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 et al. (2026). "Bayesian simultaneous credible bands for polynomial
regression" <doi:10.48550/arXiv.2606.28015>.
| Version: |
1.0.2 |
| Depends: |
R (≥ 4.0) |
| Imports: |
mvtnorm, MASS, OptimalDesign, instantiate, posterior |
| Suggests: |
DEoptim, testthat (≥ 3.0.0), cmdstanr, knitr, rmarkdown, ggplot2 |
| Published: |
2026-07-23 |
| DOI: |
10.32614/CRAN.package.BSCB |
| Author: |
Fei Yang  [aut,
cre, cph],
Yang Han [aut,
cph],
Wei Liu [aut,
cph],
Ian Hall [aut,
cph] |
| 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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