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Quantile regression

Source: R/geom-quantile.R, R/stat-quantilemethods.R
geom_quantile.Rd

This fits a quantile regression to the data and draws the fitted quantiles with lines. This is as a continuous analogue to geom_boxplot().

Usage

geom_quantile(
  mapping = NULL,
  data = NULL,
  stat = "quantile",
  position = "identity",
  ...,
  lineend = "butt",
  linejoin = "round",
  linemitre = 10,
  na.rm = FALSE,
  show.legend = NA,
  inherit.aes = TRUE
)

stat_quantile(
  mapping = NULL,
  data = NULL,
  geom = "quantile",
  position = "identity",
  ...,
  quantiles = c(0.25, 0.5, 0.75),
  formula = NULL,
  method = "rq",
  method.args = list(),
  na.rm = FALSE,
  show.legend = NA,
  inherit.aes = TRUE
)

Arguments

mapping

Set of aesthetic mappings created by aes(). If specified and inherit.aes = TRUE (the default), it is combined with the default mapping at the top level of the plot. You must supply mapping if there is no plot mapping.

data

The data to be displayed in this layer. There are three options:

If NULL, the default, the data is inherited from the plot data as specified in the call to ggplot().

A data.frame, or other object, will override the plot data. All objects will be fortified to produce a data frame. See fortify() for which variables will be created.

A function will be called with a single argument, the plot data. The return value must be a data.frame, and will be used as the layer data. A function can be created from a formula (e.g. ~ head(.x, 10)).

position

A position adjustment to use on the data for this layer. This can be used in various ways, including to prevent overplotting and improving the display. The position argument accepts the following:

  • The result of calling a position function, such as position_jitter(). This method allows for passing extra arguments to the position.

  • A string naming the position adjustment. To give the position as a string, strip the function name of the position_ prefix. For example, to use position_jitter(), give the position as "jitter".

  • For more information and other ways to specify the position, see the layer position documentation.

...

Other arguments passed on to layer()'s params argument. These arguments broadly fall into one of 4 categories below. Notably, further arguments to the position argument, or aesthetics that are required can not be passed through .... Unknown arguments that are not part of the 4 categories below are ignored.

  • Static aesthetics that are not mapped to a scale, but are at a fixed value and apply to the layer as a whole. For example, colour = "red" or linewidth = 3. The geom's documentation has an Aesthetics section that lists the available options. The 'required' aesthetics cannot be passed on to the params. Please note that while passing unmapped aesthetics as vectors is technically possible, the order and required length is not guaranteed to be parallel to the input data.

  • When constructing a layer using a stat_*() function, the ... argument can be used to pass on parameters to the geom part of the layer. An example of this is stat_density(geom = "area", outline.type = "both"). The geom's documentation lists which parameters it can accept.

  • Inversely, when constructing a layer using a geom_*() function, the ... argument can be used to pass on parameters to the stat part of the layer. An example of this is geom_area(stat = "density", adjust = 0.5). The stat's documentation lists which parameters it can accept.

  • The key_glyph argument of layer() may also be passed on through .... This can be one of the functions described as key glyphs, to change the display of the layer in the legend.

lineend

Line end style (round, butt, square).

linejoin

Line join style (round, mitre, bevel).

linemitre

Line mitre limit (number greater than 1).

na.rm

If FALSE, the default, missing values are removed with a warning. If TRUE, missing values are silently removed.

show.legend

logical. Should this layer be included in the legends? NA, the default, includes if any aesthetics are mapped. FALSE never includes, and TRUE always includes. It can also be a named logical vector to finely select the aesthetics to display.

inherit.aes

If FALSE, overrides the default aesthetics, rather than combining with them. This is most useful for helper functions that define both data and aesthetics and shouldn't inherit behaviour from the default plot specification, e.g. borders().

geom, stat

Use to override the default connection between geom_quantile() and stat_quantile(). For more information about overriding these connections, see how the stat and geom arguments work.

quantiles

conditional quantiles of y to calculate and display

formula

formula relating y variables to x variables

method

Quantile regression method to use. Available options are "rq" (for quantreg::rq()) and "rqss" (for quantreg::rqss()).

method.args

List of additional arguments passed on to the modelling function defined by method.

Aesthetics

geom_quantile() understands the following aesthetics (required aesthetics are in bold):

Learn more about setting these aesthetics in vignette("ggplot2-specs").

Computed variables

These are calculated by the 'stat' part of layers and can be accessed with delayed evaluation.

  • after_stat(quantile)
    Quantile of distribution.

Examples

m <-
  ggplot(mpg, aes(displ, 1 / hwy)) +
  geom_point()
m + geom_quantile()
#> Smoothing formula not specified. Using: y ~ x

m + geom_quantile(quantiles = 0.5)
#> Smoothing formula not specified. Using: y ~ x

q10 <- seq(0.05, 0.95, by = 0.05)
m + geom_quantile(quantiles = q10)
#> Smoothing formula not specified. Using: y ~ x


# You can also use rqss to fit smooth quantiles
m + geom_quantile(method = "rqss")
#> Smoothing formula not specified. Using: y ~ qss(x, lambda = 1)
#> Warning: Computation failed in `stat_quantile()`.
#> Caused by error in `validObject()`:
#> ! invalid class “dsparseModelMatrix” object: superclass "xMatrix" not defined in the environment of the object's class

# Note that rqss doesn't pick a smoothing constant automatically, so
# you'll need to tweak lambda yourself
m + geom_quantile(method = "rqss", lambda = 0.1)
#> Smoothing formula not specified. Using: y ~ qss(x, lambda = 0.1)
#> Warning: Computation failed in `stat_quantile()`.
#> Caused by error in `validObject()`:
#> ! invalid class “dsparseModelMatrix” object: superclass "xMatrix" not defined in the environment of the object's class


# Set aesthetics to fixed value
m + geom_quantile(colour = "red", linewidth = 2, alpha = 0.5)
#> Smoothing formula not specified. Using: y ~ x