.qqbuild())
Gadfly.plot(qq::QQPair, elements::ElementOrFunction...) = Gadfly.plot(x=qq.qx, y=qq.qy, Geom.point, Theme(highlight_width=0px), elements...)

# Now some shorthand functions
qqplot(x, y, elements::ElementOrFunction...) = Gadfly.plot(qqbuild(x, y), elements...)
qqnorm(x, elements::ElementOrFunction...) = qqplot(Normal(), x, Guide.xlabel("Theoretical Normal quantiles"), Guide.ylabel("Observed quantiles"), elements...)

x = rand(Normal(), 1000)
y = rand(Cauchy(), 1000)

plot(qqbuild(x, y))

qqplot(x, y)
qqplot(y, x)

plot(qqbuild(x, Normal()))
qqplot(x, Normal())
qqnorm(x)
qqplot(x, Normal(0, 10))

qqplot(x, Cauchy())
qqplot(Cauchy(), x)

qqplot(x, Laplace())
qqplot(Laplace(), x)

qqplot_examples.ipynb