make qq plots with worm holes

qq_worm_plot.R

# From https://twitter.com/mattansb/status/1199936633413476358

qq_worm_plot <- function(x, distribution = "norm", ...) {
  d <- match.fun(paste0("d",distribution))
  p <- match.fun(paste0("p",distribution))
  q <- match.fun(paste0("q",distribution))
  dparams <- list(...)
  
  if (!require(ggplot2)) stop("Need 'ggplot2' to use this function")
  
  worm_ci_UL <- function(nx){
    1.96 * sqrt(p(nx, ...) * (1 - p(nx, ...)) / length(nx)) / d(nx, ...)
  }
  
  worm_ci_LL <- function(nx){
    -1.96 * sqrt(p(nx, ...) * (1 - p(nx, ...)) / length(nx)) / d(nx, ...)
  }
  
  ggplot(mapping = aes(sample = x)) + 
    stat_qq(aes(y = stat(sample - theoretical)), distribution = q, dparams = dparams) + 
    stat_qq(aes(y = stat(worm_ci_UL(theoretical))), geom = "line", distribution = q, dparams = dparams) + 
    stat_qq(aes(y = stat(worm_ci_LL(theoretical))), geom = "line", distribution = q, dparams = dparams) + 
    labs(x = paste0("theoretical ", distribution, " quantiles")) + 
    NULL
}