Highest Posterior Density Region and Central Credible Region

Question

Given a posterior p(Θ|D) over some parameters Θ, one can define the following:

Highest Posterior Density Region:

The Highest Posterior Density Region

Answer 1

To calculate HPD you can leverage pymc3, Here is an example

import pymc3
from scipy.stats import norm
a = norm.rvs(size=10000)
pymc3.stats.hpd(a)