The hpd function in the TeachingDemos package does this computation (for unimodal densities).
-- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare [EMAIL PROTECTED] (801) 408-8111 > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of gallon li > Sent: Saturday, November 24, 2007 5:44 AM > To: r-help > Subject: [R] how to compute highest density interval? > > Suppose i want to compute a 95% highest density for a beta > distribution > beta(a,b) > > the two end points x1 and x2 shoudl satisfy the following two > equations: > > pbeta(x1,a,b)-pbeta(x2,a,b)=95% > > dbeta(x1,a,b)=dbeta(x2,a,b) > > Is there any fast way to compute x1 and x2 in R? > > [[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. > ______________________________________________ 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.
