18/11/17 12:29:55.67 MdaDRZ5p.net
非対称分布の信頼区間算出にパッケージないのかな？
pmf2hdi <- function(pmf,conf.level=0.95,Print=TRUE){ # pmf 2 higest density interval indices
pdf=pmf/sum(pmf) # sum(pdf)==1
if(Print) hist(pdf,breaks=length(pdf),ann=FALSE)
spdf=sort(pdf,decreasing=TRUE) # sort pdf from highest
cdf=cumsum(spdf) # culmutive probability
threshold=spdf[which(cdf>=conf.level)[1]]
# which(cdf>conf.level)[1] : cdf.index of 1st value when cdf > 0.95
# threshold : its corresponding spdf value
index=which(pdf>=threshold) # pdf.index whose value > threshold
clevel=sum(pdf[index]) # actual conf.level, a little bit greater than 0.95
n.index=length(index)
if(n.index==index[n.index]-index[1]+1){ # check if unimodal by its length
interval=c(index[1],index[n.index]) # if unimodal print lower and upper limit
print(c(lower=pmf[index[1]],upper=pmf[index[n.index]]))
}else{interval=index
}
list(indices=interval,actual.CI=clevel)
}