empiricalHpd | R Documentation |
Construct an empirical highest posterior density (HPD) interval from samples which have been drawn from the distribution of a quantity of interest.
empiricalHpd(theta, level)
theta |
the vector of samples |
level |
the credible level |
A vector with the estimated lower and upper bounds of the HPD interval.
Daniel Saban\'es Bov\'e
## draw standard normal variates test <- rnorm(n=1000) ## estimate the 95% HPD interval with these samples: empiricalHpd(theta=test, level=0.95) ## compare with true HPD: qnorm(p=c(0.025, 0.975))
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