[R] Plotting Confidence Intervals into a density plot

Elysa Mitova
Fri, 02 Dec 2016 09:59:22 -0000

Thank you,

this seems to work, but it is not exactly what I need (it indeed looks
great, but a bit beyond my understanding)

I just need a shaded area between  2.44 to 2.57 along the x-axis - a
polygon inserted into my density plot (and not a confidence line along a
scatter plot like your suggested solution)

My x-axis is an index (a data frame), my y-axis is the automatically
constructed density

On Fri, Dec 2, 2016 at 10:01 AM, Jim Lemon <drjimlemon at gmail.com>
wrote:

> Hi Elysa,
> I think you are going a bit off course in your example. Try this and
> see if it is close to what you want:
>
> data<-rnorm(100)+runif(100,0,15)
> smu_data<-supsmu(1:100,data)
> rollfun<-function(x,window=10,FUN=sd) {
>  xlen<-length(x)
>  xout<-NA
>  forward<-window%/%2
>  backward<-window-forward
>  for(i in 1:xlen) {
>   xstart<-i-backward
>   if(xstart < 1) xstart<-1
>   xend<-i+forward-1
>   if(xend > xlen) xend<-xlen
>   xout[i]<-do.call(FUN,list(x[xstart:xend],na.rm=TRUE))
>  }
>  return(xout)
> }
> mad_data<-rollfun(data,10,mad)
> plot(data,ylim=c(0,17))
> library(plotrix)
> dispersion(smu_data$x,smu_data$y,mad_data,type="l",interval=TRUE,
>  fill="lightgray")
> lines(smu_data,lwd=2)
> points(1:100,data)
>
> Jim
>
>
> On Fri, Dec 2, 2016 at 7:18 PM, Elysa Mitova <elysa.mitova at
gmail.com>
> wrote:
> > Hi, thank you!
> >
> > I've constructed the upper and lower bounds with
> >
> >  a <- 2.505766
> >  s <- 0.7789832
> >  n <- 607
> >  error <- qnorm(0.975)*s/sqrt(n)
> >  left <- a-error
> >  right <- a+error
> >  left
> > right
> >
> > Now, I have the numbers I need, but I have no idea how to plot them. I
> was
> > thinking of using a polygon, but somehow it doesn't work out,
because my
> > y-axis shows only density and is in itself not a variable?
> >
> > xx <- data
> >
> > fit1 <- density(data,na.rm=TRUE)
> >
> > fit2 <- replicate(10000, { x <- sample(xx, replace=TRUE);
> >         density(x, na.rm=TRUE, from=min(fit1$x), to=max(fit1$x))$y } )
> >
> > fit3 <- apply(fit2, 1, quantile, c(0.025,0.975) )  - Probably
herein
> > lies the problem?
> >
> > plot(fit1, ylim=range(fit3))
> > polygon( c(fit1$x, rev(fit1$x)), c(fit3[1,], rev(fit3[2,])),
> > col='grey', border=F)
> > lines(fit1)
> >
> > I tried working with this solution I found on the internet, but
> > somehow now the lines the shaded areas sporadically everywhere around
> > my density plot? I just want a polygon spreading from  2.44 to 2.57
> > along the x-axis.
> >
> >
> > Any tipps?
> >
> >
> >
> >
> > On Fri, Dec 2, 2016 at 1:24 AM, David Winsemius <dwinsemius at
comcast.net>
> > wrote:
> >
> >>
> >> > On Dec 1, 2016, at 12:10 PM, Elysa Mitova <elysa.mitova at
gmail.com>
> >> wrote:
> >> >
> >> > Hi,
> >> >
> >> > I am desperately looking for a way to plot confidence
intervals into a
> >> > density plot of only one variable (not a scatter plot etc.)
> >> >
> >> > Have you any advice how to do this?
> >> >
> >> > I've only found manual ways to do with
"abline", but this is a rather
> >> > bothersome method and only works with ggplot (and not
ggplot2).
> >>
> >> This makes it appear that you expect this to be done in ggplot2
> >> automagically. I suspect you must instead first find the right
approach
> to
> >> construction of those upper and lower bounds before plotting.
It's not
> >> clear what methods you expect to be needed. Your desperation is
not a
> >> guide. Perhaps trying a bit of searching?
> >>
> >> install.packages("sos")
> >> library(sos)
> >> findFn("confidence intervals density estimates")
> >>
> >>
> >> Delivers quite a few results. Then searching on the text within
that
> >> webpage you find
> >>
> >>
> >> 208     2       27      54      nprobust        kdrobust
> 2016-11-14
> >> 16:41:50     27      Kernel Density Estimation with Robust
Confidence
> >> Intervals
> >> 209     2       27      54      nprobust        lprobust
> 2016-11-14
> >> 16:41:50     27      Local-Polynomial Estimation with Robust
Confidence
> >> Intervals
> >>
> >> Is that what you seek?
> >>
> >> >
> >> > Thank you!
> >> >
> >> >       [[alternative HTML version deleted]]
> >> I know you just subscribed, so now is the time to read the Posing
Guide.
> >>
> >> => >>
> >> David Winsemius
> >> Alameda, CA, USA
> >>
> >>
> >
> >         [[alternative HTML version deleted]]
> >
> > ______________________________________________
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>

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