Credible Intervals — xtr_ci • extras

Calculates Bayesian credible intervals (CI) using one of the available methods:

"HDI": highest density interval (see xtr_ci_hdi()),
"ETI": equal tailed intervals (see xtr_ci_eti()).

Usage

xtr_ci(x, level = 0.95, ..., type = "HDI", na_rm = FALSE)

Arguments

x: A numeric vector of MCMC samples.
level: A number > 0 and <= 1 specifying the probability coverage of the interval.
...: Currently unused.
type: A string indicating which type of CI to return. Currently allows Highest Density Intervals ("HDI"; default) and Equal-Tailed Intervals ("ETI").
na_rm: A flag indicating whether to remove missing values.

Value

A data.frame of the lower and upper limits for the credible interval. Note that the interval is not guaranteed to be one-sided or two-sided.

See also

mcmcr::coef

Examples

xtr_ci(rnorm(1e4), type = "HDI")
#>       lower    upper
#> 1 -1.943616 1.960297