ngme_sgld_ci: Quantile Confidence Intervals from SGLD Samples

View source: R/batch-means.R

ngme_sgld_ciR Documentation

Quantile Confidence Intervals from SGLD Samples

Description

Compute parameter-wise quantile confidence intervals from posterior-like SGLD samples returned by [ngme_sgld_samples()].

Usage

ngme_sgld_ci(samples, lower = 0.025, upper = 0.975)

Arguments

samples

data.frame (or list of data.frames) returned by [ngme_sgld_samples()].

lower

lower quantile probability (e.g. 0.025).

upper

upper quantile probability (e.g. 0.975).

Value

A list with posterior-like point estimates ('estimates'), quantile intervals ('ci'), and sample covariance matrix ('covariance'). Class: 'ngme_sgld_ci'.


ngme2 documentation built on May 20, 2026, 9:10 a.m.