Just curious if there’s any reason it was decided to have rstan::summary() show quantiles rather than highest posterior density intervals?

My guess is that it’s 1) easy 2) purely descriptive and 3) HPDI does not always yield one set of intervals (e.g., when bimodality is present), which complicates output. Using HDInterval on stan samples is relatively simple.

Quantiles vs HPDI from `rstan::summary()`

Interfaces RStan

avehtari May 29, 2019, 9:41pm 6

. 4) HPDI is not invariant to transformations

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Testing an "omnibus" effect of a variable across the output categories

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Quantiles vs HPDI from `rstan::summary()`

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