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BSCB 1.0.0
Features
- Implements six methods for constructing two-sided Bayesian
simultaneous credible bands (BSCBs) for the regression curve in
univariate polynomial regression over a finite covariate interval:
- Conjugate Normal-Gamma priors, with empirical Bayes,
unit-information, and g-prior hyperparameter specifications
- Non-conjugate priors fitted via Hamiltonian Monte Carlo (HMC) using
‘cmdstanr’ (Normal-half-Normal and Normal-half-Cauchy priors)
- A non-informative independent Jeffreys prior approach
- Provides functions for evaluating and comparing method performance:
ESCR() for computing the empirical simultaneous
coverage rate
PSCP() for computing the posterior simultaneous
coverage probability
- Includes a vignette demonstrating usage and comparing methods.
Documentation
- The methodology is described in Yang, F., Han, Y., Liu, W., &
Hall, I. (2026), “Bayesian Simultaneous Credible Bands for Polynomial
Regression.”
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.