Hi!
When I summarize the statistics of my inference data using az.summary()
, one of the columns of the dataframe is hdi_3%
. A highest density interval is supposed to be a range of two values, but in the summarized data each entry of this column is one specific value. What does this value mean?
I am sorry if this is a very basic question.
Thank you in advance!
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When requesting the 94% HDI (arviz’s current default), there should be 2 columns, one representing the left end of the interval (the value below which 3% of the posterior falls) and one representing the right end of the interval (the value above which 3% of the posterior falls). So hdi_3%
is the former and there should be a hdi_97%
column with the latter.
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To just add to @cluhmann , I found the following command very handy:
az.hdi(trace,var_names=["XXX"], hdi_prob = 0.80).values()
It will print out the hdi
of whatever variables you want from your trace with the specified hdi_prob
value.
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Hi!
I am sorry (again) if this is a very basic question, but I am really confused. I understand that the HDI gives us the lowest credible interval of a distribution that gives us a specific probability. How do we calculate the HDI for samples from a distribution?
In addition, I cannot understand the difference between a HDI and a confidence interval.
The arviz code used to compute the HDI is here.
The difference between an HDI and a confidence interval is a much longer discussion. I recommend the wikipedia articles here and here.
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