How to plot a contour line showing where 95% of values fall within, in R and in ggplot2

Question

Say we have:

x <- rnorm(1000)
y <- rnorm(1000)

How do I use ggplot2 to produce a plot containing the two following geoms:

<

Answer 1

Just mixing answers from above, putting them in a more tidyverse friendly way, and allowing for multiple contour levels. I use here geom_path(group=probs), adding them manually geom_text. Another approach is to use geom_path(colour=probs) which will automatically label the contours as legend.

library(ks)
library(tidyverse)

set.seed(1001)

## data
d <- MASS::mvrnorm(1000, c(0, 0.2), matrix(c(1, 0.4, 1, 0.4), ncol=2)) %>% 
  magrittr::set_colnames(c("x", "y")) %>% 
  as_tibble() 

## density function
kd <- ks::kde(d, compute.cont=TRUE, h=0.2)

## extract results
get_contour <- function(kd_out=kd, prob="5%") {
  contour_95 <- with(kd_out, contourLines(x=eval.points[[1]], y=eval.points[[2]],
                                      z=estimate, levels=cont[prob])[[1]])
  as_tibble(contour_95) %>% 
    mutate(prob = prob)
}

dat_out <- map_dfr(c("10%", "20%","80%", "90%"), ~get_contour(kd, .)) %>% 
  group_by(prob) %>% 
  mutate(n_val = 1:n()) %>% 
  ungroup()

## clean kde output
kd_df <- expand_grid(x=kd$eval.points[[1]], y=kd$eval.points[[2]]) %>% 
  mutate(z = c(kd$estimate %>% t))

ggplot(data=kd_df, aes(x, y)) +
  geom_tile(aes(fill=z)) +
  geom_point(data = d, alpha = I(0.4), size = I(0.4), colour = I("yellow")) +
  geom_path(aes(x, y, group = prob), 
            data=filter(dat_out, !n_val %in% 1:3), colour = I("white")) +
  geom_text(aes(label = prob), data = 
              filter(dat_out, (prob%in% c("10%", "20%","80%") & n_val==1) | (prob%in% c("90%") & n_val==20)),
            colour = I("black"), size =I(3))+
  scale_fill_viridis_c()+
  theme_bw() +
  theme(legend.position = "none")

^{Created on 2019-06-25 by the reprex package (v0.3.0)}