R/emphpd.R

In bpr: Fitting Bayesian Poisson Regression

#' @keywords internal
.emp.hpd = function(x, conf=0.95){
  conf <- min(conf, 1-conf)
  n <- length(x)
  nn <- round( n*conf )
  x <- sort(x)
  xx <- x[ (n-nn+1):n ] - x[1:nn]
  m <- min(xx)
  nnn <- which(xx==m)[1]
  return( c( x[ nnn ], x[ n-nn+nnn ] ) )
}