hdr.cde: Calculate highest density regions continously over some conditioned variable.

Description

Calculates and plots highest density regions for a conditional density estimate. Uses output from cde.

Usage

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, ...)

Arguments

den

Conditional density in the same format as the output from cde.

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 x direction. When small, the HDRs won't be plotted. Default is uniform so all HDRs are plotted.

threshold

Threshold for margin density. HDRs are not plotted if the margin density mden is lower than this value.

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.

Value

hdrarray (a,b,c) where where a specifies conditioning value, b gives the HDR endpoints and c gives the probability coverage.
modesestimated mode of each conditional density

References

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.

Examples

Run this code

faithful.cde <- cde(faithful$waiting,faithful$eruptions)
plot(faithful.cde,xlab="Waiting time",ylab="Duration time",plot.fn="hdr")