The "emp.hpd" function in the TeachingDemos package will do this (assumes a single interval result, either unimodal or multimodes but the valleys between don't drop far enough to split the interval). I am sure there are similar functions in other packages as well.
On Fri, Apr 6, 2012 at 12:39 PM, Gyanendra Pokharel <gyanendra.pokha...@gmail.com> wrote: > Hi all, > I have the data from the posterior distribution for some parameter. I want > to find the 95% credible interval. I think "t.test(data)" is only for the > confidence interval. I did not fine function for the Bayesian credible > interval. Could some one suggest me? > > Thanks > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Gregory (Greg) L. Snow Ph.D. 538...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
