Highest Density Intervals for koma_estimate Objects

Computes highest density intervals (HDIs) for coefficient draws from a koma_estimate object.

Usage

# S3 method for class 'koma_estimate'
hdi(x, variables = NULL, probs = c(0.5, 0.99), include_sigma = FALSE, ...)

Arguments

x

A koma_estimate object.

variables

Optional character vector of endogenous variables to include. Defaults to all variables in object$estimates.

probs

Numeric vector of target mass levels. Values in \((0, 1]\) or \([0, 100]\) are accepted. Default is c(0.5, 0.99).

include_sigma

Logical. If TRUE, compute HDIs for the error variance parameter (omega). Default is FALSE.

...

Unused.

Value

A list with class c("koma_estimate_hdi", "koma_hdi") containing HDI intervals per coefficient.