Bayesian Deming – Pioda regression on CRAN

As of tonight the package {rstanbdp} is available on CRAN.

Provides the Bayesian Deming regression sampled with a T error term. Per default the sampling happens at df = N-2 but can be tweakd down to d.f. = 1 for a very robust Cauchy distribution of the error term. Mild robustness is also possible with d.f. in a (usual) range of 6 – 10.

A linear heteroscedastic model is also provided. It can accomodate for the case where the variance grows linearly. It can be used to test for heteroscedasticity.