HDiR: An R Package for Computation and Nonparametric Plug-in Estimation of Directional Highest Density Regions and General Level Sets

Abstract

A deeper understanding of a distribution support, being able to determine regions of a certain (possibly high) probability content is an important task in several research fields. Package HDiR for R is designed for exact computation of directional (circular and spherical) highest density regions and density level sets when the density is fully known. Otherwise, HDiR implements nonparametric plug-in methods based on different kernel density estimates for reconstructing this kind of sets. Additionally, it also allows the computation and plug-in estimation of level sets for general functions (not necessarily a density). Some exploratory tools, such as suitably adapted distances and scatterplots, are also implemented. Two original datasets and spherical density models are used for illustrating HDiR functionalities