HPDI: Confidence/credible intervals from samples
Description
These functions compute highest posterior density (HPDI) and percentile (PCI) confidence intervals, using samples from the posterior density.
Usage
HPDI( samples , prob=0.95 )
PCI( samples , prob=0.95 )
Arguments
samples
Vector of parameter values
prob
interval probability mass
Details
Highest Posterior Density Intervals (HPDI) are calculated by HPDinterval in the coda package.
Percentile intervals (PCI) use quantile and assign equal mass to each tail.
References
McElreath 2011, Statistical Rethinking.