hdr.boxplot: Highest Density Region Boxplots

In robjhyndman/hdrcde: Highest Density Regions and Conditional Density Estimation

Highest Density Region Boxplots

Description

Calculates and plots a univariate highest density regions boxplot.

Usage

hdr.boxplot(
  x,
  prob = c(99, 50),
  h = hdrbw(BoxCox(x, lambda), mean(prob)),
  lambda = 1,
  boxlabels = "",
  col = gray((9:1)/10),
  main = "",
  xlab = "",
  ylab = "",
  pch = 1,
  border = 1,
  outline = TRUE,
  space = 0.25,
  ...
)

Arguments

x	Numeric vector containing data or a list containing several vectors.
prob	Probability coverage required for HDRs density.
h	Optional bandwidth for calculation of density.
lambda	Box-Cox transformation parameter where 0 <= lambda <= 1.
boxlabels	Label for each box plotted.
col	Colours for regions of each box.
main	Overall title for the plot.
xlab	Label for x-axis.
ylab	Label for y-axis.
pch	Plotting character.
border	Width of border of box.
outline	If not <code>TRUE</code>, the outliers are not drawn.
space	The space between each box, between 0 and 0.5.
...	Other arguments passed to plot.

Details

The density is estimated using kernel density estimation. A Box-Cox transformation is used if lambda!=1, as described in Wand, Marron and Ruppert (1991). This allows the density estimate to be non-zero only on the positive real line. The default kernel bandwidth h is selected using the algorithm of Samworth and Wand (2010).

Hyndman's (1996) density quantile algorithm is used for calculation.

Value

nothing.

Author(s)

Rob J Hyndman

References

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

Samworth, R.J. and Wand, M.P. (2010). Asymptotics and optimal bandwidth selection for highest density region estimation. The Annals of Statistics, 38, 1767-1792.

Wand, M.P., Marron, J S., Ruppert, D. (1991) Transformations in density estimation. Journal of the American Statistical Association, 86, 343-353.

See Also

hdr.boxplot.2d, hdr, hdr.den

Examples

# Old faithful eruption duration times
hdr.boxplot(faithful$eruptions)

# Simple bimodal example
x <- c(rnorm(100,0,1), rnorm(100,5,1))
par(mfrow=c(1,2))
boxplot(x)
hdr.boxplot(x)

# Highly skewed example
x <- exp(rnorm(100,0,1))
par(mfrow=c(1,2))
boxplot(x)
hdr.boxplot(x,lambda=0)

robjhyndman/hdrcde documentation built on July 31, 2023, 2:14 a.m.