credint {emdbook} | R Documentation |
Calculate Bayesian credible intervals based on various types of information about the posterior distribution
tcredint(dist, parlist, ranges, level = 0.95, eps = 1e-05,verbose=FALSE) ncredint(pvec,npost,level=0.95,tol=0.01,verbose=FALSE)
dist |
character string giving the name of a distribution for which "d", "q", and "p" function exist, e.g. "beta" |
parlist |
list of parameters to pass to distribution functions |
ranges |
lower, middle, and upper values to bracket lower and upper boundaries of the credible interval |
level |
confidence level |
eps |
if ranges is missing, set lower and
upper brackets to the eps and 1-eps quantiles
of the distribution |
tol |
tolerance on credible interval |
verbose |
if TRUE, return detailed information on the probability cutoff and realized area of the credible interval; if FALSE, just lower and upper bounds of the credible region |
... |
additional arguments to density |
pvec |
numeric vector of parameter values |
npost |
numeric vector of posterior density values corresponding
to pvec |
tcredint
gives credible intervals for a theoretical
posterior density with defined density, cumulative density, and
quantile functions; ncredint
gives credible intervals
for a numerical posterior density.
A numeric vector giving the credible interval.
If verbose=FALSE
, gives just lower and upper bounds;
if verbose=TRUE
, also gives
information on the probability cutoff and
realized area of the credible interval
For credible intervals from a sample (e.g. from
an MCMC run), see HPDinterval
in the coda
package.
Ben Bolker
tcredint("beta",list(shape1=5,shape2=10),verbose=TRUE) pvec = seq(0,1,length=100) postvec = dbeta(pvec,shape1=5,shape2=10) ncredint(pvec,postvec,verbose=TRUE) set.seed(1001)