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Highest Density Interval (HDI) of Inverse Cumulative Density Function (ICDF)

HDIofICDF.Rd

Highest Density Interval (HDI) of Inverse Cumulative Density Function (ICDF)

Usage

HDIofICDF(ICDFname, credMass = 0.95, tol = 1e-08, ...)

Arguments

ICDFname

R's name for the inverse cumulative density function of the distribution. Generally a q function like qbeta.

credMass

The desired mass of the HDI region.

tol

Passed to R's optimize function.

...

Additional arguments passed to ICDF.

Value

Highest density interval (HDI) bounds in a vector of length 2.