BSCB: Bayesian Simultaneous Credible Bands for Polynomial Regression
Provides functions to construct two-sided Bayesian simultaneous
credible bands (BSCBs) for the regression curve in univariate polynomial
regression over a finite covariate interval. Six methods are implemented,
including Normal-Gamma conjugate priors (with empirical Bayes,
unit-information, and g-prior hyperparameter specifications),
non-conjugate priors fitted via Hamiltonian Monte Carlo (HMC) using
'cmdstanr', and a non-informative independent Jeffreys prior approach.
Also includes functions for computing the empirical simultaneous coverage
rate (ESCR) and posterior simultaneous coverage probability (PSCP),
enabling performance comparison across methods. The methodology is
described in:
Yang, F., Han, Y., Liu, W., & Hall, I. (2026). "Bayesian simultaneous
credible bands for polynomial regression" <doi:10.48550/arXiv.2606.28015>.
| Version: |
1.0.0 |
| Depends: |
R (≥ 4.0) |
| Imports: |
mvtnorm, MASS, OptimalDesign, instantiate, posterior |
| Suggests: |
DEoptim, testthat (≥ 3.0.0), cmdstanr, knitr, rmarkdown, ggplot2 |
| Published: |
2026-07-10 |
| DOI: |
10.32614/CRAN.package.BSCB (may not be active yet) |
| Author: |
Fei Yang  [aut,
cre] |
| Maintainer: |
Fei Yang <fei.yang at manchester.ac.uk> |
| BugReports: |
https://github.com/fannyyang73/BSCB/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/fannyyang73/BSCB |
| NeedsCompilation: |
yes |
| Additional_repositories: |
https://stan-dev.r-universe.dev |
| Materials: |
README, NEWS |
| CRAN checks: |
BSCB results |
Documentation:
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