kdeFSBT: Full Significance Bayesian Testing

Description Usage Arguments Value References Examples

Description

Performs Full Significance Bayesian Testing (FSBT) for univariate sharp null hypothesis based on a posterior sample. The marginal posterior density is obtained by kernel density estimation from sim.sample.

Usage

1
kdeFSBT(H0, sim.sample)

Arguments

H0

a scalar value under the null hypothesis.

sim.sample

a sample from the marginal posterior distribution.

Value

double

References

Pereira, C. A. d. B., Stern, J. M. and Wechsler, S. (2008) Can a significance test be genuinely Bayesian? Bayesian Analysis 3, 79-100.

Examples

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x <-  rnorm(1000, 0, 1)
kdeFSBT(-1, x)

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