HPDcrd {evidence}

generates the 100 * (1 - alpha)% most probable interval of a distribution of empirical values

Description

function used to produce a Bayesian credible interval of a unimodal distribution of empirical values using the Highest Posterior Probability approach

Usage

HPDcrd(x, alpha = 0.05)

Arguments

x

a vector of empirical values

alpha

1 - alpha is the desired level of credibility

Value

a vector of the lower and upper limits of the 95% credible interval calculated using a standard algorithm

Author(s)

Robert van Hulst

References

van Hulst, R. 2018. Evaluating Scientific Evidence. ms.

Examples

HPDcrd(rnorm(1000))