Highest (Posterior) Density Intervals

A generic function and a set of methods to calculate highest density intervals for a variety of classes of objects which can specify a probability density distribution, including MCMC output, fitted density objects, and functions.


News

CHANGES in 0.2.0 (2018-06-09)

  • added the inverseCDF function (prompted by Haibing Zhao)

CHANGES in 0.1.3 (2016-05-13)

  • various tweaks to speed up analysis with large objects

  • added method for mcarray and list (to deal with rjags::jags.samples output); fixed export of hdi.mcmc

CHANGES in 0.1.2 (2016-03-20)

  • Fixed multiple checks of credMass; hdiVector as separate function from hdi.default

  • Speeded up check for all-NAs

  • Fixed hdi.data.frame: now returns NAs for non-numeric columns.

CHANGES in 0.1.1 (2016-02-15)

  • coda changed from Depends to Suggests

CHANGES in 0.1.0 (2016-02-14)

  • package renamed HDInterval and main function renamed 'hdi'

CHANGES in 0.0.2 (2016-02-10)

  • hpdi.density now returns a length-2 vector when allowSplit=FALSE, otherwise a matrix, which may have only one row.

  • Testthat functions added for hpdi.density

Reference manual

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install.packages("HDInterval")

0.2.2 by Mike Meredith, 10 days ago


Browse source code at https://github.com/cran/HDInterval


Authors: Mike Meredith and John Kruschke


Documentation:   PDF Manual  


GPL-3 license


Suggests coda


Imported by BayesMallows, BayesPostEst, bayesboot, factor.switching, optimalThreshold, tidybayes.

Depended on by BEST, wiqid.


See at CRAN