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\name{HPDinterval}
\alias{HPDinterval}
\alias{HPDinterval.mcmc}
\alias{HPDinterval.mcmc.list}
\title{Highest Posterior Density intervals}
\description{
Create Highest Posterior Density (HPD) intervals for the parameters in
an MCMC sample.
}
\usage{
HPDinterval(obj, prob = 0.95, \dots)
\method{HPDinterval}{mcmc}(obj, prob = 0.95, \dots)
\method{HPDinterval}{mcmc.list}(obj, prob = 0.95, \dots)
}
\arguments{
\item{obj}{The object containing the MCMC sample - usually of class
\code{"mcmc"} or \code{"mcmc.list"}}.
\item{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 \code{1/nrow(obj)}
nearest to \code{prob}.}
\item{\dots}{Optional additional arguments for methods. None are used
at present.}
}
\details{
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.
}
\value{
For an \code{"mcmc"} object, a matrix with columns \code{"lower"} and
\code{"upper"} and rows corresponding to the parameters. The
attribute \code{"Probability"} is the nominal probability content of
the intervals. A list of such matrices is returned for an
\code{"mcmc.list"} object.
}
\author{Douglas Bates}
\examples{
data(line)
HPDinterval(line)
}
\keyword{univar}
\keyword{htest}
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