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

 hdrconf R Documentation

## HDRs with confidence intervals

### Description

Calculates Highest Density Regions with confidence intervals.

### Usage

```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.

`hdr`, `plot.hdrconf`

### Examples

```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)"))
}
```

robjhyndman/hdrcde documentation built on Aug. 18, 2022, 6:36 a.m.