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2011 Jun 19
1
Multivariate HPD credible volume -- is it computable in R?
Hi all,
I'm new to the list and am hoping to get some advice. I have a set of
multivariate data and would like to find the densest part of the data cloud
containing 95% of the data, like a 95% HPD credible volume. Is there any R
code available to compute that?
Thank you very much! Your help and patience are much appreciated.
G.S.
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