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HDIofMCMC = function( sampleVec , credMass=0.95 ) {
# Computes highest density interval from a sample of representative values,
# estimated as shortest credible interval.
# Arguments:
# sampleVec
# is a vector of representative values from a probability distribution.
# credMass
# is a scalar between 0 and 1, indicating the mass within the credible
# interval that is to be estimated.
# Value:
# HDIlim is a vector containing the limits of the HDI
sortedPts = sort( sampleVec )
ciIdxInc = floor( credMass * length( sortedPts ) )
nCIs = length( sortedPts ) - ciIdxInc
ciWidth = rep( 0 , nCIs )
for ( i in 1:nCIs ) {
ciWidth[ i ] = sortedPts[ i + ciIdxInc ] - sortedPts[ i ]
}
HDImin = sortedPts[ which.min( ciWidth ) ]
HDImax = sortedPts[ which.min( ciWidth ) + ciIdxInc ]
HDIlim = c( HDImin , HDImax )
return( HDIlim )
}
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