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rv (version 0.949)

rvci: Credible (Uncertainty) Intervals for Random Scalars

Description

Computes credible (uncertainty) intervals for a given vector, given quantiles or the size of the middle interval

Usage

rvci(obj, interval=0.95, one.sided=FALSE, left=TRUE)

Arguments

obj
random scalar or vector
interval
size of the middle interval or the quantile range of the interval
one.sided
logical, FALSE if two-sided interval is desired
left
logical, indicating if the left one-sided interval is desired

Value

  • For two-sided intervals, an array of numbers of dimension c(2,length(x)), for one-sided intervals, a vector of the same length as x.

Details

If interval is of length two or more, the return value will be the quantiles given by range(interval).

References

Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Technical report, Columbia University, New York.

Examples

Run this code
rvci(rvnorm(1), interval=0.683) # Should be about c(-1,1).

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