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stephenslab / ebnm

R package to fit Empirical Bayes Normal Means model.
https://stephenslab.github.io/ebnm/
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Fix descripition of intervals in baseball vignette. #115

Closed pcarbo closed 4 months ago

pcarbo commented 4 months ago

@willwerscheid Regarding this reviewer comment:

However, I do have a reservation regarding the method employed for calculating the credible interval. The paper uses the quantile() function for this purpose. While quantile-based intervals are similar to Highest Posterior Density (HPD) intervals in cases where posterior distributions are unimodal and symmetric, they differ when distributions are not symmetric. In Figure 8, the case of prior_family = "npmle" appears to fall under the non-symmetric category. Consequently, the application of quantile(fit_npmle, probs = c(0.1, 0.9)) on page 24 might not yield an accurate HPD interval. This aspect warrants further clarification or revision in the paper.

I removed this part from the mauscript (Sec. 5), but it is still in the baseball vignette baseball.Rmd in the R package.

I don't remember exactly what @stephens999 suggested (you probably remember better), but from what I recall he suggested not referring to these intervals as "HPD intervals", but instead say that the function returns the "shortest intervals".

Correspondingly, we should fix help(confint.ebnm).

Can you please make these changes in the restructure-vignettes branch?

pcarbo commented 4 months ago

Also, do we also need to fix the documentation for the quantile method?