HDRs with confidence intervals — hdrconf • hdrcde

Calculates Highest Density Regions with confidence intervals.

Usage

hdrconf(x, den, prob = 0.9, conf = 0.95)

Arguments

x: Numeric vector containing data.
den: Density of data as list with components x and y.
prob: Probability coverage for for HDRs.
conf: Confidence for limits on HDR.

Value

hdrconf returns list containing the following components:

hdr: Highest density regions
hdr.lo: Highest density regions corresponding to lower confidence limit.
hdr.hi: Highest density regions corresponding to upper confidence limit.
falpha: Values of \(f_\alpha\) corresponding to HDRs.
falpha.ci: Values of \(f_\alpha\) corresponding to lower and upper limits.

References

Hyndman, R.J. (1996) Computing and graphing highest density regions American Statistician, 50, 120-126.

See also

hdr(), plot.hdrconf()

Author

Rob J Hyndman

Examples

x <- c(rnorm(100, 0, 1), rnorm(100, 4, 1))
den <- density(x, bw = hdrbw(x, 50))
hdr_conf <- hdrconf(x, den)
plot(hdr_conf, den, main = "50% HDR with 95% CI")