[R] [FORGED] Re: Quantile Density Contours

[Jeff Newmiller]

I don't know. Have you looked at the Multivariate Task View?

On March 27, 2019 3:43:52 PM PDT, Bernard Comcast <mcgarvey.bernard using comcast.net> wrote:
>To follow on Jeff, is there a function to do 2-D (double) numerical
>integration in R?
>
>Bernard
>Sent from my iPhone so please excuse the spelling!"
>
>> On Mar 27, 2019, at 6:38 PM, Jeff Newmiller
><jdnewmil using dcn.davis.ca.us> wrote:
>> 
>> 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 using 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 using 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 using 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 using 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 using 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).
>>>>>>>> 
>>>>>>>> 
>>>>>>>> ______________________________________________
>>>>>>>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more,
>>> see
>>>>>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>>>>>> and provide commented, minimal, self-contained, reproducible
>>> code.
>>>>>>> 
>>>>>>> 
>>>>>>> 
>>>>>>> --
>>>>>>> John Kane
>>>>>>> Kingston ON Canada
>>>>>>> 
>>>>>>> ______________________________________________
>>>>>>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more,
>>> see
>>>>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>>>>> and provide commented, minimal, self-contained, reproducible
>>> code.
>>>>> 
>>>>> --
>>>>> Dr Paul Murrell
>>>>> Department of Statistics
>>>>> The University of Auckland
>>>>> Private Bag 92019
>>>>> Auckland
>>>>> New Zealand
>>>>> 64 9 3737599 x85392
>>>>> paul using stat.auckland.ac.nz
>>>>> http://www.stat.auckland.ac.nz/~paul/
>>>> 
>>>> ______________________________________________
>>>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>>> 
>>> 
>>>    [[alternative HTML version deleted]]
>>> 
>>> ______________________________________________
>>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>> 
>> -- 
>> Sent from my phone. Please excuse my brevity.

-- 
Sent from my phone. Please excuse my brevity.