hpd: Empirical Highest Posterior Density Interval

Description Usage Arguments Value

Description

Computes the Highest Posterior Density (HPD) interval from a posterior sample. Works only for scalar marginal posteriors.

Usage

1
hpd(x, prob = 0.95)

Arguments

x

a univariate or a posterior sample for a scalar parameter.

prob

posterior probability content.

Value

vector of two doubles.


robustBLME documentation built on May 1, 2019, 6:34 p.m.