Given a function object f containing both the estimated
  and theoretical versions of a summary function, these operations
  combine the estimated and theoretical functions into a new function.
  When plotted, the new function gives either the P-P plot or Q-Q plot
  of the original f.
PPversion(f, theo = "theo", columns = ".")QQversion(f, theo = "theo", columns = ".")
The function to be transformed. An object of class "fv".
The name of the column of f that should be treated as the
    theoretical value of the function.
Character vector, specifying the columns of f
    to which the transformation will be applied.
    Either a vector of names of columns of f,
    or one of the abbreviations recognised by fvnames.
Another object of class "fv".
The argument f should be an object of class "fv",
  containing both empirical estimates \(\widehat f(r)\)
  and a theoretical value \(f_0(r)\) for a summary function.
The P--P version of f is the function
  \(g(x) = \widehat f (f_0^{-1}(x))\)
  where \(f_0^{-1}\) is the inverse function of
  \(f_0\).
  A plot of \(g(x)\) against \(x\) 
  is equivalent to a plot of \(\widehat f(r)\) against
  \(f_0(r)\) for all \(r\).
  If f is a cumulative distribution function (such as the
  result of Fest or Gest) then
  this is a P--P plot, a plot of the observed versus theoretical
  probabilities for the distribution.
  The diagonal line \(y=x\)
  corresponds to perfect agreement between observed and theoretical
  distribution.
The Q--Q version of f is the function
  \(h(x) = f_0^{-1}(\widehat f(x))\).
  If f is a cumulative distribution function,
  a plot of \(h(x)\) against \(x\)
  is a Q--Q plot, a plot of the observed versus theoretical
  quantiles of the distribution.
  The diagonal line \(y=x\)
  corresponds to perfect agreement between observed and theoretical
  distribution.
  Another straight line corresponds to the situation where the
  observed variable is a linear transformation of the theoretical variable.
  For a point pattern X, the Q--Q version of Kest(X) is
  essentially equivalent to Lest(X).
# NOT RUN {
  opa <- par(mar=0.1+c(5,5,4,2))
  G <- Gest(redwoodfull)
  plot(PPversion(G))
  plot(QQversion(G))
  par(opa)
# }
Run the code above in your browser using DataLab