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 a…

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 fo…

Summarize inference data (HDI)

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cluhmann November 30, 2022, 4:57pm 5

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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Summarize inference data (HDI)

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