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Credible interval from posterior samples

Source: R/uncertainty-bayes.R
credibleInterval.Rd

The highest-density interval (HDI, the narrowest interval carrying level probability) or the equal-tailed quantile interval, from a vector of posterior draws.

Usage

credibleInterval(x, level = 0.95, method = c("hdi", "quantile"))

Arguments

x

Numeric vector of posterior samples.

level

Credible level (default 0.95).

method

"hdi" (default, narrowest) or "quantile" (equal-tailed).

Value

Numeric c(lower, upper).

See also

bayesEstimate()

Examples

set.seed(1)
credibleInterval(rnorm(2000), method = "hdi")
#> [1] -2.001003  2.075245