def critlevel(self, p=None, snsig=None, tol=3.e-4):
"""
The log critical PDF ratio (wrt mode) bounding an HPD credible region
with probability p.
"""
# Take as an initial guess the ratio for a 1-d normal.
if snsig:
if p:
raise ValueError('Provide only one of p, snsig!')
lr1 = log(sig2ratio(1, snsig))
p = sig2prob(1, snsig)
else:
lr1 = log(prob2ratio(1, p))
p = float(p) # Otherwise it may be a scalar array.
# Use this to bracket the solution and then solve.
lr2 = lr1 - 0.1
# print 'Guesses:', lr1, lr2
self._target = p
lr1, lr2 = zbracket(self._diff, lr1, lr2)
# print 'Bracket:', lr1, lr2
logratio = float(brentq(self._diff, lr1, lr2, xtol=tol))
# print repr(logratio)
self.probs.append(p)
self.deltas.append(logratio)
self.levels.append(self.max+logratio)
return logratio
def critlevel(self, p=None, snsig=None, tol=3.e-4):
"""
The log critical PDF ratio (wrt mode) bounding an HPD credible region
with probability p.
"""
# Take as an initial guess the ratio for a 1-d normal.
if snsig:
if p: raise ValueError, 'Provide only one of p, snsig!'
lr1 = log(sig2ratio(1, snsig))
p = sig2prob(1, snsig)
else:
lr1 = log(prob2ratio(1, p))
p = float(p) # Otherwise it may be a scalar array.
# Use this to bracket the solution and then solve.
lr2 = lr1 - 0.1
#print 'Guesses:', lr1, lr2
self._target = p
lr1, lr2 = zbracket(self._diff, lr1, lr2)
#print 'Bracket:', lr1, lr2
logratio = float( brentq(self._diff, lr1, lr2, xtol=tol) )
#print repr(logratio)
self.probs.append(p)
self.deltas.append(logratio)
self.levels.append(self.max+logratio)
return logratio
def critlevel(self, p=None, snsig=None, tol=3.e-4):
"""
The log critical PDF ratio (wrt mode) bounding an HPD credible region
with probability p.
"""
# Take as an initial guess the ratio for a 1-d normal.
if snsig:
if p:
raise ValueError('Provide only one of p, snsig!')
lr1 = log(sig2ratio(1, snsig))
p = sig2prob(1, snsig)
else:
lr1 = log(prob2ratio(1, p))
# Use the guess to bracket the solution and then solve.
lr2 = lr1 - 0.1
# print 'Guesses:', lr1, lr2
self._target = p
lr1, lr2 = zbracket(self._diff, lr1, lr2)
# print 'Bracket:', lr1, lr2
logratio = float(brentq(self._diff, lr1, lr2, xtol=tol))
# print repr(logratio)
self.probs.append(p)
self.deltas.append(logratio)
self.levels.append(self.max+logratio)
# 10 is the max # boundaries; it should handle pretty bumpy PDFs!
bounds, nb, ok = xvalues(self.xvals, self.logpdf-self.max, logratio, 10)
if not ok:
raise RuntimeError('Too many boundary points in PDF!')
bounds = bounds[:nb]
self.bounds.append(bounds)
return logratio, bounds
def critlevel(self, p=None, snsig=None, tol=3.e-4):
"""
The log critical PDF ratio (wrt mode) bounding an HPD credible region
with probability p.
"""
# Take as an initial guess the ratio for a 1-d normal.
if snsig:
if p: raise ValueError, 'Provide only one of p, snsig!'
lr1 = log(sig2ratio(1, snsig))
p = sig2prob(1, snsig)
else:
lr1 = log(prob2ratio(1, p))
# Use the guess to bracket the solution and then solve.
lr2 = lr1 - 0.1
#print 'Guesses:', lr1, lr2
self._target = p
lr1, lr2 = zbracket(self._diff, lr1, lr2)
#print 'Bracket:', lr1, lr2
logratio = float( brentq(self._diff, lr1, lr2, xtol=tol) )
#print repr(logratio)
self.probs.append(p)
self.deltas.append(logratio)
self.levels.append(self.max+logratio)
# 10 is the max # boundaries; it should handle pretty bumpy PDFs!
bounds, nb, ok = xvalues(self.xvals, self.logpdf-self.max, logratio, 10)
if not ok: raise RuntimeError, 'Too many boundary points in PDF!'
bounds = bounds[:nb]
self.bounds.append(bounds)
return logratio, bounds
