Symmetric simultaneous bayesian confidence bands

simcnfB obtains symmetric bayesian distribution confidence bands

simcnfB(DF, DFmat, alpha = 0.05, scale = FALSE)

Arguments

DF	the target distribution/quantile function as a vector
DFmat	the matrix of draws of the distribution, rows correspond to elements in DF
alpha	level such that 1-alpha is the desired probability of coverage
scale	logical for scaling using the inter-quartile range

Value

cstar - a constant to add and subtract from DF to create confidence bands if no scaling=FALSE else a vector of length DF.

Examples

set.seed(14); m=matrix(rbeta(500,1,4),nrow = 5) + 1:5
DF = apply(m,1,mean); plot(1:5,DF,type="l",ylim = c(0,max(m)), xlab = "Index")
symCB<- simcnfB(DF,DFmat = m)
lines(1:5,DF-symCB,lty=2); lines(1:5,DF+symCB,lty=2)