hdrconf: HDRs with confidence intervals In hdrcde: Highest Density Regions and Conditional Density Estimation

Description

Calculates Highest Density Regions with confidence intervals.

Usage

 `1` ```hdrconf(x, den, prob = 95, conf = 95) ```

Arguments

 `x` Numeric vector containing data. `den` Density of data as list with components `x` and `y`. `prob` Probability coverage for for HDRs. `conf` Confidence for limits on HDR.

Value

`hdrconf` returns list containing the following components:

 `hdr` Highest density regions `hdr.lo` Highest density regions corresponding to lower confidence limit. `hdr.hi` Highest density regions corresponding to upper confidence limit. `falpha` Values of f[alpha] corresponding to HDRs. `falpha.ci` Values of f[alpha] corresponding to lower and upper limits.

Rob J Hyndman

References

Hyndman, R.J. (1996) Computing and graphing highest density regions American Statistician, 50, 120-126.

See Also

`hdr`, `plot.hdrconf`

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14``` ```x <- c(rnorm(100,0,1),rnorm(100,4,1)) den <- density(x,bw=hdrbw(x,50)) trueden <- den trueden\$y <- 0.5*(exp(-0.5*(den\$x*den\$x)) + exp(-0.5*(den\$x-4)^2))/sqrt(2*pi) sortx <- sort(x) par(mfcol=c(2,2)) for(conf in c(50,95)) { m <- hdrconf(sortx,trueden,conf=conf) plot(m,trueden,main=paste(conf,"% HDR from true density")) m <- hdrconf(sortx,den,conf=conf) plot(m,den,main=paste(conf,"% HDR from empirical density\n(n=200)")) } ```

hdrcde documentation built on Jan. 18, 2021, 9:05 a.m.