t_HD {bayespm}

The Highest Density (HD) interval of Student's t distribution.

Description

t_HD is used to derive the narrowest interval of a predetermined coverage from a Student's t distribution, containing the Highest Density (HD) values.

Usage

t_HD( cover = NULL, df = NULL, mu = NULL, sdv = NULL, plot = FALSE,
      xlab = "x", ylab = "Density" )

Arguments

cover

scalar (between 0 and 1); The coverage (probability) of the Highest Density (HD).

df

scalar (positive); It is the degrees of freedom of the Student's t distribution and needs to be a number.

mu

scalar (real); It is the mean of the Student's t distribution and needs to be a number. The default value is 0.

sdv

scalar (positive); It is the scale parameter of the Student's t distribution and needs to be a number. The default value is 1.

plot

logical; if TRUE, the plot of the HD region is displayed. It is FALSE by default.

xlab, ylab

The titles of the x-axis and y-axis for the HD plot. The default values are "x" and "Density".

Details

t_HD provides the Highest Density (HD) of a Student's t distribution. HD is the narrowest interval with a pretermined coverage. The values included in HD have density larger than every point outside the region.

Value

Returns a data frame with the upper and the lower limits of the Highest Predictive Denisty or Mass (HPrD/M) region, the lower and the achieved coverage. If plot=T, then the HPrD/M is visualized.

Examples

t_HD( 0.95, df = 2, mu = 2, sdv = 3, plot = TRUE )