credBands: Compute Simultaneous Credible Bands
In drkowal/dsp: Dynamic Shrinkage Processes
credBands R Documentation
Compute Simultaneous Credible Bands
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/dsp documentation built on July 19, 2023, 11:42 a.m.
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| credBands | R Documentation |
Compute Simultaneous Credible Bands
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 |
|
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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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