[FORGED] Re: Quantile Density Contours
Regardless of how many dimensions you have for independent variables, the density is one-dimensional, and if you assume the density function has been determined (e.g. by kernel estimation or by a Gaussian copula) then if you integrate the density function along that dimension there will be unique slices of the multivariate input domain determined by those slices. They might in general be disjoint regions of the independent variable space, but that is what the contour function does. I am not seeing your point, Bert, unless you are unwilling to assume a density function model?
On March 27, 2019 2:18:18 PM PDT, Bert Gunter <bgunter.4567 at gmail.com> wrote:
You are missing a crucial point. The reals are well ordered; higher dimensions are not. Therefore 2d quantile contours are not unique. Of course assuming I understand your query correctly. Bert On Wed, Mar 27, 2019, 13:55 Bernard McGarvey <mcgarvey.bernard at comcast.net> wrote:
If I understand correctly the ContourLines function gives you the
contour
lines when you put in the data. But before this I need to data to put
into
that function. I think this is something like a 2D CDF of the data
that
then leads to the 2D quantiles but I am not 100% sure. What I am
basically
looking for is the 2D curve that encloses say 95% of the data in a
similar
fashion to a 1D quantile where the quantile represents the value that
x% of
the data is below. I think what I am looking for is the 2D bivariate version of the 1D quantile plot (where the quantile value is plotted
vs the
% value). I hope this makes some sense. Bernard McGarvey Director, Fort Myers Beach Lions Foundation, Inc. Retired (Lilly Engineering Fellow).
On March 27, 2019 at 3:57 PM Paul Murrell
<paul at stat.auckland.ac.nz>
wrote:
Are you looking for the contourLines() function ? Paul On 28/03/19 8:37 AM, Bernard McGarvey wrote:
John, I have attached a pdf of the plot. Hopefully you can read
this.
If I understand correctly, this plot is basically the 2-D version
of
the 1-D quantile plot.
Thanks Bernard McGarvey Director, Fort Myers Beach Lions Foundation, Inc. Retired (Lilly Engineering Fellow).
On March 27, 2019 at 7:44 AM John Kane <jrkrideau at gmail.com>
wrote:
The figure did not get through. Perhaps try a pdf? On Tue, 26 Mar 2019 at 13:41, Bernard McGarvey <mcgarvey.bernard at comcast.net> wrote:
I want to see if I can reproduce the plot below in R. If I
understand it correctly, i takes my bivariate data and creates
quantile
density contours. My interpretation of these contours is that they
enclose
a certain % of the total data. I am using the bkde2D function in
library
KernSmooth which gives density values that can be plotted on a
contour plot
but I would like the curves that enclose a given % of the data, if
that is
possible
Thanks Bernard McGarvey Director, Fort Myers Beach Lions Foundation, Inc. Retired (Lilly Engineering Fellow).
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-- Dr Paul Murrell Department of Statistics The University of Auckland Private Bag 92019 Auckland New Zealand 64 9 3737599 x85392 paul at stat.auckland.ac.nz http://www.stat.auckland.ac.nz/~paul/
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