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st: -eqprhistogram- revised on SSC
Thanks to Kit Baum, -eqprhistogram- has been revised
on SSC. This draws equal probability histograms, as
explained in previous postings, or the help file.
1. I added some references to the help:
This kind of graph has been discussed by, for example, Breiman (1973,
pp.208-9) and Scott (1992, pp.69-70). Breiman points out that the
associated error will be approximately a constant multiple of the bar
heights, so long as the bin frequencies are not too small.
Breiman, L. 1973. Statistics: with a view towards applications.
Scott, D.W. 1992. Multivariate density estimation: theory, practice,
visualization. New York: John Wiley.
I would much appreciate details of any earlier or fuller discussions.
2. Two new options:
-mean- adds a dashed line indicating the mean of the data.
-plot(plot)- provides a way to add other plots to the generated graph;
in particular, you can now superimpose a kernel density estimate.
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