BSCB 1.0.0

• Initial CRAN submission.

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.”