Credible (Uncertainty) Intervals for Random Scalars

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Description

Computes credible (uncertainty) intervals for a given vector, given quantiles or the size of the middle interval

Usage

1
  rvci(obj, interval=0.95, one.sided=FALSE, left=TRUE)

Arguments

obj

random scalar or vector

interval

size of the middle interval or the quantile range of the interval

one.sided

logical, FALSE if two-sided interval is desired

left

logical, indicating if the left one-sided interval is desired

Details

If interval is of length two or more, the return value will be the quantiles given by range(interval).

Value

For two-sided intervals, an array of numbers of dimension c(2,length(x)), for one-sided intervals, a vector of the same length as x.

Author(s)

Jouni Kerman jouni@kerman.com

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Examples

1
  rvci(rvnorm(1), interval=0.683) # Should be about c(-1,1).

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