hpd: This function uses estimated densities to calculate HPD...
In nicholasjclark/mvforecast: Tools to fit, interrogate and forecast multivariate statistical and machine learning timeseries models
Description
Usage
Arguments
Value
Description
This function uses estimated densities to calculate HPD intevals. Code originally supplied by Martyn Plummer
Usage
1
hpd(x, coverage = 0.95)
Arguments
x
vector of values representing the distribution to be summarised
coverage
numeric value specifying the width of the HPD interval. Default is 0.95
Value
A list containing the reconciled forecast distributions for each series in y. Each element in
the vector with three values: lower estimate, median estimate and upper estimate of the HPD interval
nicholasjclark/mvforecast documentation built on Dec. 22, 2021, 2:11 a.m.
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Description Usage Arguments Value
Description
This function uses estimated densities to calculate HPD intevals. Code originally supplied by Martyn Plummer
Usage
1 | hpd(x, coverage = 0.95)
|
Arguments
x |
|
coverage |
|
Value
A list containing the reconciled forecast distributions for each series in y. Each element in
the vector with three values: lower estimate, median estimate and upper estimate of the HPD interval
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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