boa.hpd: Highest Probability Density Interval
In brian-j-smith/boa: Bayesian Output Analysis Program (BOA) for MCMC

Description Usage Arguments Value Author(s) References

Estimates the highest probability density (HPD) interval for the given parameter draws. Uses the Chen and Shao algorithm assuming a unimodal marginal posterior distribution.

1	boa.hpd(x, alpha)

`x`	MCMC draws from the marginal posterior to use in computing the HPD.
`alpha`	Specifies the 100*(1 - alpha)% interal to compute.

A vector containing the lower and upper bound of the HPD interval, labeled "Lower Bound" and "Upper Bound", respectively.

Brian J. Smith

Chen, M-H. and Shao, Q-M. (1999). Monte Carlo estimation of Bayesian credible and HPD intervals. Journal of Computational and Graphical Statistics, 8(1), 69-92.

brian-j-smith/boa documentation built on May 12, 2019, 5:43 a.m.