A Comparison between confidence interval vs. credible interval

pois_anim.r

library(animation)
pvfun <- Vectorize(function(r, y){
  poisson.test(y, T = tau, r = r)$p.value  
})

postprob <- function(r, x, tau){
  pl <- pgamma(r, shape = x+0.5, rate = tau, lower.tail = FALSE)
  pu <- pgamma(r, shape = x+0.5, rate = tau, lower.tail = TRUE)
  2*pmin(pl,pu)
}

tau <- 10
#y <- 5
saveGIF({
  for(i in c(1:10, 10:1)){
    curve(pvfun(x,i),0, 3, n=1001,
          col="orangered", ylab = "p-value", xlab="rate")
    curve(postprob(x, i, tau), col="royalblue", add=TRUE,lty=2, lwd=2)
    legend("topright",legend = c("p-value","posterior (Jeffreys prior)"),
           col=c("orangered","royalblue"), lty=1:2)
  }
}, movie.name = "poistest.gif", interval=0.2)