Trent Woodbury trentwoodbury
grinnbearit
/ credible_interval.py
Last active
September 20, 2021 19:34
Credible interval of 1 dimensional distributions in Python
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| def credible_interval(xlim, ys, mass=0.95): | |
| """Given a range, like (0, 20), and the y values for the probability density function, | |
| returns the set of intervals spanning the minimum range to sum up to the mass.""" | |
| indexed = zip(ys, range(len(ys))) | |
| indexed.sort(reverse=True) | |
| acc = 0 | |
| points = [] | |
| for (y, x) in indexed: |