rvci: 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
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.
Details
If interval is of length two or more, the return value will be the
quantiles given by range(interval).
References
Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing
Posterior Simulations Using Random Variable Objects. Statistics and
Computing 17:3, 235-244.