R: Calculate highest density regions continously over some...

hdr.cde {hdrcde} | R Documentation

## 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.
`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.

### Value

`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

### Author(s)

Rob J Hyndman

### 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.

### See Also

`cde`, `hdr`

### Examples

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

[Package hdrcde version 3.3 Index]