hdrconf {hdrcde} | R Documentation |
Calculates Highest Density Regions with confidence intervals.
hdrconf(x, den, prob = 95, conf=95)
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. |
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 Hyndman
Hyndman, R.J. (1996) Computing and graphing highest density regions American Statistician, 50, 120-126.
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)")) }