hpd_interval: Highest posterior density interval (HPDI)

hpd_intervalR Documentation

Highest posterior density interval (HPDI)

Description

Computes the approximate highest posterior density interval (HPDI).

Usage

hpd_interval(x, prob = 0.95)

Arguments

x

A R x n matrix with R draws of n variables

prob

The probability mass of the interval, a scalar between zero and one

Value

n x 2 matrix with lower and upper boundary of the HPDI.


sectorgap documentation built on May 29, 2024, 10:56 a.m.