interval_hdr {arkhe}

Highest Density Regions

Description

Highest Density Regions

Usage

interval_hdr(x, y, ...)

## S4 method for signature 'numeric,numeric'
interval_hdr(x, y, level = 0.954)

## S4 method for signature 'numeric,missing'
interval_hdr(x, level = 0.954, ...)

Arguments

x

A numeric vector giving the coordinates of the points where the density is estimated.

y

A numeric vector giving the estimated density values. If y is missing and x is a numeric vector, density estimates will be computed from x.

...

Further arguments to be passed to stats::density().

level

A length-one numeric vector giving the confidence level.

Value

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

Author(s)

N. Frerebeau

References

Hyndman, R. J. (1996). Computing and graphing highest density regions. American Statistician, 50: 120-126. doi:10.2307/2684423.

See Also

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

Examples

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