Calculate a credible interval from a numerically specified posterior CDF

Description

Calculates a lower, upper, or two-sided credible interval from the numerical posterior CDF.

Usage

credIntSamp(theta, conf = 0.95, type="twosided")

Arguments

Details

This function uses linear interpolation to calculate bounds for points that may not be specified by CDF

Value

a list containing the elements lower.bound, uppper.bound or both depending on type

Examples

## posterior is N(0,1)
theta <- rnorm(1000)
ci<-credIntSamp(theta)
plot(density(theta))
abline(v=c(unlist(ci)))

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(Bolstad2)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/Bolstad2/credIntSamp.Rd_%03d_medium.png", width=480, height=480)
> ### Name: credIntSamp
> ### Title: Calculate a credible interval from a numerically specified
> ###   posterior CDF
> ### Aliases: credIntSamp
> 
> ### ** Examples
> 
> ## posterior is N(0,1)
> theta <- rnorm(1000)
> ci<-credIntSamp(theta)
Credible interval is (-2.02543363759709,1.93846680202266)
> plot(density(theta))
> abline(v=c(unlist(ci)))
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>