CredibleInterval: Bayesian credible interval

In RChronoModel: Post-Processing of the Markov Chain Simulated by ChronoModel or Oxcal

Description

Computes the shortest credible interval at the desired level.

Usage

CredibleInterval(a_chain, level = 0.95)

Arguments

a_chain	numeric vector containing the output of the MCMC algorithm for a one-parameter
level	probability corresponding to the level of confidence used for the credible interval

Details

A (100 * level) % credible intervalgives the shortest interval, whose posterior probability is equal to the desired level. This interval is approximated by constructing the shortest interval such that N*(1-level) elements of the sample are outside the interval.

Value

Returns a vector of values containing the level of confidence and the endpoints of the shortest credible interval.

Author(s)

Anne Philippe <[e-mail]> and

Marie-Anne Vibet <[e-mail]>

Examples

  data(Events); attach(Events)

  CredibleInterval(Event.1)
  CredibleInterval(Event.12, 0.50)

Example output

              level CredibleIntervalInf CredibleIntervalSup 
               0.95            -1981.05            -1610.60 
              level CredibleIntervalInf CredibleIntervalSup 
               0.50            -1291.70            -1184.26 

RChronoModel documentation built on May 1, 2019, 10:06 p.m.