Description Usage Arguments Details Value Examples
Calculate the highest density interval (HDI).
1 | hdi(dens, alpha = 0.05)
|
dens |
an estimated density, such as the one returned by the |
alpha |
the size of both tails or |
The HDI is the shortest interval with the required density. Note that in general, HDI can be split into several subintervals if te underlying distribution is multimodal. This function however provide only continuous HDI.
Also note that the HDI intervals, unlike the more common equal-tailed intervals, are not invariant under non-linear transformations.
upper and lower bounds for a selected HDI interval
1 2 3 4 |
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