hdr.cde: Calculate highest density regions continously over some... In hdrcde: Highest Density Regions and Conditional Density Estimation

Description

Calculates and plots highest density regions for a conditional density estimate. Uses output from `cde`.

Usage

 ```1 2 3``` ```hdr.cde(den, prob = c(50, 95, 99), plot = TRUE, plot.modes = TRUE, mden = rep(1, length(den\$x)), threshold = 0.05, nn = 1000, xlim, ylim, xlab, ylab, border = TRUE, font = 1, cex = 1, ...) ```

Arguments

 `den` Conditional density in the same format as the output from `cde`. `prob` Probability coverage level for HDRs `plot` Should HDRs be plotted? If FALSE, results are returned. `plot.modes` Should modes be plotted as well as HDRs? `mden` Marginal density in the `x` direction. When small, the HDRs won't be plotted. Default is uniform so all HDRs are plotted. `threshold` Threshold for margin density. HDRs are not plotted if the margin density `mden` is lower than this value. `nn` Number of points to be sampled from each density when estimating the HDRs. `xlim` Limits for x-axis. `ylim` Limits for y-axis. `xlab` Label for x-axis. `ylab` Label for y-axis. `border` Show border of polygons `font` Font to be used in plot. `cex` Size of characters. `...` Other arguments passed to plotting functions.

Value

 `hdr` array (a,b,c) where where a specifies conditioning value, b gives the HDR endpoints and c gives the probability coverage. `modes` estimated mode of each conditional density

Rob J Hyndman

References

Hyndman, R.J., Bashtannyk, D.M. and Grunwald, G.K. (1996) "Estimating and visualizing conditional densities". Journal of Computational and Graphical Statistics, 5, 315-336.

`cde`, `hdr`
 ```1 2``` ```faithful.cde <- cde(faithful\$waiting,faithful\$eruptions) plot(faithful.cde,xlab="Waiting time",ylab="Duration time",plot.fn="hdr") ```