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glt

Bayesian Factor Analysis via the Generalized Lower Triangular Process Priors

Overview

The package glt implements Bayesian factor analysis under the generalized lower triangular process prior by Canale and Frühwirth-Schnatter, (2026)

Install the R package with

install.packages("devtools")
devtools::install_github("tonycanale/glt")

Author

Antonio Canale

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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