HPDI: Confidence/credible intervals from samples
Description
These functions compute highest posterior density (HPDI) and percentile (PI) intervals, using samples from a posterior density or simulated outcomes.
Usage
HPDI( samples , prob=0.89 )
PI( samples , prob=0.89 )
Arguments
samples
Vector of parameter values
prob
interval probability mass
Details
Highest Posterior Density Intervals (HPDI) are calculated by HPDinterval in the coda package.
Percentile intervals (PI) use quantile and assign equal mass to each tail.