empiricalHpd: Construct an empirical HPD interval from samples

In bfp: Bayesian Fractional Polynomials

Construct an empirical HPD interval from samples

Description

Construct an empirical highest posterior density (HPD) interval from samples which have been drawn from the distribution of a quantity of interest.

Usage

empiricalHpd(theta, level)

Arguments

theta	the vector of samples
level	the credible level

Value

A vector with the estimated lower and upper bounds of the HPD interval.

Author(s)

Daniel Saban\'es Bov\'e

Examples

## draw standard normal variates
test <- rnorm(n=1000)

## estimate the 95% HPD interval with these samples:
empiricalHpd(theta=test, level=0.95)

## compare with true HPD:
qnorm(p=c(0.025, 0.975))

bfp documentation built on March 19, 2024, 3:07 a.m.