HPDinterval               package:coda               R Documentation

_H_i_g_h_e_s_t _P_o_s_t_e_r_i_o_r _D_e_n_s_i_t_y _i_n_t_e_r_v_a_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     Create Highest Posterior Density (HPD) intervals for the
     parameters in an MCMC sample.

_U_s_a_g_e:

     HPDinterval(obj, prob = 0.95, ...)
     ## S3 method for class 'mcmc':
     HPDinterval(obj, prob = 0.95, ...)
     ## S3 method for class 'mcmc.list':
     HPDinterval(obj, prob = 0.95, ...)

_A_r_g_u_m_e_n_t_s:

     obj: The object containing the MCMC sample - usually of class
          '"mcmc"' or '"mcmc.list"'

    prob: A numeric scalar in the interval (0,1) giving the target
          probability content of the intervals.  The nominal
          probability content of the intervals is the multiple of
          '1/nrow(obj)' nearest to 'prob'.

     ...: Optional additional arguments for methods.  None are used at
          present.

_D_e_t_a_i_l_s:

     For each parameter the interval is constructed from the empirical
     cdf of the sample as the shortest interval for which the
     difference in the ecdf values of the endpoints is the nominal
     probability.  Assuming that the distribution is not severely
     multimodal, this is the HPD interval.

_V_a_l_u_e:

     For an '"mcmc"' object, a matrix with columns '"lower"' and
     '"upper"' and rows corresponding to the parameters.  The attribute
     '"Probability"' is the nominal probability content of the
     intervals.  A list of such matrices is returned for an
     '"mcmc.list"' object.

_A_u_t_h_o_r(_s):

     Douglas Bates

_E_x_a_m_p_l_e_s:

     data(line)
     HPDinterval(line)

