[R] [FORGED] Re: Quantile Density Contours

[David Winsemius]

On 3/27/19 3:43 PM, Bernard Comcast wrote:
> To follow on Jeff, is there a function to do 2-D (double) numerical integration in R?

Packages pracma and cubature offer a variety of solutions to that task.


-- 

David.


>
> 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.
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.