Compute parameter-wise quantile confidence intervals from posterior-like
SGLD samples returned by [ngme_sgld_samples()].
Usage
ngme_sgld_ci(samples, lower = 0.025, upper = 0.975)
Arguments
- samples
data.frame (or list of data.frames) returned by
[ngme_sgld_samples()].
- lower
lower quantile probability (e.g. 0.025).
- upper
upper quantile probability (e.g. 0.975).
Value
A list with posterior-like point estimates (`estimates`), quantile
intervals (`ci`), and sample covariance matrix (`covariance`).
Class: `ngme_sgld_ci`.
