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## 2019-11-21

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Does anyone here know of a tool for plotting 'confidence regions' of 2D probability distributions?

More precisely, I'd like to draw (posterior) probability densities as 2D heat maps, with 'contour lines' delineating regions of probability mass 95%, 99% etc.

Does that make sense, and does it have a name?

I think you can achieve something similar with ggplot2: https://ggplot2.tidyverse.org/reference/geom_contour.html

Might need to do something with `stat_contour`

to get the specific regions you’re interested in.
No idea about clj, I’m afraid

Thanks. Thinking out loud, I guess I could also find the appropriate density levels, either by numerical integration + dichotomic search, or by filling a 2D array with densities, sorting the values and searching for quantiles. Then draw the contours at the appropriate level lines.

I'm also wondering about the relevance of this approach for data analysis - are there alternative approaches to choosing / viewing 2D confidence regions that make this one uninteresting?