Create Highest Posterior Density (HPD) intervals for the parameters in an MCMC sample.
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The object containing the MCMC sample - usually of class
A numeric scalar in the interval (0,1) giving the target
probability content of the intervals. The nominal probability
content of the intervals is the multiple of
Optional additional arguments for methods. None are used at present.
For each parameter the interval is constructed from the empirical cdf of the sample as the shortest interval for which the difference in the ecdf values of the endpoints is the nominal probability. Assuming that the distribution is not severely multimodal, this is the HPD interval.
"mcmc" object, a matrix with columns
"upper" and rows corresponding to the parameters. The
"Probability" is the nominal probability content of
the intervals. A list of such matrices is returned for an
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