R - Bootstrapped Confidence Interval - Obtain Parameters of Upper and Lower Bounds

问题

I used bootstrapping to obtain confidence intervals of a Weibull distribution. Then I plotted the Confidence Bands in a plot.

Code is below:

set.seed(123)
rw.small<-rweibull(100,shape=1.781096,scale=33.669511)
xs <- seq(0,100, len=500)

boot.pdf <- sapply(1:100, function(i) {
     xi <- sample(rw.small, size=length(rw.small), replace=TRUE)
     MLE.est <- suppressWarnings(fitdist(xi, distr="weibull",lower=0))  
     dweibull(xs, shape=MLE.est$estimate["shape"],  scale = MLE.est$estimate["scale"])
 })

par(bg="white",las=1,cex=1.2)

plot(xs, boot.pdf[, 1], type="l", col=rgb(.6, .6, .6, .1), ylim=range(boot.pdf),
      xlab="Note Life (months)", ylab="Probability density",main= "Probability Distribution")

for(i in 2:ncol(boot.pdf)) lines(xs, boot.pdf[, i], col=rgb(.6, .6, .6, .1))
quants <- apply(boot.pdf, 1, quantile, c(0.025, 0.5, 0.975))
min.point <- apply(boot.pdf, 1, min, na.rm=TRUE)
max.point <- apply(boot.pdf, 1, max, na.rm=TRUE)
lines(xs, quants[1, ], col="red", lwd=1.5, lty=2)
lines(xs, quants[3, ], col="red", lwd=1.5, lty=2)
lines(xs, quants[2, ], col="darkred", lwd=2)

Two questions: 1. How do i obtain the Shape and Scale Parameter values from the lower and upper bounds of the confidence interval plotted (i.e. the two red lines)?

lines(xs, quants[1, ], col="red", lwd=1.5, lty=2)
lines(xs, quants[3, ], col="red", lwd=1.5, lty=2)

I would like to plot the same chart with R's ggplot package. Any ideas as to how i might do this with ggplot syntax?

回答1:

I'm not sure about question 1.

Here is some code for question 2 though.

library (fitdistrplus) #you forgot to mention this
library (ggplot2)
library (tidyr)

dat <- gather(as.data.frame(boot.pdf), i, y, -1)
dat2 <- gather(as.data.frame(t(quants)), quantile, y)
dat$x <- dat2$x <- xs

ggplot(dat, aes(x, y, group = i)) +
  geom_line(col = 'grey') +
  geom_line(data = dat2, aes(group = quantile, col = quantile), size = 1) +
  scale_color_manual(values  = c('2.5%' = 'red', '50%' = 'darkred', '97.5%' = 'red')) +
  theme_bw() + xlab("Note Life (months)") + ylab("Probability density") + 
  ggtitle("Probability Distribution")

来源：https://stackoverflow.com/questions/32615941/r-bootstrapped-confidence-interval-obtain-parameters-of-upper-and-lower-boun

标签

ggplot2

boot

confidence-interval

probability-density