Databases
StackOverflow2013
Postsdbo
POhow can I calculate the 95% credible limit of an area under a curve in R?
 

Note that there are some explanatory texts on larger screens.

plurals
  1. POhow can I calculate the 95% credible limit of an area under a curve in R?
    primarykey
    data
    text
    <p>I have the following distribution:</p> <pre><code>x&lt;-c(22.5,28.14285714,33.78571429,39.42857143,45.07142857,50.71428571,56.35714286,62,67.64285714,73.28571429,78.92857143,84.57142857,90.21428571,95.85714286,101.5,107.1428571,112.7857143,118.4285714,124.0714286,129.7142857,135.3571429,141,146.6428571,152.2857143,157.9285714,163.5714286,169.2142857,174.8571429,180.5,186.1428571,191.7857143,197.4285714,203.0714286,208.7142857,214.3571429,220,225.6428571,231.2857143,236.9285714,242.5714286,248.2142857,253.8571429,259.5,265.1428571,270.7857143,276.4285714,282.0714286,287.7142857,293.3571429,299) y&lt;-c(0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.003541755,0.00328839614285714,0.00296425985714286,0.002655899,0.00236187857142857,0.002080895,0.00181184271428571,0.00155376085714286,0.00130578928571429,0.001074706,0.000877193,0.000709397142857142,0.000567189714285714,0.000447254,0.000346858571428571,0.000263689142857143,0.000195768428571429,0.000141427,9.92657142857141e-05,6.77857142857142e-05,4.48571428571428e-05,2.86428571428571e-05,1.75142857142857e-05,1.01357142857143e-05,5.52e-06,2.78857142857142e-06,1.27285714285713e-06,5.00714285714284e-07,1.5742857142857e-07,3.29857142857142e-08,2.78857142857137e-09,1.74e-12) plot(x,y) </code></pre> <p>I would like to find the value of <code>x</code> that separates an area of 0.95 under the distribution to the left and 0.05 of the area to the right (one-tailed 95% interval of credibility).</p> <p>I guess I have to fit my empirical curve to a function and then integrate the function so I can obtain the desired value, but I don't really know from where to start.</p> <p>How can this possibly be done in R?</p>
    singulars
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. PTQuestion
    1. USjmeas
    1. USuser18441
    plurals
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. PO
      singulars
      1. PTAnswer
    2. PO
      singulars
      1. PTAnswer
    1. VO
      singulars
      1. POhow can I calculate the 95% credible limit of an area under a curve in R?
      1. This table or related slice is empty.
      1. VTApproveEditSuggestion
    2. VO
      singulars
      1. POhow can I calculate the 95% credible limit of an area under a curve in R?
      1. This table or related slice is empty.
      1. VTApproveEditSuggestion
    3. VO
      singulars
      1. POhow can I calculate the 95% credible limit of an area under a curve in R?
      1. This table or related slice is empty.
      1. VTUpMod
    1. COGSee's answer is the way to go. But I'd like to point out that numerical integration of your source data is not only easier than creating a fit function and integrating, but will have less calculation error (in general).
      singulars
      1. POhow can I calculate the 95% credible limit of an area under a curve in R?
      1. USCarl Witthoft
    2. CO@CarlWitthoft, I'm not so sure about my answer (which was `quantile(x, 0.95)`). It separates the `x`s into 95% and 5%, but doesn't take area (the `y`s) into account at all.
      singulars
      1. POhow can I calculate the 95% credible limit of an area under a curve in R?
      1. USGSee
    3. CO@Gsee -- I suppose you should generate the quantile of the simpson's integral after all. I still wouldn't generate a fit function, tho.
      singulars
      1. POhow can I calculate the 95% credible limit of an area under a curve in R?
      1. USCarl Witthoft
 

Querying!

 
Guidance
A row detail

Detail views are divided into sections. All the information in the data section comes from columns in the selected row. The other sections display data from other, related rows.

Related data can be related in a to-one or a to-many fashion. Captions of data related in a to-many fashion link to a list view showing a filtered view of the table.

Try moving around until you find a non-empty to-many entry and click on the label to get to one. You can move back to the root by clicking on the database name in the header.

SQuiL has stopped working due to an internal error.

If you are curious you may find further information in the browser console, which is accessible through the devtools (F12).

Reload