Bayesian Simultaneous Credible Bands for Polynomial Regression

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Documentation for package ‘BSCB’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

compute_bpcb_ind_jeffreys	BPCB-I-J: the Bayesian pointwise credible band using the independent Jeffreys prior
compute_bscb_conjugate	BSCB-C: Bayesian Simultaneous Credible Band under the Normal-Gamma Conjugate Prior
compute_bscb_hmc	Compute BSCB via Hamiltonian Monte Carlo
compute_bscb_ind_jeffreys	BSCB-J: Bayesian Simultaneous Credible Band under the Independent Jeffreys Prior
coverage_ESCR	Compute the coverage of BSCB
coverage_PSCP	Compute the Posterior Simultaneous Coverage Probability (PSCP)
create_order_form	Create a polynomial basis vector function
find_global_maximum	Find the global maximum of T(x) via grid search and local optimisation
find_global_maximum_h_all	Find the global maximum of T(x) analytically via polyroot (Liu's method)
fn_Bayes_ECR	T(x) for computing ESCR: uses true parameter theta_true
fn_Bayes_PCP	T(x) for computing lambda (PSCP): uses posterior draw theta_hat
fn_Freq_ECR	T(x) to compute ESCR for frequentist methods
fn_neg_Bayes_ECR	T(x) for computing ESCR for DEoptim: uses true parameter theta_true
fn_neg_Bayes_PCP	Negative T(x) for minimisation-based optimisers (e.g. DEoptim)
f_L_SCB	Vertical distance from true curve to lower band boundary
f_U_SCB	Vertical distance from true curve to upper band boundary
generate_simulation_data	Generate simulation datasets for polynomial regression
L_SCB	Evaluate lower band at x
sup_T_Bayes_ESCR	To compute ESCR for BSCB and BPCB For BSCB use 'cov_mat = cov_theta'; for BPCB use 'cov_mat = scale_mat'.
sup_T_Bayes_PSCP	To compute the critical constant for BSCB and BPCB; To compute PSCP for BSCB and BPCB
sup_T_Freq_ESCR	To compute the ESCR for FSCB and FPCB
sup_T_simFSCB	To compute the critical constant for simFSCB
U_SCB	Evaluate upper band at x