hdr.cde: Calculate highest density regions continously over some...

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

Calculate highest density regions continously over some conditioned variable.

Description

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

Usage

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

Author(s)

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.

See Also

cde, hdr

Examples

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

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