I am running a hierarchical model in JAGS. It is a piecewise constant survival regression model.
So I have 4 sets of regression coefficients and baseline hazard rates.
I would like to plot a mean curve and range using the mean and 95% highest density interval (HDI) of these parameters using the covariates from my data.
I have output from CODA, and it provides marginal highest density intervals for each parameter. What would be the correct way to get the joint HDI for all parameters?