title: Highest Density Interval (HDI) for Posterior Distribution Pystan
body: <p>I am seeing that in Pystan, an HDI function can be used to provide a 95% credible interval surrounding the posterior distribution. However, they say it will only work for unimodal distributions. If my model may have a multimodal distribution (up to 4 peaks), is there a way I can find the HDI in Pystan? Thanks!</p>