plot of density of a given vector of numbers with quantile areas colored

DensityQuantile_ggplot2.R

# Script to make a plot of density of a given vector of numbers with quantile
# areas colored

# Package -------------------------------------------------------------------
library(ggplot2)
library(dplyr)

# Function ------------------------------------------------------------------
make_quantile_density = function(ex_vector, probs = NULL) {
        
        # Get rid of 'NA'
        ex_vector = na.omit(ex_vector)
        
        # Compute deciles by default if not quantiles provided
        if (is.null(probs)) {
            quant = quantile(ex_vector, probs = seq(0, 1, 0.1))
        } else {
            quant = quantile(ex_vector, probs = probs)
        }
        
        # Compute density and select data in dataset
        dens_df = with(density(ex_vector), data.frame(x, y)) %>%
            filter(x >= quant[[1]], x <= quant[[length(quant)]])
        
        # Add quantile number for all dataset
        dens_df$quant = cut(dens_df$x, breaks = quant)
      
        # Make nice labels for legend
        qname = names(quant)
    
        qlabels = paste(qname[-length(qname)], qname[-1], sep = "-")
        
        # Plot
        p_dens_col = ggplot(dens_df, aes(x = x, y = y)) +
            geom_area(aes(fill = quant)) +
            geom_line() +
            # Color palette can be adapted
            scale_fill_brewer(palette = "PuOr", labels = qlabels)
        
        return(p_dens_col)
}

# Example -------------------------------------------------------------
ex = rnorm(1000)

p_dens = make_quantile_density(ex)