ComputeHDI {bfw} | R Documentation |
Compute HDI
Description
Compute highest density interval (HDI) from posterior output
Usage
ComputeHDI(data, credible.region)
Arguments
data |
data to compute HDI from |
credible.region |
summarize uncertainty by defining a region of most credible values (e.g., 95 percent of the distribution), Default: 0.95 |
Details
values within the HDI have higher probability density than values outside the HDI, and the values inside the HDI have a total probability equal to the credible region (e.g., 95 percent).
Value
Return HDI
Examples
set.seed(1)
data <-rnorm(100,0,1)
credible.region <- 0.95
ComputeHDI(data,credible.region)
# HDIlo HDIhi
# -1.99 1.60
[Package bfw version 0.4.2 Index]