Dear Pedram,
The car library for S-PLUS, available at
<http://socserv.socsci.mcmaster.ca/jfox/Books/Companion/car.html>, has
functions for drawing ellipses, confidence ellipses, and data ellipses.
From your description, what you'd like is a data ellipse.
I hope that this helps,
John
At 09:27 PM 9/18/2003 +0200, Pedram Sendi wrote:
Deal all
Further to my e-mail with respect to drawing confidence ellipses around
5000 pairs of values, I was not successful with kde2d. I am not sure
whether this is the answer to my question (I realise that I did not
provide sufficient information).
Attached is a plot of the 5000 samples I have, which approximate a
bivariate normal distribution (with a positive correlation). I'd be
interested in fitting smooth ellipses that include 5%, 50% and 95% of the
5000 samples. I would be very grateful if someone could tell me how to do
it in S-Plus (v 6.1 for win).
Thanks a lot!
Best,
Pedram
Pedram Sendi, MD, DSc
Institute for Clinical Epidemiology & Division of Infectious Diseases
Institut fur klinische Epidemiologie & Abteilung fur Infektiologie
Basel University Hospital
Kantonsspital Basel
Hebelstrasse 10, 3rd Floor
CH-4031 Basel
Switzerland
Phone: +41 61 265 31 02
Fax: +41 61 265 31 09
On Tue, 16 Sep 2003 09:44:12 +0100 (GMT Dayligh, Prof Brian D Ripley wrote:
>On Tue, 16 Sep 2003, Pedram Sendi wrote:
>
>>I have approximated a bivariate distribution f(a,b) using
>>simulation, i.e.
>>I have 5000 values of pairs of a,b. I would now like to plot a
>>smooth 95%
>>confidence ellipse, 50% confidence ellipse and 5% confidence
>>ellipse. The
>>contour plot feature does not seem to work. I would be very
>>grateful if
>>someone could tell me how to accomplish this in S-Plus 6.1 for
>>Windows.
>
>So you approximated a density by 5000 point values? That's not a
>very good
>approximation! What makes you think that there is a confidence
>ellipse (as
>distinct from any other shape of region)? And do you mean a
>confidence
>region, which needs a parametrized model?
>
>What I can help with is finding a contour plot of the underlying
>density.
>First find a 2d density estimate (using e.g. kde2d in MASS or the
>functions
>in KernSmooth), and compute the density values of your 5000 points,
>and
>sort them. Then the 5%, 50% and 95% quantiles of those density
>values can
>be used as contour levels for a plot of the density estimate
>(evaluated at
>a rectangular grid). That's the best interpretation I can find of
>your
>intentions. You will find relevant examples in MASS (the book).
>
>An alternative interpretation would be to assume a bivariate normal
>or t
>distribution (which have elliptical contours), fit that and then
>plot the
>appropriate density contours.
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John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox@mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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