Joint Probability Region Plot

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Description

Given two vectors, the joint.pr.plot function creates a scatterplot with ellipses of probability regions.

Usage

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joint.pr.plot(x, y, quantiles=c(0.25,0.50,0.75,0.95))

Arguments

x

This required argument is a vector.

y

This required argument is a vector.

quantiles

These are the quantiles for which probability regions are estimated with ellipses. The center of the ellipse is plotted by default. The 0.95 quantile creates a probability region that contains approximately 95% of the data or samples of x and y. By default, four quantiles are included.

Details

A probability region is also commonly called a credible region. For more information on probability regions, see p.interval.

Joint probability regions are plotted only for two variables, and the regions are estimated with functions modified from the car package. The internal ellipse functions assume bivariate normality.

This function is often used to plot posterior distributions of samples, such as from the LaplacesDemon function.

Author(s)

Statisticat, LLC. software@bayesian-inference.com

See Also

LaplacesDemon and p.interval

Examples

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library(LaplacesDemon)
x <- rnorm(100)
y <- rnorm(100)
joint.pr.plot(x, y)

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