Displaying 2 results from an estimated 2 matches for "confidencebound".
2008 Jun 25
1
confidence bounds using contour plot
...h
>includes 95% of the points (at a level computed from the sorted values via
>quantile()).
>
>--
>Brian D. Ripley
>(...)
--
Example:
x <- rnorm(1000, mean = 0, sd = 1)
y <- rnorm(1000, mean = 1, sd = 1.3)
kerneld <- kde2d(x, y, n = 200, lims = c(-1.0, 1.0, 0.0, 2.0))
confidencebound <- quantile(kerneld$z, probs= 0.95)
plot(x, y, pch=19, cex=0.5)
contour(kerneld, levels = confidencebound, col="red", add = TRUE)
--
How can I calculate the right contour containing 95% of the values?
Thank's for your help.
Pascal
R 2.7.0, Win XP
--
Pascal H?nggi
Unive...
2012 Mar 03
2
contour for plotting confidence interval on scatter plot of bivariate normal distribution
...k.
Pascal H?nggis code seems to work, but I don't understand the magic he
does with
pp <- array()
for (i in 1:1000){
z.x <- max(which(den$x < x[i]))
z.y <- max(which(den$y < y[i]))
pp[i] <- den$z[z.x, z.y]
}
before doing the very same as I did above:
confidencebound <- quantile(pp, 0.05, na.rm = TRUE)
plot(x, y)
contour(den, levels = confidencebound, col = "red", add = TRUE)
My problems:
1.) setting probs=0.6827 is somehow a dirty trick which I can only use
by simply knowing that this is the percentage of values inside +-1sd
when a distributio...