HPDinterval {lme4} | R Documentation |
Create Highest Posterior Density (HPD) intervals for the parameters in an MCMC sample.
HPDinterval(object, prob = 0.95, ...)
object |
The object containing the MCMC sample - usually of class
|
prob |
A numeric scalar in the interval (0,1) giving the target
probability content of the intervals. The nominal probability
content of the intervals is the multiple of |
... |
Optional additional arguments for methods. None are used at present. |
For each parameter the interval is constructed from the empirical cdf of the sample as the shortest interval for which the difference in the ecdf values of the endpoints is the nominal probability. Assuming that the distribution is not severely multimodal, this is the HPD interval.
For an merMCMC
object, a list of matrices with
columns "lower"
and "upper"
and rows corresponding to
the parameters. The attribute "Probability"
is the nominal
probability content of the intervals.