Bolstad2 (version 1.0-29)

credIntSamp: Calculate a credible interval from a numerically specified posterior CDF

Description

Calculates a lower, upper, or two-sided credible interval from the numerical posterior CDF.

Usage

credIntSamp(theta, conf = 0.95, type = "twosided")

Arguments

theta

a sample from the posterior density

conf

the desired 'confidence' level

type

the type of interval to return, 'lower' = one sided lower bound, 'two-sided' = two - sided, or 'upper' = one sided upper bound. It is sufficient to use 'l','t' or 'u'

Value

a list containing the elements lower.bound, uppper.bound or both depending on type

Details

This function uses linear interpolation to calculate bounds for points that may not be specified by CDF

Examples

# NOT RUN {
## posterior is N(0,1)
theta = rnorm(1000)
ci=credIntSamp(theta)
plot(density(theta))
abline(v=c(unlist(ci)))

# }