MultiCredibleInterval {RChronoModel}

Bayesian credible intervals for a series of dates

Description

Estimation of the shorest credible interval for each variables of simulated Markov chain.

Usage

MultiCredibleInterval(data, position, level = 0.95)

Arguments

data

dataframe containing the output of the MCMC algorithm

position

numeric vector containing the position of the column corresponding to the MCMC chains of interest

level

probability corresponding to the level of confidence used to estimate the credible interval

Value

Returns a matrix of values containing the level of confidence and the endpoints of the shortest credible interval for each variable of the MCMC chain. The name of the resulting rows are the positions of the corresponding columns in the CSV file.

Author(s)

Anne Philippe <[e-mail]> and

Marie-Anne Vibet <[e-mail]>

Examples

  data(Events)
  MultiCredibleInterval(Events, c(2,4,3), 0.95)