HighestDensityRegions

Julia library for calculating Highest Density Regions.

Installation

pkg> add HighestDensityRegions

Usage

The single exported function is hdr_thresholds, which returns a vector thresholds for the given probabilities.

Examples

1D HPD coloring

This example code was used to produce

2D HPD regions

This example code was used to produce

Bibliography

• Hyndman, R. J. (1996). Computing and graphing highest density regions. The American Statistician, 50(2), 120–126.