plot_HPD_2D: 2D highest posterior density region

In StateSpaceModels/ssminr: ssminr

Description

Given a sample from a multivariate posterior distribution, plot the bivariate region of highest marginal posterior density (HPD) for two variables with defined levels.

Usage

plot_HPD_2D(
  ssm,
  path = NULL,
  id = NULL,
  trace = NULL,
  theta,
  prob = c(0.95, 0.75, 0.5, 0.25, 0.1),
  xlab = NULL,
  ylab = NULL,
  plot = TRUE,
  ...
)

Arguments

ssm	a ssm object, returned by new_ssm.
path	character, where to find X_*.csv. If NULL (default), use the path of the last block (e.g. /pmcmc).
id	numeric, indicate which X_*.csv to choose. If NULL (default), use the id of the last block (default to 0 in SSM).
trace	either a data.frame or mcmc object.
prob	probability level
xlab	x axis label
ylab	y axis label
...	other arguments passed to HPDregionplot.

Note

HPD levels are computed using the function HPDregionplot from the package emdbook.

StateSpaceModels/ssminr documentation built on Feb. 7, 2020, 8:20 p.m.