Compute (1-alpha)% credible BANDS for a function based on MCMC samples using Crainiceanu et al. (2007)
Usage
credBands(sampFuns, alpha = 0.05)
Arguments
- sampFuns
Nsims x m matrix of Nsims MCMC samples and m points along the curve
- alpha
confidence level
Value
m x 2 matrix of credible bands; the first column is the lower band, the second is the upper band
Note
The input needs not be curves: the simultaneous credible "bands" may be computed
for vectors. The resulting credible intervals will provide joint coverage at the (1-alpha)
level across all components of the vector.