Application of Equal Local Levels to Improve Q-Q Plot Testing Bands with R Package qqconf.

Quantile-Quantile (Q-Q) plots are often difficult to interpret because it is unclear how large the deviation from the theoretical distribution must be to indicate a lack of fit. Most Q-Q plots could benefit from the addition of meaningful global testing bands, but the use of such bands unfortunately remains rare because of the drawbacks of current approaches and packages. These drawbacks include incorrect global Type I error rate, lack of power to detect deviations in the tails of the distribution, relatively slow computation for large data sets, and limited applicability. To solve these problems, we apply the equal local levels global testing method, which we have implemented in the R Package