R-universe - tonycanale (Antonio Canale)

glt - Bayesian Factor Modelling via Generalized Lower Triangular Priors

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) <doi:10.48550/arXiv.2610.09762>. 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'.

Last updated

openblascpp

3.90 score 19 downloads

rmp - Rounded Mixture Package

Performs univariate probability mass function estimation via Bayesian nonparametric mixtures of rounded kernels as in Canale and Dunson (2011) <doi:10.1198/jasa.2011.tm10552>.

Last updated

1.00 score 3 scripts 236 downloads

CoMiRe - Convex Mixture Regression

Posterior inference under the convex mixture regression (CoMiRe) models introduced by Canale, Durante, and Dunson (2018) <doi:10.1111/biom.12917>.

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cpp

1.00 score 336 downloads