`hpdi` (Series)

Highest probability density interval

Syntax

Int = hpdi(X, Coverage, ~Dim)

X [ tseries ]

Input time series; HPDIs will be calculated separately for each set of data along dimension Dim.

Coverage [ numeric ]

Percent coverage of the calculated interval, between 0 and 100.

~Dim=1 [ numeric ]

Dimension along which the percentiles will be calculated.

Int [ tseries ]

Output array (if Dim==1) or output time series (if Dim>1) with the lower and upper bounds of the HPDIs.

zzz=default [ zzz | ___ ]

Description