HPDbayz: HPD intervals accounting for boundaries on parameter space

In MarniTausen/BayzR: R package for bayz

HPD intervals accounting for boundaries on parameter space

Description

HPD intervals accounting for boundaries on parameter space

Usage

HPDbayz(x, prob = 0.95, bound = "none")

Arguments

x	samples from a (posterior) distribution; if the input is a matrix or dataframe with multiple columns an HPD interval is computed for every column
prob	the target probability (0,1) to collect in the HPD interval; as the underlying density estimate is discrete, HPDbayz will obtain the interval that includes just more than the given 'prob'
bound	a single character string or vector of character strings giving the types of bounds on the parameters, which must be either "none", "var" (parameter is restricted to (0,INF)), or "prob" (parameter is restricted to (0,1)). When x has multiple columns, a single character string can be given as bound and that bound is applied to all columns, or a vector of character strings can be given to indicate the bound to be applied to each colunm.

Value

A matrix with 2 columns for the lower and upper values of the HPD interval, and a row for every input column.

MarniTausen/BayzR documentation built on April 4, 2024, 9:30 a.m.