@PublicationReference(author="Wikipedia", title="Credible interval", type=WebPage, year=2010, url="http://en.wikipedia.org/wiki/Credible_interval") public class BayesianCredibleInterval extends ConfidenceInterval
Constructor and Description |
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BayesianCredibleInterval(double median,
double lowerBound,
double upperBound,
double confidence)
Creates a new instance of ConfidenceInterval
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Modifier and Type | Method and Description |
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static <NumberType extends java.lang.Number> |
compute(UnivariateDistribution<NumberType> distribution,
double confidence)
Creates a Bayesian credible interval by inverting the given CDF.
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getCentralValue, getConfidence, getLowerBound, getNumSamples, getUpperBound, setCentralValue, setConfidence, setLowerBound, setNumSamples, setUpperBound, toString, withinInterval
clone
public BayesianCredibleInterval(double median, double lowerBound, double upperBound, double confidence)
median
- Median value of the parameterlowerBound
- Lower bound for the parameterupperBound
- Upper bound for the parameterconfidence
- Confidence that the parameter is within the bound, or 1-pvalue, on the
interval [0,1], where confidence=0 means the bound will be zero, while
confidence=1 means that the confidence bound will be the entire support
of the underlying distribution.public static <NumberType extends java.lang.Number> BayesianCredibleInterval compute(UnivariateDistribution<NumberType> distribution, double confidence)
NumberType
- Type of number to considerdistribution
- Distribution to compute the credible interval of, typically the
posterior from a Bayesian estimation algorithm.confidence
- Confidence that the parameter is within the bound, or 1-pvalue, on the
interval [0,1], where confidence=0 means the bound will be zero, while
confidence=1 means that the confidence bound will be the entire support
of the underlying distribution.