R: Calculate Bayesian credible intervals

credint {emdbook} | R Documentation

## Calculate Bayesian credible intervals

### Description

Calculate Bayesian credible intervals based on various types of information about the posterior distribution

### Usage

    tcredint(dist, parlist, ranges, level = 0.95, eps = 1e-05,verbose=FALSE)
    ncredint(pvec,npost,level=0.95,tol=0.01,verbose=FALSE)

### Arguments

`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`

### Details

`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.

### Value

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

### Note

For credible intervals from a sample (e.g. from an MCMC run), see `HPDinterval` in the `coda` package.

### Author(s)

Ben Bolker

### Examples

    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)

[Package emdbook version 1.3.10 Index]