Chris Jewell and Poppy Miller \email{p.miller at lancaster.ac.uk}
}
\references{
Chen, M.-H. and Shao, Q.-M. (1998). Monte Carlo estimation of Bayesian credible and HPD intervals, \emph{Journal of Computational and Graphical Statistics}, 7.
Chen, M.-H. and Shao, Q.-M. (1998). Monte Carlo estimation of Bayesian
credible and HPD intervals, \emph{Journal of Computational and Graphical Statistics}, 7.
Liu Y, Gelman A, Zheng T (2015). "Simulation-efficient shortest probability intervals." Statistics and Computing.
Liu Y, Gelman A, Zheng T (2015). "Simulation-efficient shortest probability