[R] contour for plotting confidence interval on scatter plot of bivariate normal distribution
peter dalgaard
pdalgd at gmail.com
Sat Mar 3 19:22:13 CET 2012
On Mar 3, 2012, at 17:01 , drflxms wrote:
> # this is the critical block, which I still do not comprehend in detail
> z <- array()
> for (i in 1:n){
> z.x <- max(which(den$x < x[i]))
> z.y <- max(which(den$y < y[i]))
> z[i] <- den$z[z.x, z.y]
> }
As far as I can tell, the point is to get at density values corresponding to the values of (x,y) that you actually have in your sample, as opposed to den$z which is for an extended grid of all possible (x_i, y_j) combinations.
It's unclear to me what happens if you look at quantiles for the entire den$z. I kind of suspect that it is some sort of approximate numerical integration, but maybe not of the right thing....
Re SD: Once you go into two dimensions, SD loses all meaning, and adding nonparametric density estimation into the mix doesn't help, so just stop thinking in those terms!
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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