[R] Bayesian 95% Credible interval
Greg Snow
538280 at gmail.com
Sun Apr 8 01:00:51 CEST 2012
The "emp.hpd" function in the TeachingDemos package will do this
(assumes a single interval result, either unimodal or multimodes but
the valleys between don't drop far enough to split the interval). I
am sure there are similar functions in other packages as well.
On Fri, Apr 6, 2012 at 12:39 PM, Gyanendra Pokharel
<gyanendra.pokharel at gmail.com> wrote:
> Hi all,
> I have the data from the posterior distribution for some parameter. I want
> to find the 95% credible interval. I think "t.test(data)" is only for the
> confidence interval. I did not fine function for the Bayesian credible
> interval. Could some one suggest me?
>
> Thanks
>
> [[alternative HTML version deleted]]
>
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--
Gregory (Greg) L. Snow Ph.D.
538280 at gmail.com
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