R/hpd_mcmc.R

In effectFusion: Bayesian Effect Fusion for Categorical Predictors

hpdMCMC <- function(x, alpha = 0.05, ...) {
    if (!is.vector(x)) 
        x <- as.vector(x)
    nr <- NROW(x)
    l <- ceiling(alpha * nr)
    lb <- sort(x)[1:l]
    ub <- sort(x)[(nr - l + 1):nr]
    minl <- min(ub - lb)
    lower <- lb[which((ub - lb) == minl)][1]
    upper <- ub[which((ub - lb) == minl)][1]
    return(c(lower = lower, upper = upper))
}