rvci {rv}R Documentation

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

Details

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

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.

Author(s)

Jouni Kerman kerman@stat.columbia.edu http://www.stat.columbia.edu/~kerman

References

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

Examples

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

[Package rv version 0.949 Index]