I am trying to add a legend to the qplot generated by this code: 
qplot(pa1, geom = "density", fill = I("blue"), alpha = I(0.3), label = "auto") + geom_density(aes(x = pb1), fill = "red", alpha = I(0.3), label = "brand") + 
  geom_density(aes(x = ph1), fill = "green", alpha = I(0.3)) + xlab("Predicted Values") + 
  ylab("Density") + ggtitle("Auto (blue) Brand (red) and Home (green)")
where pa1, pb1, ph1 are vectors of predictions from glm models. 
The final output works: 
but no legend...
 
    