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Highest Density Regions

Source: R/AllGenerics.R, R/statistics.R
interval_hdr.Rd

Highest Density Regions

Usage

interval_hdr(x, y, ...)

# S4 method for class 'numeric,numeric'
interval_hdr(x, y, level = 0.954)

# S4 method for class 'numeric,missing'
interval_hdr(x, level = 0.954, ...)

Arguments

x

A numeric vector giving the coordinates of the points where the density is estimated.

y

A numeric vector giving the estimated density values. If y is missing and x is a numeric vector, density estimates will be computed from x.

...

Further arguments to be passed to stats::density().

level

A length-one numeric vector giving the confidence level.

Value

A three-columns numeric matrix giving the lower and upper boundaries of the HPD interval and associated probabilities.

References

Hyndman, R. J. (1996). Computing and graphing highest density regions. American Statistician, 50: 120-126. doi:10.2307/2684423 .

See also

Other summary statistics: confidence_binomial(), confidence_bootstrap(), confidence_mean(), confidence_multinomial(), interval_credible()

Author

N. Frerebeau

Examples

## HDR of the Old Faithful eruption times
interval_hdr(faithful$eruptions)
#>         start      end    p
#> [1,] 1.307160 2.837942 0.33
#> [2,] 3.150567 5.295819 0.62