Marking sub-intervals of multimodal highest density intervals

January 23, 2013

(This article was originally published at Doing Bayesian Data Analysis, and syndicated at StatsBlogs.)

Here's a small aesthetic fix for the program BernGrid.R, so that it marks all interior end points of sub-intervals in a multimodal highest density interval.

For example, Figure 6.4 (p. 107) shows the posterior HDI with only the lowest and highest points marked by vertical lines (even though there is a horizontal "water level" that shows the subintervals):

The new program puts vertical lines at all the interior sub-interval end points, like this:

Is that exciting or what?!? If you just gotta have it, you can get it from the usual program repository. Get the files BernGrid.R, BernGridExample.R, and openGraphSaveGraph.R.

Please comment on the article here: Doing Bayesian Data Analysis