On Jan 27, 2013, at 8:16 PM, Giuseppe Amatulli wrote:
Dear all,
thanks for your input.
Bert - yes you get the point, i would to like to draw an ellipse
contour
for a population quantile.
Indeed, as you mention data.ellipse() should draw that. In other
words if i
re-run my model for another prediction (getting a new vector b) i
would
have the 95% probability that my prediction fall inside the ellipse.
install.packages("hdrcde") # from Rob Hyndman
require(hdrcde) x <- c(rnorm(200,0,1),rnorm(200,4,1))
y <- c(rnorm(200,0,1),rnorm(200,4,1))
par(mfrow=c(1,2))
plot(x,y, pch="+", cex=.5)
hdr.boxplot.2d(x,y)
--
David.
On 27 January 2013 17:26, Bert Gunter <gunter.ber...@gene.com> wrote:
All:
Aha! -- The light dawneth, methinks (maybe...)
Giuseppe: I re-read the SAS link you sent and if I have parsed it
correctly, what SAS chooses to call an ellipse for "prediction" -- a
rather idiosyncratic way to describe it, imo -- I believe the rest of
us would call a contour for a population quantile. The key phrase
that
indicates this is "It [the elliptical region] also approximates a
region containing a specified percentage of the population. "
So, if I'm right, I believe you just need to use car's data.ellipse()
function.
And if I'm wrong, my little corner of the globe remains cloaked in
darkness confusion.
Cheers,
Bert
On Sun, Jan 27, 2013 at 12:43 PM, John Fox <j...@mcmaster.ca> wrote:
Dear Giuseppe and Bert,
I also didn't follow what's intended, more or less for the same
reasons
as
Bert mentioned, which is why I didn't reply to the initial
posting. In
the
car package, confidenceEllipse() draws confidence ellipses for a
pair of
coefficients from a statistical model, and dataEllipse() draws
bivariate-normal concentration ellipses for the bivariate
distribution of
two variables.
I'm copying to Georges Monette and Michael Friendly, coauthors of
these
functions, in case they have something to add.
I hope that this helps, but I doubt that it does.
John
-----------------------------------------------
John Fox
Senator McMaster Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org
]
On Behalf Of Giuseppe Amatulli
Sent: Sunday, January 27, 2013 11:41 AM
To: Bert Gunter
Cc: r-help@r-project.org
Subject: Re: [R] confidence / prediction ellipse
Hi,
thanks for your replay.
My values of a and b are respectively:
a = observation of an event
b = prediction of a model.
Therefore i would like to draw the confidence region for
predicting a
new
observation, and according to this
http://v8doc.sas.com/sashtml/insight/chap40/sect35.htm the
prediction
ellipse should be more appropriate.
But i'm not able to track back the function
radius <- sqrt(dfn * qf(level, dfn, dfd))
in order to change it and draw a prediction ellipses.
Regards
Giuseppe
On 26 January 2013 17:19, Bert Gunter <gunter.ber...@gene.com>
wrote:
Well, I'd guess you have to first define what you mean by
"prediction
ellipse," as the confidence ellipses are for the bivariate
distribution of 2 parameter estimates -- as I understand it --
whereas predictions depend on the covariate values and are for a
single response value (unless you have fitted multiple
responses, I
suppose).
-- Bert
On Sat, Jan 26, 2013 at 1:12 PM, Giuseppe Amatulli
<giuseppe.amatu...@gmail.com> wrote:
Hi,
I'm using the R library(car) to draw confidence/prediction
ellipses
in a
scatterplot.
From what i understood the ellipse() function return an ellipse
based
parameters: shape, center, radius .
If i read dataEllipse() function i can see how these
parameters are
calculated for a confidence ellipse.
ibrary(car)
a=c(12,12,4,5,63,63,23)
b=c(13,15,7,10,73,83,43)
v <- cov.trob(cbind(a, b))
shape <- v$cov
center <- v$center
radius <- sqrt(2 * qf(0.95, 2, length(a) - 1)) # radius <-
sqrt(dfn *
qf(level, dfn, dfd))
conf.elip = ellipse(center, shape, radius,draw = F)
plot(conf.elip, type='l')
points(a,b)
My question is how I can calculate shape, center and radius to
obtain a
prediction ellipses rather than a confidence ellipse?
Thanks in Advance
Giuseppe
--
Giuseppe Amatulli
Web: www.spatial-ecology.net
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--
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Giuseppe Amatulli
Web: www.spatial-ecology.net
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______________________________________________
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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.
--
Bert Gunter
Genentech Nonclinical Biostatistics
Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
--
Giuseppe Amatulli
Web: www.spatial-ecology.net
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______________________________________________
R-help@r-project.org mailing list
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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.
David Winsemius, MD
Alameda, CA, USA
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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