Calculates the amount of probability (mass) a parameter has in a range

Usage

posterior_mass_in_range(stanfit, param, range)

Arguments

stanfit: A stanfit object e.g. as returned by rstan::sampling(). The function's name reflects the assumption that this contains samples from the posterior, but it could contain samples from the prior.
param: The name of the parameter, as a character.
range: The lower and upper boundaries of the range, as a length-2 numeric vector. The boundaries are not considered part of the range (this should be irrelevant for continuous parameters). The lower boundary can be -Inf for a range that is unbounded from below; the upper boundary may be Inf for a range that is unbounded from above.

Value

A single number: the amount of probability (mass) that this parameter has in this range, estimated as the fraction of samples in the stanfit object for which the parameter is in the range.

Examples

  eg <- mastiff::stan_example_regression$posterior_samples
  posterior_mass_in_range(eg, "m", c(-Inf, 2))
#> [1] 0