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Based on the DescTools AUC
function. It can calculate the area under the
curve with a naive algorithm or a more elaborated spline approach. The curve
must be given by vectors of xy-coordinates. This function can handle unsorted
x values (by sorting x) and ties for the x values (by ignoring duplicates).
area_under_curve(x, y, method = c("trapezoid", "step", "spline"), ...)auc(x, y, method = c("trapezoid", "step", "spline"), ...)
Vector of x values.
Vector of y values.
Method to compute the Area Under the Curve (AUC). Can be
"trapezoid"
(default), "step"
or "spline"
. If "trapezoid", the curve
is formed by connecting all points by a direct line (composite trapezoid
rule). If "step" is chosen then a stepwise connection of two points is
used. For calculating the area under a spline interpolation the splinefun
function is used in combination with integrate.
Arguments passed to or from other methods.
DescTools
library(bayestestR)
posterior <- distribution_normal(1000)
dens <- estimate_density(posterior)
dens <- dens[dens$x > 0, ]
x <- dens$x
y <- dens$y
area_under_curve(x, y, method = "trapezoid")
area_under_curve(x, y, method = "step")
area_under_curve(x, y, method = "spline")
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