MultiHPD: Bayesian highest posterior density regions for a series of...

Description Usage Arguments Value Author(s) References Examples

View source: R/prog.R

Description

Estimation of the highest posterior density regions for each variables of simulated Markov chain. This function uses the "hdr" function oincluded in the package "hdrcde.

Usage

1
MultiHPD(data, position, level=0.95)

Arguments

data

dataframe containing the output of the MCMC algorithm

position

numeric vector containing the position of the column corresponding to the MCMC chains of interest

level

probability corresponding to the level of confidence

Value

Returns a matrix of values containing the level of confidence and the endpoints of each interval for each variable of the MCMC chain. The name of the resulting rows are the positions of the corresponding columns in the CSV file.

Author(s)

Anne Philippe <Anne.Philippe@univ-nantes.fr> and

Marie-Anne Vibet <Marie-Anne.Vibet@univ-nantes.fr>

References

Hyndman, R.J. (1996) Computing and graphing highest density regions. American Statistician, 50, 120-126.

Examples

1
2
  data(Events)
  MultiHPD(Events, c(2,4,3), 0.95)

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