credBands: Compute Simultaneous Credible Bands

In drkowal/FDLM: A Bayesian Multivariate Functional Dynamic Linear Model

Description

Compute (1-alpha)% credible BANDS for a function based on MCMC samples using Crainiceanu et al. (2007)

Usage

credBands(sampFuns, alpha = 0.05)

Arguments

sampFuns	Nsims x m matrix of Nsims MCMC samples and m points along the curve
alpha	confidence level

Value

m x 2 matrix of credible bands; the first column is the lower band, the second is the upper band

Note

The input needs not be curves: the simultaneous credible "bands" may be computed for vectors. The resulting credible intervals will provide joint coverage at the (1-alpha) level across all components of the vector.

drkowal/FDLM documentation built on May 20, 2019, 5:20 p.m.