Normal quantile plot

Hi Gaddi,

For changing the axes, use xaxt = "n" or yaxt = "n" in the initial qqnorm call, then construct the axis manually with axis().
I created a quick function addQQpoints() for plotting additional sets of data to an existing plot (this function is just a slight altering of the qqnorm() function).

Lastly, for the colors, I used a color palette I created that allows for easy semi-transparent colors, so that you can see the data when there are overlaps. This is of course optional.

Let me know if this is what you are looking for:

#install.packages("oaColors", repos = "http://repos.openanalytics.eu", type = "source")

addQQpoints <- function (y, ylim, main = "Normal Q-Q Plot", xlab = "Theoretical Quantiles",
ylab = "Sample Quantiles", plot.it = TRUE, datax = FALSE,
...)
{
if (has.na <- any(ina <- is.na(y))) {
yN <- y
y <- y[!ina]
}
if (0 == (n <- length(y)))
stop("y is empty or has only NAs")
if (plot.it && missing(ylim))
ylim <- range(y)
x <- qnorm(ppoints(n))[order(order(y))]
if (has.na) {
y <- x
x <- yN
x[!ina] <- y
y <- yN
}
if (plot.it)
if (datax)
plot(y, x, ...)
else points(x, y, ...)
invisible(if (datax) list(x = y, y = x) else list(x = x,
y = y))
}

pdf("exampleQQ.pdf", width = 8, height = 8)
x1 <- rnorm(100)
x2 <- rnorm(100)
x3 <- rnorm(100)
qqnorm(x1, pch = 19, col = oaColors("orange", alpha = 0.7), yaxt = "n", ylim = c(-3, 3), ylab = "Sample Percentiles")
axis(2, at = seq(-3, 3, by = 1), labels = c("0.15%", "2.5%", "16%", "50%", "66%", "97.5%", "99.85%"))
qqline(x1)
addQQpoints(x2, pch = 19, col = oaColors("blue", alpha = 0.7))
addQQpoints(x3, pch = 19, col = oaColors("green", alpha = 0.7))
dev.off()

Example graph (http://imgur.com/xanls, apologies about the poor image quality)