Highest Density Intervals from Draws — hdi • koma

Computes highest density intervals (HDIs) for a numeric sample. The HDI is defined as the shortest interval containing a target probability mass.

Usage

hdi(x, ...)

# Default S3 method
hdi(x, probs = c(0.5, 0.99), ...)

Arguments

x: A numeric vector of draws.
...: Unused.
probs: Numeric vector of target mass levels. Values in \((0, 1]\) or \([0, 100]\) are accepted. Default is c(0.5, 0.99).

Value

A list with class "koma_hdi" containing:

intervals: Named list of matrices with columns lower and upper, one matrix per probs level.
mode: Sample median of the draws (used as a center reference).
cutoff: Named numeric vector of NA values (not defined for HDI).
mass: Named numeric vector of achieved mass for each level.
probs: Numeric vector of target masses in (0, 1].