credint: Calculate Bayesian credible intervals

Description Usage Arguments Details Value Note Author(s) Examples

Description

Calculate Bayesian credible intervals based on various types of information about the posterior distribution

Usage

1
2
tcredint(dist, parlist, ranges, level = 0.95, eps = 1e-05,verbose=FALSE)
ncredint(pvec,npost,level=0.95,tol=0.01,verbose=FALSE)

Arguments

dist

character string giving the name of a distribution for which "d", "q", and "p" function exist, e.g. "beta"

parlist

list of parameters to pass to distribution functions

ranges

lower, middle, and upper values to bracket lower and upper boundaries of the credible interval

level

confidence level

eps

if ranges is missing, set lower and upper brackets to the eps and 1-eps quantiles of the distribution

tol

tolerance on credible interval

verbose

if TRUE, return detailed information on the probability cutoff and realized area of the credible interval; if FALSE, just lower and upper bounds of the credible region

...

additional arguments to density

pvec

numeric vector of parameter values

npost

numeric vector of posterior density values corresponding to pvec

Details

tcredint gives credible intervals for a theoretical posterior density with defined density, cumulative density, and quantile functions; ncredint gives credible intervals for a numerical posterior density.

Value

A numeric vector giving the credible interval. If verbose=FALSE, gives just lower and upper bounds; if verbose=TRUE, also gives information on the probability cutoff and realized area of the credible interval

Note

For credible intervals from a sample (e.g. from an MCMC run), see HPDinterval in the coda package.

Author(s)

Ben Bolker

Examples

1
2
3
4
5
tcredint("beta",list(shape1=5,shape2=10),verbose=TRUE)
pvec = seq(0,1,length=100)
postvec = dbeta(pvec,shape1=5,shape2=10)
ncredint(pvec,postvec,verbose=TRUE)
set.seed(1001)

Example output

    lower     upper         p      area 
0.1145856 0.5639456 0.5771295 0.9500001 
    lower     upper         p      area 
0.1212121 0.5555556 0.6100000 0.9471975 

emdbook documentation built on May 2, 2019, 9:41 a.m.