hdrconf {hdrcde}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.

Author(s)

Rob Hyndman

References

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

See Also

hdr, plot.hdrconf

Examples

x <- c(rnorm(100,0,1),rnorm(100,4,1))
den <- density(x,bw=bw.SJ(x))
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)"))
}

[Package hdrcde version 2.09 Index]