Probability Plot

A probability plot is a plot used to assess normality of data set, say in a vector x.

>x<-rt(500,df=10)             # Generating 500 points from a Student-t distribution with 10 degrees of freedom
>qqnorm(x)                   # Assessing whether the values of x are from a normal distribution by plotting the theoretical
                    quantiles versus the true quantiles of x.
>qqline(x,col="red")          # Adding a line.

Going Further:

Check with help(qqnorm) all the options of this command.