Calculate highest density regions continously over some conditioned variable.
Calculates and plots highest density regions for a conditional density
estimate. Uses output from cde
.
hdr.cde( den, prob = c(50, 95, 99), plot = TRUE, plot.modes = TRUE, mden = rep(1, length(den$x)), threshold = 0.05, nn = 1000, xlim, ylim, xlab, ylab, border = TRUE, font = 1, cex = 1, ... )
den |
Conditional density in the same format as the output from
|
prob |
Probability coverage level for HDRs |
plot |
Should HDRs be plotted? If FALSE, results are returned. |
plot.modes |
Should modes be plotted as well as HDRs? |
mden |
Marginal density in the |
threshold |
Threshold for margin density. HDRs are not plotted if the
margin density |
nn |
Number of points to be sampled from each density when estimating the HDRs. |
xlim |
Limits for x-axis. |
ylim |
Limits for y-axis. |
xlab |
Label for x-axis. |
ylab |
Label for y-axis. |
border |
Show border of polygons |
font |
Font to be used in plot. |
cex |
Size of characters. |
... |
Other arguments passed to plotting functions. |
hdr |
array (a,b,c) where where a specifies conditioning value, b gives the HDR endpoints and c gives the probability coverage. |
modes |
estimated mode of each conditional density |
Rob J Hyndman
Hyndman, R.J., Bashtannyk, D.M. and Grunwald, G.K. (1996) "Estimating and visualizing conditional densities". Journal of Computational and Graphical Statistics, 5, 315-336.
faithful.cde <- cde(faithful$waiting,faithful$eruptions) plot(faithful.cde,xlab="Waiting time",ylab="Duration time",plot.fn="hdr")
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