interval_credible {arkhe}

Bayesian Credible Interval

Description

Computes the shortest credible interval within which an unobserved parameter value falls with a particular probability.

Usage

interval_credible(x, ...)

## S4 method for signature 'numeric'
interval_credible(x, level = 0.95)

Arguments

x

A numeric vector.

...

Currently not used.

level

A length-one numeric vector giving the confidence level.

Value

A three-columns numeric matrix giving the lower and upper boundaries of the credible interval and associated probability.

Author(s)

N. Frerebeau

See Also

Other summary statistics: confidence_binomial(), confidence_mean(), confidence_multinomial(), interval_hdr()

Examples

## HDR of the Old Faithful eruption times
interval_hdr(faithful$eruptions)