Description Usage Arguments Value Author(s) References See Also Examples
Calculates Highest Density Regions with confidence intervals.
1 | hdrconf(x, den, prob = 95, conf = 95)
|
x |
Numeric vector containing data. |
den |
Density of data as list with components |
prob |
Probability coverage for for HDRs. |
conf |
Confidence for limits on HDR. |
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
Hyndman, R.J. (1996) Computing and graphing highest density regions American Statistician, 50, 120-126.
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)"))
}
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