rmsb: HPDint – R documentation

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HPDint

Highest Posterior Density Interval

Description

Adapts code from coda::HPDinterval() to compute a highest posterior density interval from posterior samples for a single parameter. Quoting from the coda help file, for each parameter the interval is constructed from the empirical cdf of the sample as the shortest interval for which the difference in the ecdf values of the endpoints is the nominal probability. Assuming that the distribution is not severely multimodal, this is the HPD interval.

Usage

HPDint(x, prob = 0.95)

Arguments

`x`	a vector of posterior draws
`prob`	desired probability coverage

Value

a 2-vector with elements Lower and Upper

Author(s)

Douglas Bates and Frank Harrell

rmsb

Bayesian Regression Modeling Strategies

v0.0.2

GPL (>= 3)

Authors

Frank Harrell [aut, cre] (<https://orcid.org/0000-0002-8271-5493>), Ben Goodrich [ctb] (contributed Stan code), Ben Bolker [ctb] (wrote original code that is folded into the pdensityContour function), Doug Bates [ctb] (write original code for highest posterior density interval that is folded into the HPDint function)

Initial release

2021-02-27