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1 | | -% Computes credible interval(s) from a vector (or row-major matrix) of the |
2 | | -% posterior(s) obtained by bayesian bootstrap. |
| 1 | +% Computes credible interval(s) directly from a vector (or row-major matrix) of |
| 2 | +% the posterior(s) obtained by bayesian bootstrap. |
3 | 3 | % |
4 | | -% -- Function File: CI = credint (Y) |
5 | | -% -- Function File: CI = credint (Y, PROB) |
| 4 | +% -- Function File: CI = credint (BOOTSTAT) |
| 5 | +% -- Function File: CI = credint (BOOTSTAT, PROB) |
6 | 6 | % |
7 | | -% 'CI = credint (Y)' computes 95% credible intervals from the vector, or |
8 | | -% rows* of the matrix, Y, where Y contains posterior (or Bayesian bootstrap) |
9 | | -% statistics, such as those generated using the `bootbayes` function. The |
10 | | -% credible intervals are shortest probability intervals (SPI), which |
11 | | -% represent a more computationally stable version of the highest posterior |
12 | | -% density interval [1,2]. |
| 7 | +% 'CI = credint (BOOTSTAT)' computes 95% credible intervals directly from |
| 8 | +% the vector, or rows* of the matrix in BOOTSTAT, where BOOTSTAT contains |
| 9 | +% posterior (or Bayesian bootstrap) statistics, such as those generated |
| 10 | +% using the `bootbayes` function (or the `bootlm` function with the method |
| 11 | +% set to 'bayesian'). The credible intervals are shortest probability |
| 12 | +% intervals (SPI), which represent a more computationally stable version |
| 13 | +% of the highest posterior density interval [1,2]. |
13 | 14 | % |
14 | 15 | % * The matrix should have dimensions P * NBOOT, where P corresponds to |
15 | 16 | % the number of parameter estimates and NBOOT corresponds to the number |
16 | 17 | % of posterior (or Bayesian bootstrap) samples. |
17 | 18 | % |
18 | | -% 'CI = credint (Y, PROB)' returns credible intervals, where PROB is numeric |
19 | | -% and sets the lower and upper bounds of the credible interval(s). The |
20 | | -% value(s) of PROB must be between 0 and 1. PROB can either be: |
| 19 | +% 'CI = credint (BOOTSTAT, PROB)' returns credible intervals, where PROB is |
| 20 | +% numeric and sets the lower and upper bounds of the credible interval(s). |
| 21 | +% The value(s) of PROB must be between 0 and 1. PROB can either be: |
21 | 22 | % <> scalar: To set the central mass of shortest probability intervals |
22 | 23 | % to 100*PROB% |
23 | 24 | % <> vector: A pair of probabilities defining the lower and upper |
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