tonycanale.r-universe.dev

[tonycanale] glt 1.0

antonio.canale@unipd.it (Antonio Canale) — Thu, 29 Oct 2026 11:50:35 GMT

Sparse Bayesian factor models for multivariate data, built around a flexible Generalized Lower Triangular (GLT) process prior on the loading matrix by Canale and Frühwirth-Schnatter (2026) . The number of active factors, their sparsity pattern, and the loadings themselves are learned jointly via a Markov chain Monte Carlo sampler implemented in C++ with 'Rcpp' and 'RcppArmadillo'.

[tonycanale] rmp 2.2

antonio.canale@unipd.it (Antonio Canale) — Thu, 14 Dec 2023 02:39:13 GMT

Performs univariate probability mass function estimation via Bayesian nonparametric mixtures of rounded kernels as in Canale and Dunson (2011) .

[tonycanale] CoMiRe 0.8

antonio.canale@unipd.it (Antonio Canale) — Wed, 23 Aug 2023 10:31:04 GMT

Posterior inference under the convex mixture regression (CoMiRe) models introduced by Canale, Durante, and Dunson (2018) .