问题描述
我有时间数据,我想在24小时制的时钟上绘制每小时的频率。
将数据转换为circular
,并使用mu
计算“定期平均值” kappa
和“浓度” mle.vonmises()
的估计值。
该图是使用ggplot2
和geom_hist()
用coord_polar()
生成的。只需调用geom_vline()
,即可在图上绘制周期均值。
问题
我想在均值周围画一个置信区间,为95%。然后,我想在视觉上检查给定的时间戳(例如“ 22:00:00”)是否位于CI中。 如何使用冯·米斯分布和ggplot2做到这一点?
数据
timestamps <- c("08:43:48","09:17:52","12:56:22","12:27:32","10:59:23","07:22:45","11:13:59","10:13:26","10:07:01","06:09:56","12:43:17","07:07:35","09:36:44","10:45:00","08:27:36","07:55:35","11:32:56","13:18:35","11:09:51","09:46:33","06:59:12","10:19:36","09:39:47","09:39:46","18:23:54")
library(lubridate)
library(circular)
library(ggplot2)
## Convert from char to hours
timestamps_hrs <- as.numeric(hms(timestamps)) / 3600
## Convert to class circular
timestamps_hrs_circ <- circular(timestamps_hrs,units = "hours",template = "clock24")
## Estimate the periodic mean and the concentration
## from the von Mises distribution
estimates <- mle.vonmises(timestamps_hrs_circ)
periodic_mean <- estimates$mu %% 24
concentration <- estimates$kappa
## Clock plot // Circular Histogram
clock01 <- ggplot(data.frame(timestamps_hrs_circ),aes(x = timestamps_hrs_circ)) +
geom_histogram(breaks = seq(0,24),colour = "blue",fill = "lightblue") +
coord_polar() +
scale_x_continuous("",limits = c(0,breaks = seq(0,minor_breaks = NULL) +
theme_light()
clock01
## Add the periodic_mean
clock01 +
geom_vline(xintercept = as.numeric(periodic_mean),color = "red",linetype = 3,size = 1.25)
这将产生以下图形:
解决方法
我想我找到了一种近似的解决方案。正如我们知道参数devtools
和mu
(分别是周期平均值和浓度)一样,我们知道分布。反过来,这意味着我们知道给定时间戳的密度,并且我们可以计算95%置信水平的截止。
有了这些,我们就可以为一天中的每一分钟生成时间戳。我们根据需要转换时间戳,计算密度,然后与截止值进行比较。
通过这种方式,我们可以在1分钟内知道我们是否处于置信区间内。
代码
(假设问题中的代码已运行)
kappa
使用以上信息,并使用quantile <- qvonmises((1 - 0.95)/2,mu = periodic_mean,kappa = concentration)
cutoff <- dvonmises(quantile,kappa = concentration)
## generate a timestamp for every minute in a day
## then the transformations needed
ts_1min <- format(seq.POSIXt(as.POSIXct(Sys.Date()),as.POSIXct(Sys.Date()+1),by = "1 min"),"%H:%M:%S",tz = "GMT")
ts_1min_hrs <- as.numeric(hms(ts_1min)) / 3600
ts_1min_hrs_circ <- circular(ts_1min_hrs,units = "hours",template = "clock24")
## generate densities to compare with the cutoff
dens_1min <- dvonmises(ts_1min_hrs_circ,kappa = concentration)
## compare: vector of FALSE/TRUE
feat_1min <- dens_1min >= cutoff
df_1min_feat <- data.frame(ts = ts_1min_hrs_circ,feature = feat_1min)
## get the min and max time of the CI
CI <- df_1min_feat %>%
filter(feature == TRUE) %>%
summarise(min = min(ts),max= max(ts))
CI
# min max
# 5.283333 14.91667
,我们可以得到想要的东西:
geom_rect()
结果如下图所示:
我希望有人也能从中受益。