stat.extend (version 0.2.1)
Highest Density Regions and Other Functions of Distributions
Description
Highest Density Regions are the smallest set in the support of a
probability distribution with the specified coverage probability. 'HDRs'
may contain disjoint intervals, but can be calculated efficiently using
iterative methods. One can similarly construct optimal (i.e., shortest)
confidence intervals for some basic inferential problems, including for
population means, variances, or proportion parameters.