HPD {BayesTwin}

Calculate highest posterior density interval

Description

This function calculates the Bayesian highest posterior density interval (HPD) based on a parameters' posterior sample.

Usage

HPD(sample, cred_int = 0.95)

Arguments

sample

A vector representing draws from the target distribution of the paramter of interest, as produced by the main function IRT_twin of this package.

cred_int

The desired accuracy of the HPD. Default value is 0.95 for 95%.

Details

The highest posterior density interval (HPD, see e.g. Box & Tia, 1992) contains the required mass such that all points within the interval have a higher probability density than points outside of the interval.

The function expects as input a vector representing draws from the target distribution of the paramter of interest, such as produced by the main function IRT_twin of this package.

The result is a vector consisiting of two values, the first value representing the lower bound of the HPD and the second value representing the upper bound.

Value

A vector of length 2 with the lower (first value) and upper (second value) bound of the HPD.

Author(s)

Inga Schwabe

References

Box, G., & Tiao, G. (1992). Bayesian inference in statistical analysis. New York: John Wiley & Sons.

Examples

data(results)

#Obtain the 95% HPD for additive genetic variance 
HPD(results$samples_var_a)

#Obtain the 90% HPD for all item difficulty parameters
apply(results$samples_item_b, 1, function (x) HPD(x, 0.90))