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Shortest Probability Interval (SPI)

Source: R/zzz_deprecated.R
spi.Rd

spi() is deprecated. Use hdi(method = "density") instead, which returns the same interval. See hdi() for how the interval is computed.

Usage

spi(x, ...)

Arguments

x

Vector representing a posterior distribution, or a data frame of such vectors. Can also be a Bayesian model. See hdi().

...

Arguments passed to hdi().

Value

A data frame with following columns:

  • Parameter The model parameter(s), if x is a model-object. If x is a vector, this column is missing.

  • CI The probability of the credible interval.

  • CI_low, CI_high The lower and upper credible interval limits for the parameters.

References

Liu, Y., Gelman, A., & Zheng, T. (2015). Simulation-efficient shortest probability intervals. Statistics and Computing, 25(4), 809–819. https://doi.org/10.1007/s11222-015-9563-8

Examples

library(bayestestR)

posterior <- rnorm(1000)
# instead of spi(posterior), use:
hdi(posterior, method = "density")
#> 95% SPI: [-2.19, 1.93]