intervals.cpp File Reference

defintions for quantile(), p_value(), and hpd() More...

#include <algorithm>
#include "mcmc++/intervals.h"

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Functions
double	quantile (vector< double > &ox, const double p)
double	p_value (vector< double > &x, const double p)
vector< double >	hpd (vector< double > &x, const double p)

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Detailed Description

defintions for quantile(), p_value(), and hpd()

Author:

Kent Holsinger

Date:

2005-05-18

Definition in file intervals.cpp.

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Function Documentation

vector<double> hpd	(	vector< double > &	x,
		const double	p
	)

Returns HPD interval, low in x[0], high in x[1].

Returns lower limit of HPD interval in first element of vector, upper limit of HPD interval in second element of vector. This method is an implementation of the Chen-Shao HPD estimation algorithm.

Notice that as a side effect of calling this routine, the input vector is sorted.

Parameters:

	x	The vector
	p	The credible interval desired, e.g., 0.95 for 95%

Definition at line 95 of file intervals.cpp.

double p_value	(	vector< double > &	x,
		const double	p
	)

Returns P(x <= p).

Notice that as a side effect of calling this routine, the input vector is sorted.

Parameters:

	x	The vector
	p	The desired P-value

Definition at line 72 of file intervals.cpp.

double quantile	(	vector< double > &	ox,
		const double	p
	)

Returns the sample quantile corresponding to p.

This implementation corresponds to Type 8 continuous sample types of Hyndman and Fan (American Statistician, 50:361-365; 1996)

Notice that as a side effect of calling this routine, the input vector is sorted.

Parameters:

	ox	The vector from which to calculate the quantile
	p	The desired quantile

Definition at line 46 of file intervals.cpp.

Referenced by Model::ReportDic(), and Model::Summarize().

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