Highest Density Regions (HDR) misunderstanding

junpenglao · June 12, 2018, 8:24pm

This is the one:

aloctavodia/BAP/blob/master/code/Chp1/plot_post.py

from __future__ import division
import numpy as np
from scipy import stats
import matplotlib.pyplot as plt
from hpd import hpd_grid


def plot_post(sample, alpha=0.05, show_mode=True, kde_plot=True, bins=50, 
    ROPE=None, comp_val=None, roundto=2):
    """Plot posterior and HPD

    Parameters
    ----------

    sample : Numpy array or python list
        An array containing MCMC samples
    alpha : float
        Desired probability of type I error (defaults to 0.05)
    show_mode: Bool
        If True the legend will show the mode(s) value(s), if false the mean(s)

This file has been truncated. show original

It’s from @aloctavodia’s book.

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Highest Density Regions (HDR) misunderstanding

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