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Bayesian_statistics/postDensityIntervals has no HPD optimisation algorithm #116

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aoboturov opened this issue Apr 25, 2016 · 0 comments

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@aoboturov
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I was looking at postDensityIntervals, there seems to be no algorithm for finding HPD for the case of a disjoint interval. HPD for a continuous interval seems to be already a complex numerical issue, because it requires one-dimensional optimisation. For the disjoint interval case it seems to be even harder. Do you know any solutions or workarounds?

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