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Calculate the Highest Probability Density of an MCMC trace that has its burn-in removed

Source: R/calc_hpd_interval.R
calc_hpd_interval.Rd

Calculate the Highest Probability Density of an MCMC trace that has its burn-in removed

Usage

calc_hpd_interval(trace, proportion = 0.95)

Arguments

trace

a numeric vector of parameter estimates obtained from an MCMC run. Must have its burn-in removed

proportion

the proportion of numbers within the interval. For example, use 0.95 for a 95 percentage interval

Value

a numeric vector, with at index 1 the lower boundary of the interval, and at index 2 the upper boundary of the interval

See also

The function remove_burn_in removes a burn-in. The Java code that inspired this function can be found here: https://github.com/beast-dev/beast-mcmc/blob/98705c59db65e4f406a420bbade949aeecfe05d0/src/dr/stats/DiscreteStatistics.java#L317 # nolint URLs can be long

Author

The original Java version of the algorithm was from J. Heled, ported to R and adapted by Richèl J.C. Bilderbeek

Examples

estimates <- parse_beast_tracelog_file(
  get_tracerer_path("beast2_example_output.log")
)
tree_height_trace <- remove_burn_in(
  estimates$TreeHeight,
  burn_in_fraction = 0.1
)

# Values will be 0.453 and 1.816
calc_hpd_interval(tree_height_trace, proportion = 0.95)
#> [1] 0.4529637 1.8159958