阴影图的阴影分别为2.5％和5％

Question

我想尝试使用R再现下面的图像。目标是将单面和双面假设表示为.025和.95级别，类似于下图：

我设法使用来自其他问题的资源在分位数内创建阴影，但我希望它超出边界，而不是在内部。代码：

set.seed(1)
draws <- rnorm(1000000)
dens <- density(draws)

q025 <- quantile(draws, .025)
q975 <- quantile(draws, .975)

dd <- with(dens, data.frame(x, y))

library(ggplot2)

qplot(x, y, data = dd, geom="line") +
  geom_ribbon(data = subset(dd, x > q025 & x < q975),
              aes(ymax = y),
              ymin = 0, fill = "red", colour = NA, alpha = 0.5)

生成：

Answer 1

这有点笨重，但似乎有效;请注意填充不是很完美。

set.seed(1)
draws <- data.frame(x = rnorm(1000000))
q025  <- quantile(draws$x, .025)
q975  <- quantile(draws$x, .975)

ggplot(draws, aes(x)) +
  geom_density() +
  stat_function(fun = dnorm, xlim = c(min(draws$x), q025), geom = "area") +
  stat_function(fun = dnorm, xlim = c(q975, max(draws$x)), geom = "area")

结果：

编辑：这是一个较慢的版本，填充更顺畅。

set.seed(1)
draws <- rnorm(1000000)
dd <- data.frame(x = draws, y = dnorm(draws))
q025  <- quantile(draws$x, .025)
q975  <- quantile(draws$x, .975)

ggplot(dd, aes(x, y)) +
  geom_line() +
  stat_function(fun = dnorm, xlim = c(min(draws$x), q025), geom = "area") +
  stat_function(fun = dnorm, xlim = c(q975, max(draws$x)), geom = "area")

结果：