Calculate highest density regions continously over some conditioned variable.

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

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.

Author

Rob J Hyndman

Examples

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