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st: -qenv- updated on SSC


From   Nick Cox <[email protected]>
To   [email protected]
Subject   st: -qenv- updated on SSC
Date   Thu, 14 Feb 2013 19:38:11 +0000

Thanks to Kit Baum as usual, the -qenv- package has been revised on
SSC. For the original announcement, see

http://www.stata.com/statalist/archive/2012-03/msg00896.html

A summary is that -qenv- contains two programs, -qenvnormal- and
-qenvgamma-, which calculate envelopes conveying the uncertainty on
quantile-quantile plots assessing the fit of data to the normal [sc.
Gaussian] and gamma distributions respectively. Plotting is not
provided, as -qplot- (-search- for locations) already exists as a
fairly general quantile plotting command.

Please note in particular that there is no -qenv- command or help
file. -ssc desc qenv- will give the precise details of the files
included and Stata versions required.

The interesting part of the update is the addition of an -overall-
option specifying that an envelope with an approximate overall error
rate of 100 - level is to be computed instead of a pointwise error
rate of approximately 100 - level. The associated code was written by
Maarten Buis.

I am therefore very pleased to welcome Maarten as coauthor of the package.

Focus on the Gaussian and the gamma is not to be interpreted as a lack
of interest, concern, affection or respect for any other distribution
hitherto discussed or yet to be invented. That's all we've written.
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